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 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D **

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

DEV MKT COMMON STOCK (2220)

PUR 6/02/09 60 SUN LIFE FINL SVCS CDA 60,000.00 2,221.19 1,833,534.00 1,833,534.00 247136 6/05/09 CAD S26371 30.519 1.081 1,696,931.05 1,696,931.05

PUR 6/05/09 60 MANULIFE FINL CORP 100,000.00 3,599.06 2,407,930.00 2,407,930.00 230227 6/10/09 CAD S26385 24.039 1.111 2,166,573.69 2,166,573.69

PUR 6/05/09 60 PETRO-CANADA 40,000.00 1,439.63 1,913,396.00 1,913,396.00 230237 6/10/09 CAD S26385 47.795 1.111 1,721,608.78 1,721,608.78

PUR 6/05/09 60 ROYAL BANK OF CANADA 60,000.00 2,159.44 2,713,680.00 2,713,680.00 230244 6/10/09 CAD S26385 45.188 1.111 2,441,677.16 2,441,677.16

PUR 6/25/09 60 CAN IMPERIAL BK OF COM 40,000.00 1,377.17 2,263,732.00 2,263,732.00 243055 6/30/09 CAD S26448 56.553 1.162 1,948,469.62 1,948,469.62 300,000.00 10,796.49 11,132,272.00 11,132,272.00 9,975,260.30 9,975,260.30 5 TRANSACTIONS IN COUNTRY: CANADA ( 300)

PUR 5/22/09 60 MICHELIN EUR 2.0 REGD 37,057.00 1,249,969.67 1,249,969.67 240580 6/22/09 EUR 26450 33.731 .720 1,735,208.61 1,735,208.61

PUR 5/29/09 60 MICHELIN EUR 2.0 REGD 250,000.00 22,623.99 10,670,581.90 10,670,581.90 240580 6/03/09 EUR S26357 42.618 .706 15,105,280.85 15,105,280.85

PUR 6/19/09 60 SOCIETE GENERALE EUR 1 64,516.00 2,099,995.80 2,099,995.80 245186 6/19/09 EUR 26449 32.550 .718 2,924,874.86 2,924,874.86 351,573.00 22,623.99 14,020,547.37 14,020,547.37 19,765,364.32 19,765,364.32 3 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/19/09 60 NOBEL BIOCARE HOLDING 330,000.00 13,986.11 7,996,081.74 7,996,081.74 234447 6/24/09 CHF S26421 24.185 1.084 7,375,098.45 7,375,098.45

PUR 6/22/09 60 NOBEL BIOCARE HOLDING 194,000.00 8,227.09 4,707,024.39 4,707,024.39 234447 6/25/09 CHF S26426 24.217 1.085 4,338,271.33 4,338,271.33

PUR 6/23/09 60 NOBEL BIOCARE HOLDING 130,000.00 5,511.87 3,116,927.93 3,116,927.93 234447 6/26/09 CHF S26438 23.931 1.072 2,906,497.51 2,906,497.51

PUR 6/24/09 60 NOBEL BIOCARE HOLDING 251,500.00 8,473.85 6,130,692.26 6,130,692.26 234447 6/29/09 CHF S26444 24.340 1.084 5,657,707.88 5,657,707.88

PUR 6/24/09 60 NOBEL BIOCARE HOLDING 94,500.00 3,992.80 2,281,483.65 2,281,483.65 234447 6/29/09 CHF S26444 24.097 1.084 2,105,466.64 2,105,466.64 ------1,000,000.00 40,191.72 24,232,209.97 24,232,209.97 22,383,041.81 22,383,041.81 5 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

PUR 5/29/09 60 BAYER AG ORD NPV 250,000.00 21,374.69 10,081,349.38 10,081,349.38 237060 6/02/09 EUR S26356 40.265 .706 14,271,163.02 14,271,163.02

PUR 5/29/09 60 SALZGITTER AG NPV 200,000.00 28,674.49 13,524,296.06 13,524,296.06 247022 6/02/09 EUR S26356 67.520 .706 19,144,999.99 19,144,999.99 ------450,000.00 50,049.18 23,605,645.44 23,605,645.44 33,416,163.01 33,416,163.01 2 TRANSACTIONS IN COUNTRY: GERMANY (1100)

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PUR 6/09/09 60 ENEL SPA EUR 1.0 1,800,000.00 6,466,500.00 6,466,500.00 247257 6/12/09 EUR S26395 3.593 .714 9,056,976.41 9,056,976.41 ------1,800,000.00 6,466,500.00 6,466,500.00 9,056,976.41 9,056,976.41 1 TRANSACTION IN COUNTRY: ITALY (1700)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/19/09 60 BHP BILLITON LTD 1,000,000.00 56,336.17 34,991,844.00 34,991,844.00 246633 6/24/09 AUD S26414 34.922 1.240 28,224,418.68 28,224,418.68

PUR 6/19/09 60 FOSTER'S GROUP LTD 1,000,000.00 8,398.96 5,216,812.80 5,216,812.80 238761 6/24/09 AUD S26414 5.206 1.240 4,207,880.80 4,207,880.80 ------2,000,000.00 64,735.13 40,208,656.80 40,208,656.80 32,432,299.48 32,432,299.48 2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

PUR 6/03/09 60 DBS GROUP HOLDINGS LTD 140,000.00 3,467.69 1,765,164.41 1,765,164.41 215149 6/08/09 SGD S26373 12.573 1.442 1,224,108.47 1,224,108.47

PUR 6/03/09 60 SINGAPORE PRESS HOLDIN 300,000.00 1,983.45 989,110.13 989,110.13 228046 6/08/09 SGD S26373 3.288 1.442 685,929.36 685,929.36

PUR 6/03/09 60 UNITED OVERSEAS BANK L 200,000.00 5,546.15 2,967,017.55 2,967,017.55 222183 6/08/09 SGD S26373 14.795 1.442 2,057,571.12 2,057,571.12

PUR 6/04/09 60 DBS GROUP HOLDINGS LTD 150,000.00 3,651.30 1,876,753.69 1,876,753.69 215149 6/09/09 SGD S26377 12.477 1.446 1,298,162.61 1,298,162.61

PUR 6/04/09 60 OVERSEAS-CHINESE BANKI 200,000.00 2,952.63 1,476,208.62 1,476,208.62 231685 6/09/09 SGD S26377 7.360 1.446 1,021,103.01 1,021,103.01

PUR 6/09/09 60 DBS GROUP HOLDINGS LTD 140,000.00 2,808.99 1,749,176.17 1,749,176.17 215149 6/12/09 SGD S26393 12.465 1.456 1,201,274.75 1,201,274.75

PUR 6/09/09 60 SINGAPORE TELECOM 600,000.00 3,462.64 1,781,821.95 1,781,821.95 228609 6/12/09 SGD S26393 2.961 1.456 1,223,694.77 1,223,694.77

PUR 6/09/09 60 UNITED OVERSEAS BANK L 100,000.00 2,500.52 1,524,141.00 1,524,141.00 222183 6/12/09 SGD S26393 15.205 1.456 1,046,728.25 1,046,728.25

PUR 6/17/09 60 SINGAPORE TELECOM 1,000,000.00 5,526.47 2,991,759.25 2,991,759.25 228609 6/22/09 SGD S26410 2.984 1.458 2,051,538.95 2,051,538.95 ------2,830,000.00 31,899.84 17,121,152.77 17,121,152.77 11,810,111.29 11,810,111.29 9 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/04/09 60 CLP HOLDINGS 200,000.00 4,087.39 10,284,501.39 10,284,501.39 220964 6/08/09 HKD S26378 51.264 7.751 1,326,861.23 1,326,861.23

PUR 6/26/09 60 NEW WORLD DEVELOPMENT 600,000.00 3,516.53 8,846,592.42 8,846,592.42 237108 6/30/09 HKD S26453 14.699 7.750 1,141,525.25 1,141,525.25

PUR 6/26/09 60 SUN HUNG KAI PROPERTIE 240,000.00 9,532.59 23,981,835.64 23,981,835.64 221466 6/30/09 HKD S26453 99.617 7.750 3,094,510.26 3,094,510.26 ------1,040,000.00 17,136.51 43,112,929.45 43,112,929.45 5,562,896.74 5,562,896.74 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

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------9,771,573.00 237,432.86 179,899,913.80 179,899,913.80 144,402,113.36 144,402,113.36 30 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

------9,771,573.00 237,432.86 179,899,913.80 179,899,913.80 144,402,113.36 144,402,113.36 30 "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: 5 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

SALE 6/24/09 60 FINLAND GOVERNMENT 15,000,000.00 15,287,850.00 320,958.90 15,019,440.73 268,409.27 230867 6/24/09 EUR 2.750 9/15/10 B26434 101.919 .714 21,418,274.08 449,663.34 18,452,874.97 2,965,399.11 ------15,000,000.00 15,287,850.00 320,958.90 15,019,440.73 268,409.27 21,418,274.08 449,663.34 18,452,874.97 2,965,399.11 1 TRANSACTION IN COUNTRY: FINLAND (1200)

------15,000,000.00 15,287,850.00 320,958.90 15,019,440.73 268,409.27 21,418,274.08 449,663.34 18,452,874.97 2,965,399.11 1 TRANSACTION IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)

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

SALE 6/23/09 60 BELGIUM TREASURY 15,008,000.00 14,931,005.81 14,909,869.40 21,136.41 245466 6/25/09 EUR 2/18/10 B26434 99.487 .714 .7908 20,918,335.46 19,825,475.62 1,092,859.84

SALE 6/23/09 60 BELGIUM TREASURY 8,550,000.00 8,500,006.70 8,488,440.21 11,566.49 246376 6/25/09 EUR 3/18/10 B26434 99.415 .714 11,908,507.29 11,102,037.46 806,469.83 ------23,558,000.00 23,431,012.51 23,398,309.61 32,702.90 32,826,842.75 30,927,513.08 1,899,329.67 2 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)

------23,558,000.00 23,431,012.51 23,398,309.61 32,702.90 32,826,842.75 30,927,513.08 1,899,329.67 2 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)

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

SALE 6/19/09 60 ANHEUSER-BUSCH INBEV 1,000,000.00 24,542,800.00 24,308,525.65 234,274.35 243860 6/24/09 EUR S26419 24.543 .718 34,183,220.19 34,008,138.32 175,081.87

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

SALE 6/22/09 60 ANHEUSER-BUSCH INBEV 300,000.00 7,306,470.00 7,292,557.69 13,912.31 243860 6/25/09 EUR S26427 24.355 .720 10,142,845.82 10,202,441.49 -59,595.67 ------1,300,000.00 31,849,270.00 31,601,083.34 248,186.66

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44,326,066.01 44,210,579.81 115,486.20 2 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)

SALE 6/18/09 60 BROOKFIELD INFRASTRCTR 1,400.00 10.23 16,540.29 25,063.37 -8,523.08 241745 6/23/09 USD S26412 11.822 1.000 16,540.29 25,063.37 - 8,523.08

SALE 6/25/09 60 BROOKFIELD INFRASTRCTR 4.00 .05 47.67 71.61 - 23.94 241745 6/30/09 USD S26447 11.930 1.000 47.67 71.61 - 23.94 ------1,404.00 10.28 16,587.96 25,134.98 - 8,547.02 16,587.96 25,134.98 - 8,547.02 2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)

SALE 5/27/09 60 URANIUM ONE INC NPV 5,500.00 49.50 10,835.00 13,695.00 - 2,860.00 245248 6/01/09 CAD S26343 1.980 1.111 9,752.48 11,074.72 - 1,322.24

SALE 6/16/09 60 CANADIAN NATIONAL RAIL 40,000.00 1,415.05 1,937,484.00 1,089,944.90 847,539.10 230199 6/19/09 CAD S26409 48.477 1.131 1,713,526.13 768,584.78 944,941.35 ------45,500.00 1,464.55 1,948,319.00 1,103,639.90 844,679.10 1,723,278.61 779,659.50 943,619.11 2 TRANSACTIONS IN COUNTRY: CANADA ( 300)

SALE 5/27/09 60 DANONE(FMLY GROUPE DAN 500,000.00 15,471.05 18,498,044.51 18,083,556.22 414,488.29 244792 6/01/09 EUR S26339 37.018 .718 25,769,609.90 22,846,770.81 2,922,839.09

SALE 5/27/09 60 GDF SUEZ 250,000.00 6,784,950.00 7,718,827.01 - 933,877.01 241862 6/01/09 EUR S26339 27.140 .718 9,452,108.01 10,132,689.66 -680,581.65

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 5/27/09 60 IPSEN EUR 1.0 27,482.00 1,830.76 874,792.76 796,114.53 78,678.23 241833 6/01/09 EUR S26339 31.879 .718 1,218,673.04 1,116,374.70 102,298.34

SALE 5/28/09 60 IPSEN EUR 1.0 33,379.00 2,270.67 1,083,983.50 966,942.24 117,041.26 241833 6/02/09 EUR S26351 32.524 .717 1,511,507.29 1,355,922.81 155,584.48

SALE 5/28/09 60 SANOFI-AVENTIS(FMLY SA 215,000.00 8,084.61 9,657,377.09 10,299,354.26 -641,977.17 219418 6/02/09 EUR S26353 44.945 .717 13,466,252.80 13,354,525.27 111,727.53

SALE 5/29/09 60 DANONE(FMLY GROUPE DAN 500,000.00 17,724,450.00 18,083,556.22 -359,106.22 244792 6/03/09 EUR S26357 35.449 .706 25,090,739.92 22,846,770.81 2,243,969.11

SALE 5/29/09 60 IPSEN EUR 1.0 27,848.00 1,951.48 917,652.79 806,717.02 110,935.77 241833 6/03/09 EUR S26357 33.002 .706 1,299,029.73 1,131,242.35 167,787.38

SALE 5/29/09 60 SANOFI-AVENTIS(FMLY SA 100,000.00 3,788.25 4,457,433.93 4,790,397.33 -332,963.40 219418 6/03/09 EUR S26359 44.601 .706 6,309,945.61 6,211,407.10 98,538.51

SALE 5/29/09 60 SANOFI-AVENTIS(FMLY SA 285,000.00 12,784,530.00 13,652,632.38 -868,102.38 219418 6/03/09 EUR S26357 44.858 .706 18,097,786.80 17,702,510.22 395,276.58

SALE 6/01/09 60 EDF EUR 0.50 350,000.00 13,000,505.00 12,619,811.37 380,693.63 246358 6/04/09 EUR S26363 37.144 .706 18,407,403.71 16,505,461.01 1,901,942.70

SALE 6/01/09 60 IPSEN EUR 1.0 15,944.00 1,100.52 517,396.36 461,875.05 55,521.31 241833 6/04/09 EUR S26363 32.500 .706 732,581.06 647,677.69 84,903.37

SALE 6/01/09 60 SANOFI-AVENTIS(FMLY SA 400,000.00 15,460.33 18,187,560.91 19,161,589.31 -974,028.40 219418 6/04/09 EUR S26363 45.496 .706 25,751,751.66 24,845,628.39 906,123.27

SALE 6/01/09 60 SUEZ ENVIRONMENT SA 410,000.00 11,117.92 5,226,945.80 6,293,074.73 -1,066,128.93 241954 6/04/09 EUR S26363 12.768 .706 7,400,828.01 8,510,570.10 -1,109,742.09

SALE 6/01/09 60 SUEZ ENVIRONMENT SA 300,000.00 8,114.16 3,814,769.25 4,604,688.82 -789,919.57 241954 6/04/09 EUR S26363 12.735 .706 5,401,328.46 6,227,246.41 -825,917.95

SALE 6/02/09 60 IPSEN EUR 1.0 10,347.00 712.17 331,514.45 299,737.90

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31,776.55 241833 6/05/09 EUR S26368 32.088 .699 474,065.46 420,316.17 53,749.29

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 SUEZ ENVIRONMENT SA 80,078.00 2,179.20 1,014,425.67 1,229,114.24 -214,688.57 241954 6/05/09 EUR S26368 12.687 .699 1,450,628.09 1,662,218.13 -211,590.04

SALE 6/05/09 60 FRANCE TELECOM SA 1,000,000.00 15,970,700.00 20,165,380.54 -4,194,680.54 238445 6/10/09 EUR S26383 15.971 .714 22,374,946.70 28,965,196.41 -6,590,249.71

SALE 6/08/09 60 FRANCE TELECOM SA 500,000.00 16,714.83 8,027,790.23 10,082,690.27 -2,054,900.04 238445 6/11/09 EUR S26392 16.080 .722 11,126,512.99 14,482,598.21 -3,356,085.22

SALE 6/09/09 60 FRANCE TELECOM SA 560,000.00 9,013,480.00 11,292,613.10 -2,279,133.10 238445 6/12/09 EUR S26395 16.096 .714 12,624,275.23 16,220,509.99 -3,596,234.76

SALE 6/12/09 60 DANONE RTS EXP 6/12/0 13.00 28.33 .01 28.32 247213 6/12/09 EUR 26386 2.179 .714 39.66 .01 39.65

SALE 6/19/09 60 CNP ASSURANCES EUR 4.0 39,000.00 2,509,224.90 1,983,551.32 525,673.58 245379 6/24/09 EUR S26419 64.339 .718 3,494,849.29 2,654,090.75 840,758.54

SALE 6/19/09 60 DASSAULT SYSTEMES SA 51,109.00 3,517.92 1,681,336.88 1,782,128.46 -100,791.58 239376 6/24/09 EUR S26419 32.947 .718 2,341,766.58 2,535,542.55 -193,775.97

SALE 6/22/09 60 CNP ASSURANCES EUR 4.0 25,000.00 3,258.70 1,562,607.57 1,271,507.26 291,100.31 245379 6/25/09 EUR S26427 62.598 .720 2,169,212.72 1,701,340.23 467,872.49

SALE 6/22/09 60 CNP ASSURANCES EUR 4.0 51,000.00 3,219,732.00 2,593,874.81 625,857.19 245379 6/25/09 EUR S26427 63.132 .720 4,469,633.80 3,470,734.06 998,899.74

SALE 6/22/09 60 DASSAULT SYSTEMES SA 50,000.00 3,308.83 1,586,641.46 1,743,458.55 -156,817.09 239376 6/25/09 EUR S26427 31.781 .720 2,202,576.58 2,480,524.52 -277,947.94

SALE 6/23/09 60 CNP ASSURANCES EUR 4.0 60,000.00 3,736,194.00 3,051,617.42 684,576.58 245379 6/26/09 EUR S26440 62.270 .714 5,234,406.86 4,083,216.54 1,151,190.32

SALE 6/23/09 60 CNP ASSURANCES EUR 4.0 25,000.00 3,268.43 1,552,957.07 1,271,507.26 281,449.81 245379 6/26/09 EUR S26440 62.212 .714 2,175,692.47 1,701,340.23 474,352.24

SALE 6/23/09 60 DASSAULT SYSTEMES SA 122,070.00 2,666.20 3,804,239.53 4,256,479.70 -452,240.17 239376 6/26/09 EUR S26440 31.180 .714 5,329,738.63 6,055,952.55 -726,213.92

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

SALE 6/23/09 60 DASSAULT SYSTEMES SA 26,821.00 1,766.91 839,523.53 935,226.04 -95,702.51 239376 6/26/09 EUR S26440 31.348 .714 1,176,172.26 1,330,602.97 -154,430.71

SALE 6/24/09 60 CNP ASSURANCES EUR 4.0 50,000.00 3,117,110.00 2,543,014.52 574,095.48 245379 6/29/09 EUR S26442 62.342 .713 4,374,240.46 3,402,680.45 971,560.01 ------6,065,091.00 106,582.94 171,497,897.52 182,841,037.89 -11,343,140.37 240,928,303.78 244,601,661.10 - 3,673,357.32 30 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

SALE 6/03/09 60 KONINKLIJKE KPN NV 500,000.00 4,607,850.00 5,343,114.41 -735,264.41 239708 6/08/09 EUR S26376 9.216 .705 6,538,535.74 7,273,225.69 -734,689.95

SALE 6/05/09 60 KONINKLIJKE KPN NV 600,000.00 11,454.27 5,442,344.22 6,411,737.29 -969,393.07 239708 6/10/09 EUR S26383 9.084 .714 7,624,722.89 8,727,870.82 -1,103,147.93

SALE 6/08/09 60 KONINKLIJKE KPN NV 400,000.00 7,562.73 3,632,223.48 4,274,491.53 -642,268.05 239708 6/11/09 EUR S26392 9.094 .722 5,034,259.82 5,818,580.55 -784,320.73

SALE 6/08/09 60 KONINKLIJKE KPN NV 750,000.00 14,283.65 6,860,144.33 8,014,671.61 -1,154,527.28 239708 6/11/09 EUR S26392 9.161 .722 9,508,156.41 10,909,838.52 -1,401,682.11

SALE 6/09/09 60 KONINKLIJKE KPN NV 500,000.00 4,599,300.00 5,343,114.41 -743,814.41 239708 6/12/09 EUR S26395 9.199 .714 6,441,777.10 7,273,225.69 -831,448.59

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SALE 6/09/09 60 TOMTOM 250,000.00 1,467,000.00 6,525,241.81 -5,058,241.81 240408 6/12/09 EUR S26395 5.868 .714 2,054,679.41 10,143,681.22 -8,089,001.81

SALE 6/12/09 60 KONINKLIJKE KPN NV 200,000.00 1,823,280.00 2,137,245.76 -313,965.76 239708 6/17/09 EUR S26407 9.116 .714 2,552,226.52 2,909,290.27 -357,063.75

SALE 6/19/09 60 TOMTOM 250,000.00 3,792.53 1,812,577.05 6,525,241.81 -4,712,664.76 240408 6/24/09 EUR S26419 7.261 .718 2,524,557.93 10,143,681.22 -7,619,123.29 ------3,450,000.00 37,093.18 30,244,719.08 44,574,858.63 -14,330,139.55 42,278,915.82 63,199,393.98 - 20,920,478.16 8 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 YARA INTERNATIONAL NOK 500,000.00 25,614.81 105,173,502.75 62,689,619.50 42,483,883.25 233900 6/05/09 NOK S26369 210.663 6.168 17,050,922.91 9,526,793.10 7,524,129.81

SALE 6/19/09 60 DNB NOR ASA 1,086,200.00 12,280.15 52,308,519.49 41,597,993.20 10,710,526.29 243080 6/24/09 NOK S26422 48.230 6.399 8,174,483.43 6,678,682.39 1,495,801.04

SALE 6/19/09 60 STATOIL ASA NOK 2.5 1,000,000.00 31,174.38 132,790,415.15 161,081,295.27 -28,290,880.12 236330 6/24/09 NOK S26422 132.990 6.399 20,751,744.82 25,996,926.70 -5,245,181.88

SALE 6/22/09 60 DNB NOR ASA 663,659.00 7,246.31 31,525,288.83 25,416,021.52 6,109,267.31 243080 6/25/09 NOK S26430 47.574 6.536 4,823,625.81 4,080,618.38 743,007.43

SALE 6/22/09 60 DNB NOR ASA 380,000.00 4,150.30 18,056,011.30 14,552,787.16 3,503,224.14 243080 6/25/09 NOK S26430 47.587 6.536 2,762,716.71 2,336,493.56 426,223.15

SALE 6/23/09 60 DNB NOR ASA 370,141.00 3,983.25 17,274,624.55 14,175,218.93 3,099,405.62 243080 6/26/09 NOK S26441 46.740 6.515 2,651,515.66 2,275,873.85 375,641.81 ------4,000,000.00 84,449.20 357,128,362.07 319,512,935.58 37,615,426.49 56,215,009.34 50,895,387.98 5,319,621.36 6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)

SALE 6/22/09 60 INVESTOR AB B SHARES 314,715.00 4,460.62 35,644,409.19 36,854,118.54 -1,209,709.35 217657 6/25/09 SEK S26428 113.373 7.999 4,456,163.87 3,733,937.63 722,226.24

SALE 6/22/09 60 REZIDOR HOTEL GRP 31,000.00 93.55 498,100.63 1,636,838.19 -1,138,737.56 235727 6/25/09 SEK S26428 16.092 7.999 62,271.14 238,250.93 - 175,979.79

SALE 6/23/09 60 REZIDOR HOTEL GRP 48,000.00 140.72 745,146.20 2,534,459.13 -1,789,312.93 235727 6/26/09 SEK S26439 15.547 7.955 93,670.17 368,904.67 - 275,234.50

SALE 6/24/09 60 REZIDOR HOTEL GRP 5,920.00 17.69 92,250.72 312,583.29 - 220,332.57 235727 6/29/09 SEK S26443 15.606 7.835 11,774.63 45,498.24 - 33,723.61

SALE 6/25/09 60 REZIDOR HOTEL GRP 15,000.00 44.36 235,706.91 792,018.48 - 556,311.57 235727 6/30/09 SEK S26446 15.737 7.981 29,531.66 115,282.71 - 85,751.05 ------414,635.00 4,756.94 37,215,613.65 42,130,017.63 -4,914,403.98 4,653,411.47 4,501,874.18 151,537.29 5 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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SALE 5/27/09 60 PANALPINA WELTTRANSPOR 25,232.00 2,724.36 1,772,537.26 2,347,256.54 -574,719.28 233452 6/02/09 CHF S26341 70.367 1.086 1,632,621.59 1,932,212.79 -299,591.20

SALE 5/27/09 60 PANALPINA WELTTRANSPOR 15,008.00 1,460.78 1,055,727.63 1,396,148.79 -340,421.16 233452 6/02/09 CHF S26341 70.450 1.086 972,393.51 1,149,280.66 -176,887.15

SALE 5/27/09 60 STRAUMANN HOLDING (REG 55,000.00 15,197.57 10,983,500.00 14,392,301.64 -3,408,801.64 222327 6/02/09 CHF S26341 200.000 1.086 10,116,514.69 11,488,043.01 -1,371,528.32

SALE 5/28/09 60 PANALPINA WELTTRANSPOR 45,895.00 4,455.85 3,216,157.64 4,269,472.86 -1,053,315.22 233452 6/03/09 CHF S26350 70.182 1.084 2,966,114.21 3,514,541.30 -548,427.09

SALE 5/28/09 60 PANALPINA WELTTRANSPOR 21,097.00 2,268.18 1,478,007.82 1,962,590.02 -484,582.20 233452 6/03/09 CHF S26350 70.174 1.084 1,363,098.61 1,615,563.30 -252,464.69

SALE 6/03/09 60 STRAUMANN HOLDING (REG 12,650.00 3,626.96 2,580,696.51 3,310,229.38 -729,532.87 222327 6/08/09 CHF S26374 204.314 1.069 2,414,347.94 2,642,249.89 -227,901.95

SALE 6/04/09 60 STRAUMANN HOLDING (REG 16,164.00 4,652.35 3,308,739.95 4,229,766.61 -921,026.66 222327 6/09/09 CHF S26380 205.006 1.068 3,096,911.22 3,376,231.40 -279,320.18

SALE 6/04/09 60 SULZER AG CHF 0.03 60,000.00 6,365.87 4,527,398.70 4,510,369.77 17,028.93 234289 6/09/09 CHF S26380 75.570 1.068 4,237,550.26 3,892,674.66 344,875.60

SALE 6/04/09 60 SULZER AG CHF 0.03 60,000.00 8,138.75 4,567,852.56 4,510,369.77 57,482.79 234289 6/09/09 CHF S26380 76.276 1.068 4,275,414.23 3,892,674.66 382,739.57

SALE 6/05/09 60 STRAUMANN HOLDING (REG 6,799.00 1,932.27 1,393,263.02 1,779,150.16 -385,887.14 222327 6/10/09 CHF S26382 205.230 1.083 1,286,247.25 1,420,130.99 -133,883.74

SALE 6/05/09 60 SULZER AG CHF 0.03 71,951.00 9,747.63 5,546,612.83 5,408,760.25 137,852.58 234289 6/10/09 CHF S26382 77.235 1.083 5,120,580.53 4,668,030.57 452,549.96

SALE 6/08/09 60 STRAUMANN HOLDING (REG 3,053.00 855.60 623,025.82 798,903.58 -175,877.76 222327 6/11/09 CHF S26390 204.377 1.094 569,545.50 637,690.82 - 68,145.32

SALE 6/08/09 60 SULZER AG CHF 0.03 58,049.00 7,589.84 4,361,452.04 4,363,707.58 -2,255.54 234289 6/11/09 CHF S26390 75.277 1.094 3,987,066.50 3,766,097.85 220,968.65

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/09/09 60 STRAUMANN HOLDING (REG 11,496.00 3,269.42 2,356,981.18 3,008,252.72 -651,271.54 222327 6/12/09 CHF S26396 205.334 1.083 2,176,344.58 2,401,209.86 -224,865.28

SALE 6/09/09 60 SULZER AG CHF 0.03 15,023.00 1,977.36 1,124,953.09 1,129,321.42 -4,368.33 234289 6/12/09 CHF S26396 75.025 1.083 1,038,737.85 974,660.86 64,076.99

SALE 6/10/09 60 STRAUMANN HOLDING (REG 5,451.00 1,551.54 1,116,048.78 1,426,407.93 -310,359.15 222327 6/15/09 CHF S26399 205.050 1.081 1,032,804.72 1,138,569.50 -105,764.78

SALE 6/10/09 60 SULZER AG CHF 0.03 1,115.00 147.05 83,474.80 83,817.70 - 342.90 234289 6/15/09 CHF S26399 75.008 1.081 77,248.57 72,338.87 4,909.70

SALE 6/11/09 60 SULZER AG CHF 0.03 10,000.00 1,327.93 748,993.20 751,728.29 - 2,735.09 234289 6/16/09 CHF S26404 75.042 1.074 697,581.45 648,779.11 48,802.34

SALE 6/19/09 60 ACE LTD CHF 33.74 370,000.00 2,257.40 15,849,541.60 17,364,100.00 -1,514,558.40 246406 6/24/09 USD S26424 42.843 1.000 15,849,541.60 17,364,100.00 -1,514,558.40

SALE 6/19/09 60 JULIUS BAER HOLDING AG 490,000.00 20,183,639.00 29,290,801.05 -9,107,162.05 237098 6/24/09 CHF S26421 41.191 1.084 18,616,158.46 22,165,960.02 -3,549,801.56

SALE 6/19/09 60 LINDT & SPR-REG 112.00 4,641.27 2,643,427.93 3,159,793.03 -516,365.10 233838 6/24/09 CHF S26421 23646.9 1.084 2,438,136.81 2,771,413.67 -333,276.86

SALE 6/19/09 60 LOGITECH INTERNATIONAL 250,000.00 5,598.91 3,646,104.66 5,570,599.42 -1,924,494.76 234640 6/24/09 CHF S26421 14.609 1.084 3,362,944.71 4,354,577.76 -991,633.05

SALE 6/19/09 60 STRAUMANN HOLDING (REG 50,000.00 13,835.09 9,985,000.00 13,083,910.59 -3,098,910.59 222327 6/24/09 CHF S26421 200.000 1.084 9,209,555.43 10,443,675.47 -1,234,120.04

SALE 6/19/09 60 SULZER AG CHF 0.03 23,862.00 2,822.80 1,607,717.58 1,793,774.06 -186,056.48 234289 6/24/09 CHF S26421 67.504 1.084 1,482,860.71 1,548,116.71 -65,256.00

SALE 6/19/09 60 VALORA HOLDING CHF 10. 2,464.00 840.56 542,991.77 693,547.36 -150,555.59 237403 6/24/09 CHF S26421 220.740 1.084 500,822.51 587,166.93 - 86,344.42

SALE 6/19/09 60 WEATHERFORD INTERNATIO 726,428.00 4,013.61 14,839,017.07 12,291,161.76 2,547,855.31 246408 6/24/09 USD S26425 20.433 1.000 14,839,017.07 12,291,161.76 2,547,855.31

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE:

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13 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/22/09 60 ACE LTD CHF 33.74 150,000.00 915.19 6,426,629.81 7,039,500.00 -612,870.19 246406 6/25/09 USD S26434 42.850 1.000 6,426,629.81 7,039,500.00 -612,870.19

SALE 6/22/09 60 JULIUS BAER HOLDING AG 260,000.00 10,435,984.00 15,542,057.70 -5,106,073.70 237098 6/25/09 CHF S26426 40.138 1.085 9,618,418.43 11,761,529.80 -2,143,111.37

SALE 6/22/09 60 VALORA HOLDING CHF 10. 1,136.00 381.98 245,161.15 319,752.36 -74,591.21 237403 6/25/09 CHF S26426 216.176 1.085 225,954.98 270,706.83 - 44,751.85

SALE 6/23/09 60 VALORA HOLDING CHF 10. 1,046.00 342.04 218,993.83 294,419.86 -75,426.03 237403 6/26/09 CHF S26438 209.714 1.072 204,209.09 249,259.98 - 45,050.89

SALE 6/24/09 60 VALORA HOLDING CHF 10. 5,706.00 1,854.07 1,198,592.10 1,606,080.05 -407,487.95 237403 6/29/09 CHF S26444 210.410 1.084 1,106,120.43 1,359,729.90 -253,609.47

SALE 6/25/09 60 GIVAUDAN RTS EXP 6/29/ 12.00 291.60 291.60 247390 6/25/09 CHF 26415 24.300 1.098 265.53 265.53

SALE 6/25/09 60 VALORA HOLDING CHF 10. 1,457.00 473.47 303,219.23 410,104.91 -106,885.68 237403 6/30/09 CHF S26445 208.469 1.098 276,105.65 347,200.57 - 71,094.92 ------2,826,206.00 115,265.70 138,971,734.16 168,138,157.16 -29,166,423.00 131,217,864.43 141,785,079.50 - 10,567,215.07 33 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

SALE 5/27/09 60 INTERNATIONAL POWER PL 2,000,000.00 1.60 5,527,799.00 5,318,044.86 209,754.14 227679 6/01/09 UKP S26340 2.764 .624 8,864,377.15 9,162,294.18 -297,917.03

SALE 5/29/09 60 GLAXOSMITHKLINE PLC 150,000.00 1,507.37 1,555,120.37 1,723,476.48 -168,356.11 242837 6/03/09 UKP S26358 10.374 .620 2,508,096.85 2,959,741.44 -451,644.59

SALE 6/01/09 60 BRITISH AMERICAN TOBAC 1,074,743.00 1.64 18,051,489.90 19,815,349.77 -1,763,859.87 243681 6/04/09 UKP S26364 16.796 .609 29,658,584.59 29,278,073.86 380,510.73

SALE 6/01/09 60 GLAXOSMITHKLINE PLC 850,000.00 8,744.09 8,863,067.97 9,766,366.71 -903,298.74 242837 6/04/09 UKP S26364 10.433 .609 14,562,014.14 16,771,868.17 -2,209,854.03

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/01/09 60 INTERNATIONAL POWER PL 1,684,119.00 9,184.89 4,652,177.60 4,478,110.20 174,067.40 227679 6/04/09 UKP S26364 2.766 .609 7,643,524.36 7,715,196.87 -71,672.51

SALE 6/02/09 60 BT GROUP PLC GBP 0.05 525,000.00 484.71 485,752.37 731,061.75 - 245,309.38 234013 6/05/09 UKP S26370 .926 .604 804,600.10 1,236,288.68 - 431,688.58

SALE 6/02/09 60 BT GROUP PLC GBP 0.05 4,500,000.00 8,362.14 4,201,101.62 6,266,243.60 -2,065,141.98 234013 6/05/09 UKP S26370 .935 .604 6,958,703.67 10,596,760.19 -3,638,056.52

SALE 6/02/09 60 INTERNATIONAL POWER PL 1,479,044.00 8,088.93 4,063,818.70 3,932,811.17 131,007.53 227679 6/05/09 UKP S26370 2.751 .604 6,731,308.27 6,775,718.12 -44,409.85

SALE 6/03/09 60 BT GROUP PLC GBP 0.05 975,000.00 1.64 900,899.00 1,357,686.11 - 456,787.11 234013 6/08/09 UKP S26375 .924 .610 1,476,392.28 2,295,964.70 -819,572.42

SALE 6/03/09 60 INTERNATIONAL POWER PL 1,250,000.00 6,310.36 3,204,149.40 3,323,778.04 -119,628.64 227679 6/08/09 UKP S26375 2.566 .610 5,250,956.48 5,726,433.87 -475,477.39

SALE 6/03/09 60 INTERNATIONAL POWER PL 836,837.00 4,296.06 2,181,104.68 2,225,168.36 -44,063.68 227679 6/08/09 UKP S26375 2.609 .610 3,574,391.93 3,833,673.40 -259,281.47

SALE 6/04/09 60 INTERNATIONAL POWER PL 1,750,000.00 8,632.53 4,431,974.24 4,653,289.26 -221,315.02 227679 6/09/09 UKP S26379 2.536 .617 7,183,789.44 8,017,007.42 -833,217.98

SALE 6/05/09 60 INTERNATIONAL POWER PL 1,000,000.00 4,931.74 2,562,620.16 2,659,022.43 -96,402.27 227679 6/10/09 UKP S26381 2.566 .624 4,103,521.03 4,581,147.09 -477,626.06

SALE 6/12/09 60 BT GROUP PLC GBP 0.05 1,000,000.00 1.65 968,099.00 1,392,498.58 - 424,399.58 234013 6/17/09 UKP S26405 .968 .607 1,593,683.53 2,354,835.60 -761,152.07

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SALE 6/18/09 60 BT GROUP PLC GBP 0.05 415,000.00 427.64 434,077.40 577,886.91 - 143,809.51 234013 6/23/09 UKP S26413 1.047 .612 709,586.37 977,256.77 - 267,670.40

SALE 6/19/09 60 BRITISH AMERICAN TOBAC 500,000.00 1.64 8,426,299.00 9,218,645.65 -792,346.65 243681 6/24/09 UKP S26420 16.853 .608 13,849,454.57 13,620,965.13 228,489.44

SALE 6/19/09 60 BT GROUP PLC GBP 0.05 3,585,000.00 1.64 3,735,210.50 4,992,107.40 -1,256,896.90 234013 6/24/09 UKP S26420 1.042 .608 6,139,187.34 8,442,085.61 -2,302,898.27

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/19/09 60 GLAXOSMITHKLINE PLC 1,500,000.00 1.64 16,774,499.00 17,234,764.78 -460,265.79 242837 6/24/09 UKP S26420 11.183 .608 27,570,545.72 29,597,414.41 -2,026,868.69

SALE 6/19/09 60 IMPERIAL TOBACCO GROUP 500,000.00 1.64 8,040,799.00 9,202,765.18 -1,161,966.18 243082 6/24/09 UKP S26420 16.082 .608 13,215,847.25 16,495,952.44 -3,280,105.19

SALE 6/19/09 60 UNILEVER PLC 1,000,000.00 1.64 14,818,199.00 13,170,630.50 1,647,568.50 245361 6/24/09 UKP S26420 14.818 .608 24,355,173.47 19,435,895.63 4,919,277.84

SALE 6/22/09 60 BT GROUP PLC GBP 0.05 5,236,442.00 4,305.74 5,246,907.34 7,291,738.03 -2,044,830.69 234013 6/25/09 UKP S26429 1.003 .610 8,603,885.25 12,330,960.01 -3,727,074.76 ------31,811,185.00 65,290.93 119,125,165.25 129,331,445.77 -10,206,280.53 195,357,623.79 212,205,533.59 - 16,847,909.80 21 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

SALE 5/29/09 60 RWE AG NPV 175,000.00 10,295,985.00 10,232,847.45 63,137.55 246656 6/02/09 EUR S26356 58.834 .706 14,575,001.30 13,942,552.45 632,448.85

SALE 6/01/09 60 RWE AG NPV 75,000.00 4,474,365.00 4,385,506.05 88,858.95 246656 6/03/09 EUR S26365 59.658 .706 6,335,249.51 5,975,379.62 359,869.89

SALE 6/01/09 60 RWE AG NPV 9,764.00 1,240.84 583,362.34 570,934.41 12,427.93 246656 6/03/09 EUR S26365 59.836 .706 825,982.23 777,914.75 48,067.48

SALE 6/05/09 60 E.ON AG 500,000.00 12,386,400.00 13,066,733.31 - 680,333.31 228353 6/09/09 EUR S26384 24.773 .714 17,353,343.30 17,138,870.20 214,473.10

SALE 6/05/09 60 E.ON AG 350,000.00 18,122.97 8,610,889.26 9,146,713.32 -535,824.06 228353 6/09/09 EUR S26384 24.640 .714 12,063,853.70 11,997,209.15 66,644.55

SALE 6/08/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 16,602.06 7,973,621.60 10,508,600.12 -2,534,978.52 238628 6/10/09 EUR S26391 7.986 .722 11,051,435.30 14,375,303.54 -3,323,868.24

SALE 6/09/09 60 ARCANDOR AG NPV 4,500,000.00 2,539,350.00 41,936,567.39 -39,397,217.39 239817 6/11/09 EUR S26394 .564 .714 3,558,137.22 64,783,267.65 -61,225,130.43

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/09/09 60 DEUTSCHE TELEKOM AG-RE 500,000.00 3,997,200.00 5,254,300.06 -1,257,100.06 238628 6/11/09 EUR S26394 7.994 .714 5,598,476.16 7,187,651.77 -1,589,175.61

SALE 6/09/09 60 E.ON AG 250,000.00 6,183,450.00 6,533,366.66 - 349,916.66 228353 6/11/09 EUR S26394 24.734 .714 8,660,536.73 8,569,435.11 91,101.62

SALE 6/12/09 60 E.ON AG 172,000.00 4,368,284.00 4,494,956.26 - 126,672.26 228353 6/16/09 EUR S26406 25.397 .714 6,114,721.98 5,895,771.35 218,950.63 ------7,531,764.00 35,965.87 61,412,907.20 106,130,525.03 -44,717,617.83 86,136,737.43 150,643,355.59 - 64,506,618.16 10 TRANSACTIONS IN COUNTRY: GERMANY (1100)

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SALE 5/27/09 60 ELISA OYJ EUR 0.5 400,000.00 8,689.01 4,151,882.82 5,756,195.49 -1,604,312.67 241363 6/01/09 EUR S26339 10.395 .718 5,783,984.39 8,980,976.44 -3,196,992.05 ------400,000.00 8,689.01 4,151,882.82 5,756,195.49 -1,604,312.67 5,783,984.39 8,980,976.44 - 3,196,992.05 1 TRANSACTION IN COUNTRY: FINLAND (1200)

SALE 5/27/09 60 AP MOLLER - MAERSK B D 210.00 1,975.43 7,025,250.13 5,656,532.04 1,368,718.09 244793 6/02/09 DKK S26337 33503.8 5.342 1,314,974.29 982,044.52 332,929.77

SALE 5/29/09 60 AP MOLLER - MAERSK B D 2,000.00 18,702.92 65,479,073.84 53,871,733.68 11,607,340.16 244793 6/04/09 DKK S26354 32788.7 5.259 12,449,913.27 9,352,804.95 3,097,108.32

SALE 5/29/09 60 AP MOLLER - MAERSK B D 46.00 439.56 1,538,888.20 1,239,049.87 299,838.33 244793 6/04/09 DKK S26354 33504.3 5.259 292,597.67 215,114.51 77,483.16

SALE 6/19/09 60 AP MOLLER - MAERSK B D 1,080.00 9,785.54 34,812,945.02 29,090,736.18 5,722,208.84 244793 6/24/09 DKK S26418 32282.6 5.344 6,513,910.83 5,050,514.67 1,463,396.16 ------3,336.00 30,903.45 108,856,157.19 89,858,051.77 18,998,105.42 20,571,396.06 15,600,478.65 4,970,917.41 4 TRANSACTIONS IN COUNTRY: DENMARK (1400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/01/09 60 IBERDROLA RENOVABLES E 1,700,000.00 12,546.64 5,898,638.75 4,662,732.97 1,235,905.78 243325 6/04/09 EUR S26363 3.475 .706 8,351,877.47 6,333,722.14 2,018,155.33

SALE 6/05/09 60 RED ELECTRICA CORP SA 50,000.00 3,417.92 1,623,980.37 1,959,265.81 -335,285.44 239600 6/10/09 EUR S26383 32.528 .714 2,275,196.09 2,884,552.31 -609,356.22

SALE 6/08/09 60 RED ELECTRICA CORP SA 150,000.00 10,020.64 4,812,705.10 5,877,797.44 -1,065,092.34 239600 6/11/09 EUR S26392 32.133 .722 6,670,406.72 8,653,656.95 -1,983,250.23

SALE 6/09/09 60 RED ELECTRICA CORP SA 50,000.00 3,390.46 1,611,389.28 1,959,265.81 -347,876.53 239600 6/12/09 EUR S26395 32.276 .714 2,256,910.96 2,884,552.31 -627,641.35

SALE 6/22/09 60 CORP DERMOESTETICA EUR 848,765.00 6,627.69 3,178,094.45 8,725,310.81 -5,547,216.36 231232 6/25/09 EUR S26427 3.750 .720 4,411,832.53 10,673,737.55 -6,261,905.02 ------2,798,765.00 36,003.35 17,124,807.95 23,184,372.84 -6,059,564.89 23,966,223.77 31,430,221.26 - 7,463,997.49 5 TRANSACTIONS IN COUNTRY: SPAIN (1500)

SALE 6/02/09 60 TELECOM ITALIA SPA EUR 10,000,000.00 21,113.23 9,828,235.50 11,862,102.41 -2,033,866.91 231885 6/05/09 EUR S26368 .984 .699 14,054,370.76 15,332,226.46 -1,277,855.70

SALE 6/05/09 60 TELECOM ITALIA SPA EUR 10,000,000.00 9,460,000.00 11,862,102.42 -2,402,102.42 231885 6/10/09 EUR S26383 .946 .714 13,253,457.63 15,332,226.47 -2,078,768.84

SALE 6/05/09 60 TELECOM ITALIA SPA RSP 700,000.00 999.28 474,796.74 543,133.28 -68,336.54 245377 6/10/09 EUR S26383 .679 .714 665,190.11 724,164.56 - 58,974.45

SALE 6/08/09 60 TELECOM ITALIA SPA RSP 8,900,000.00 12,454.44 5,981,604.11 6,905,551.65 -923,947.54 245377 6/11/09 EUR S26392 .673 .722 8,290,500.13 9,207,235.07 -916,734.94

SALE 6/09/09 60 TELECOM ITALIA SPA RSP 6,300,000.00 8,927.45 4,242,975.98 4,888,199.48 -645,223.50 245377 6/12/09 EUR S26395 .675 .714 5,942,709.87 6,517,481.00 -574,771.13

SALE 6/10/09 60 TELECOM ITALIA SPA RSP 4,100,000.00 5,814.21 2,762,939.36 3,181,209.19 -418,269.83 245377 6/15/09 EUR S26397 .675 .714 3,870,324.30 4,241,535.26 -371,210.96

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

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USD ------

SALE 6/19/09 60 ENI SPA EUR 1.0 1,000,000.00 11,997.93 17,219,885.75 23,447,852.33 -6,227,966.58 234526 6/24/09 EUR S26419 17.229 .718 23,983,862.73 29,691,945.89 -5,708,083.16

SALE 6/19/09 60 TOD'S SPA 44,500.00 3,669.56 1,753,802.59 1,791,320.14 -37,517.55 218439 6/24/09 EUR S26419 39.471 .718 2,442,696.84 1,802,051.59 640,645.25

SALE 6/22/09 60 TOD'S SPA 67,392.00 5,355.73 2,568,171.12 2,712,823.52 -144,652.40 218439 6/25/09 EUR S26427 38.165 .720 3,565,136.61 2,729,075.51 836,061.10

SALE 6/23/09 60 TOD'S SPA 57,608.00 4,531.32 2,152,998.53 2,318,974.62 -165,976.09 218439 6/26/09 EUR S26440 37.429 .714 3,016,350.40 2,332,867.14 683,483.26 ------41,169,500.00 74,863.15 56,445,409.68 69,513,269.04 -13,067,859.36 79,084,599.38 87,910,808.95 - 8,826,209.57 10 TRANSACTIONS IN COUNTRY: ITALY (1700)

SALE 6/03/09 60 NOBLE GROUP LTD 600,000.00 2,171.50 1,076,628.70 834,893.13 241,735.58 246172 6/08/09 SGD S26373 1.800 1.442 746,621.84 563,881.77 182,740.07

SALE 6/03/09 60 OLAM INTERNATIONAL LTD 600,000.00 2,633.04 1,305,463.15 1,145,541.26 159,921.89 242025 6/08/09 SGD S26373 2.182 1.442 905,314.25 788,706.29 116,607.96

SALE 6/03/09 60 WILMAR INTERNATIONAL L 800,000.00 6,949.24 3,758,299.20 2,971,226.95 787,072.25 246511 6/08/09 SGD S26373 4.710 1.442 2,606,310.12 2,023,666.26 582,643.86

SALE 6/04/09 60 FRASER & NEAVE 400,000.00 3,193.95 1,602,382.50 1,173,848.82 428,533.68 234493 6/09/09 SGD S26377 4.018 1.446 1,108,378.29 760,219.66 348,158.63

SALE 6/04/09 60 WILMAR INTERNATIONAL L 400,000.00 3,670.82 1,877,453.10 1,485,613.47 391,839.63 246511 6/09/09 SGD S26377 4.707 1.446 1,298,646.40 1,011,833.13 286,813.27

SALE 6/09/09 60 KEPPEL LAND LIMITED 460,000.00 2,203.97 1,103,412.80 759,258.72 344,154.08 224707 6/12/09 SGD S26393 2.406 1.456 757,786.42 472,567.36 285,219.06

SALE 6/17/09 60 CITY DEVELOPMENTS LTD 140,000.00 2,415.70 1,211,243.19 1,024,574.26 186,668.93 225825 6/22/09 SGD S26410 8.677 1.458 830,585.74 660,391.43 170,194.31

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/17/09 60 FRASER & NEAVE 400,000.00 2,961.61 1,484,961.09 1,173,848.82 311,112.27 234493 6/22/09 SGD S26410 3.723 1.458 1,018,282.31 760,219.66 258,062.65 ------3,800,000.00 26,199.83 13,419,843.73 10,568,805.43 2,851,038.31 9,271,925.37 7,041,485.56 2,230,439.81 8 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

SALE 5/27/09 60 ENERGIAS DE PORTUGAL S 2,000,000.00 11,999.60 5,733,786.40 6,936,354.33 -1,202,567.93 238546 6/01/09 EUR S26339 2.871 .718 7,987,732.90 9,842,568.78 -1,854,835.88

SALE 5/28/09 60 ENERGIAS DE PORTUGAL S 1,900,000.00 11,372.12 5,428,884.44 6,589,536.61 -1,160,652.17 238546 6/02/09 EUR S26351 2.862 .717 7,570,039.94 9,350,440.33 -1,780,400.39

SALE 5/29/09 60 ENERGIAS DE PORTUGAL S 1,100,000.00 6,644.96 3,124,695.91 3,814,994.88 -690,298.97 238546 6/03/09 EUR S26357 2.845 .706 4,423,321.03 5,413,412.82 -990,091.79 ------5,000,000.00 30,016.68 14,287,366.75 17,340,885.82 -3,053,519.07 19,981,093.87 24,606,421.93 - 4,625,328.06 3 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)

SALE 6/03/09 60 NEW WORLD DEVELOPMENT 600,000.00 3,824.55 9,564,055.16 7,599,482.91 1,964,572.25 237108 6/05/09 HKD S26372 15.990 7.751 1,233,880.58 978,838.98 255,041.60

SALE 6/03/09 60 SWIRE PACIFIC 'A' 100,000.00 3,128.91 7,824,447.21 7,489,200.03 335,247.18 221525 6/05/09 HKD S26372 78.487 7.751 1,009,449.79 962,869.88 46,579.91

SALE 6/04/09 60 HANG LUNG PROPERTIES L 400,000.00 4,094.50 10,238,823.53 6,906,257.69 3,332,565.84 221642 6/08/09 HKD S26378 25.676 7.751 1,320,968.07 890,150.23 430,817.84

SALE 6/04/09 60 HENDERSON LAND DEV CO 200,000.00 3,717.71 9,296,544.00 7,071,715.48 2,224,828.52 224250 6/08/09 HKD S26378 46.627 7.751 1,199,399.30 910,866.24 288,533.06

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SALE 6/04/09 60 HONG KONG & CHINA GAS 600,000.00 3,693.74 9,236,509.85 7,328,840.84 1,907,669.01 218704 6/08/09 HKD S26378 15.442 7.751 1,191,653.96 944,174.58 247,479.38

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/10/09 60 HOPEWELL HIGHWAY NPV 500.00 .97 2,152.48 3,362.68 - 1,210.20 236144 6/12/09 HKD S26398 4.320 7.751 277.70 431.77 - 154.07 ------1,900,500.00 18,460.38 46,162,532.23 36,398,859.63 9,763,672.60 5,955,629.40 4,687,331.68 1,268,297.72 6 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

------112,517,886.00 676,015.441,209,858,576.24 1,278,009,275.93 -68,150,699.69 967,468,650.88 1,093,105,384.68 - 125636733.80 156 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

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

SALE 6/04/09 60 CNOOC LTD HKD 0.02 1,000,000.00 4,229.76 10,577,215.10 9,110,478.98 1,466,736.12 245074 6/08/09 HKD S26378 10.610 7.751 1,364,625.87 1,175,521.25 189,104.62

SALE 6/17/09 60 CNOOC LTD HKD 0.02 2,000,000.00 7,723.60 19,312,140.52 18,220,957.95 1,091,182.57 245074 6/19/09 HKD S26411 9.686 7.750 2,491,824.79 2,351,042.50 140,782.29 ------3,000,000.00 11,953.36 29,889,355.62 27,331,436.93 2,557,918.69 3,856,450.66 3,526,563.75 329,886.91 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

------3,000,000.00 11,953.36 29,889,355.62 27,331,436.93 2,557,918.69 3,856,450.66 3,526,563.75 329,886.91 2 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------154,075,886.00 687,968.801,278,466,794.37 320,958.90 1,343,758,463.20 -65,291,668.83 1,025,570,218.37 449,663.34 1,146,012,336.48 -120442118.11 161 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)

------163,847,459.00 925,401.661,458,366,708.17 320,958.90 1,523,658,377.00 -65,291,668.83 1,169,972,331.73 449,663.34 1,290,414,449.84 -120442118.11 191 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: 21 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 5/27/09 60 77 BANK LTD/THE JPY 50 414,000.00 216,536,656.00 216,536,656.00 246827 6/03/09 JPY S26336 523.035 95.110 2,276,697.05 2,276,697.05

PUR 5/27/09 60 AEON CO LTD 269,900.00 240,213,942.00 240,213,942.00 246831 6/03/09 JPY S26336 890.011 95.110 2,525,643.38 2,525,643.38

PUR 5/27/09 60 ASICS CORP JPY 50.0 211,000.00 154,999,376.00 154,999,376.00 246835 6/03/09 JPY S26336 734.594 95.110 1,629,685.37 1,629,685.37

PUR 5/27/09 60 ASTELLAS PHARMA INC JP 273,600.00 904,721,164.00 904,721,164.00

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246839 6/03/09 JPY S26336 3306.72 95.110 9,512,366.35 9,512,366.35

PUR 5/27/09 60 BANK OF KYOTO LTD/THE 349,000.00 308,851,005.00 308,851,005.00 246843 6/03/09 JPY S26336 884.960 95.110 3,247,303.18 3,247,303.18

PUR 5/27/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 225,021,982.00 225,021,982.00 246847 6/03/09 JPY S26336 480.816 95.110 2,365,912.96 2,365,912.96

PUR 5/27/09 60 BRIDGESTONE CORP 137,600.00 200,723,546.00 200,723,546.00 246851 6/03/09 JPY S26336 1458.74 95.110 2,110,435.77 2,110,435.77

PUR 5/27/09 60 CANON INC 195,300.00 624,677,069.00 624,677,069.00 246855 6/03/09 JPY S26336 3198.55 95.110 6,567,943.11 6,567,943.11

PUR 5/27/09 60 CANON MARKETING JAPAN 123,200.00 156,362,003.00 156,362,003.00 246859 6/03/09 JPY S26336 1269.17 95.110 1,644,012.23 1,644,012.23

PUR 5/27/09 60 CHIBA BANK LTD/THE JPY 499,000.00 293,249,426.00 293,249,426.00 246862 6/03/09 JPY S26336 587.674 95.110 3,083,265.97 3,083,265.97

PUR 5/27/09 60 CHUGOKU BANK LTD/THE J 83,000.00 108,997,982.00 108,997,982.00 246866 6/03/09 JPY S26336 1313.22 95.110 1,146,020.21 1,146,020.21

PUR 5/27/09 60 DAI NIPPON PRINTING CO 463,000.00 556,237,042.00 556,237,042.00 246811 6/03/09 JPY S26336 1201.37 95.110 5,848,354.98 5,848,354.98

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 266,208,600.00 266,208,600.00 246810 6/03/09 JPY S26336 930.799 95.110 2,798,954.89 2,798,954.89

PUR 5/27/09 60 DENSO CORP NPV 77,600.00 169,227,139.00 169,227,139.00 246874 6/03/09 JPY S26336 2180.76 95.110 1,779,278.09 1,779,278.09

PUR 5/27/09 60 FANUC LTD 25,300.00 190,241,999.00 190,241,999.00 246878 6/03/09 JPY S26336 7519.44 95.110 2,000,231.30 2,000,231.30

PUR 5/27/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 223,258,906.00 223,258,906.00 246802 6/03/09 JPY S26336 124032. 95.110 2,347,375.73 2,347,375.73

PUR 5/27/09 60 FUJIFILM HOLDINGS CORP 78,200.00 206,556,065.00 206,556,065.00 246884 6/03/09 JPY S26336 2641.38 95.110 2,171,759.70 2,171,759.70

PUR 5/27/09 60 FUKUOKA FINANCIAL GROU 617,000.00 249,124,856.00 249,124,856.00 246887 6/03/09 JPY S26336 403.768 95.110 2,619,333.99 2,619,333.99

PUR 5/27/09 60 GUNMA BANK LTD/THE JPY 471,000.00 243,441,013.00 243,441,013.00 246890 6/03/09 JPY S26336 516.860 95.110 2,559,573.26 2,559,573.26

PUR 5/27/09 60 HACHIJUNI BANK LTD/THE 372,000.00 203,774,123.00 203,774,123.00 246893 6/03/09 JPY S26336 547.780 95.110 2,142,509.97 2,142,509.97

PUR 5/27/09 60 HIROSE ELECTRIC CO LTD 19,000.00 195,732,374.00 195,732,374.00 246896 6/03/09 JPY S26336 10301.7 95.110 2,057,957.88 2,057,957.88

PUR 5/27/09 60 HIROSHIMA BANK LTD/THE 336,000.00 127,472,990.00 127,472,990.00 246804 6/03/09 JPY S26336 379.384 95.110 1,340,269.06 1,340,269.06

PUR 5/27/09 60 HITACHI LTD 451,000.00 139,933,980.00 139,933,980.00 246903 6/03/09 JPY S26336 310.275 95.110 1,471,285.67 1,471,285.67

PUR 5/27/09 60 HONDA MOTOR CO LTD NPV 286,800.00 781,376,419.00 781,376,419.00 246906 6/03/09 JPY S26336 2724.46 95.110 8,215,502.25 8,215,502.25

PUR 5/27/09 60 HOYA CORP 241,500.00 458,231,205.00 458,231,205.00 246908 6/03/09 JPY S26336 1897.43 95.110 4,817,907.74 4,817,907.74

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 IDEMITSU KOSAN CO LTD 28,100.00 218,939,006.00 218,939,006.00 246911 6/03/09 JPY S26336 7791.42 95.110 2,301,955.69 2,301,955.69

PUR 5/27/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 190,011,996.00 190,011,996.00 246825 6/03/09 JPY S26336 865.264 95.110 1,997,813.02 1,997,813.02

PUR 5/27/09 60 IYO BANK LTD/THE JPY 5 130,000.00 132,081,001.00 132,081,001.00 246829 6/03/09 JPY S26336 1016.00 95.110 1,388,718.34 1,388,718.34

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PUR 5/27/09 60 JAPAN STEEL WORKS LTD 140,000.00 170,793,028.00 170,793,028.00 246841 6/03/09 JPY S26336 1219.95 95.110 1,795,742.07 1,795,742.07

PUR 5/27/09 60 JFE HOLDINGS INC 78,900.00 245,727,912.00 245,727,912.00 246833 6/03/09 JPY S26336 3114.42 95.110 2,583,618.04 2,583,618.04

PUR 5/27/09 60 JOYO BANK LTD/THE JPY 536,000.00 253,797,930.00 253,797,930.00 246837 6/03/09 JPY S26336 473.504 95.110 2,668,467.35 2,668,467.35

PUR 5/27/09 60 JS GROUP CORP JPY 50.0 299,800.00 421,526,415.00 421,526,415.00 246845 6/03/09 JPY S26336 1406.02 95.110 4,431,988.38 4,431,988.38

PUR 5/27/09 60 KAJIMA CORP 557,000.00 173,022,024.00 173,022,024.00 246849 6/03/09 JPY S26336 310.632 95.110 1,819,178.05 1,819,178.05

PUR 5/27/09 60 KANEKA CORP JPY 50.0 266,000.00 172,242,501.00 172,242,501.00 246853 6/03/09 JPY S26336 647.528 95.110 1,810,982.03 1,810,982.03

PUR 5/27/09 60 KEISEI ELECTRIC RAILWA 280,000.00 142,056,992.00 142,056,992.00 246857 6/03/09 JPY S26336 507.346 95.110 1,493,607.32 1,493,607.32

PUR 5/27/09 60 KEYENCE CORP 14,400.00 280,877,603.00 280,877,603.00 246861 6/03/09 JPY S26336 19505.3 95.110 2,953,186.87 2,953,186.87

PUR 5/27/09 60 KIKKOMAN CORP NPV 279,000.00 268,159,009.00 268,159,009.00 246864 6/03/09 JPY S26336 961.143 95.110 2,819,461.77 2,819,461.77

PUR 5/27/09 60 KIRIN HOLDINGS COMPANY 502,000.00 604,227,180.00 604,227,180.00 246867 6/03/09 JPY S26336 1203.64 95.110 6,352,930.08 6,352,930.08

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 KOMATSU LTD NPV 162,200.00 222,496,796.00 222,496,796.00 246869 6/03/09 JPY S26336 1371.74 95.110 2,339,362.80 2,339,362.80

PUR 5/27/09 60 KUBOTA CORP Y50 332,000.00 238,126,900.00 238,126,900.00 246872 6/03/09 JPY S26336 717.250 95.110 2,503,699.93 2,503,699.93

PUR 5/27/09 60 KYOCERA CORP 36,600.00 271,096,526.00 271,096,526.00 246876 6/03/09 JPY S26336 7407.00 95.110 2,850,347.24 2,850,347.24

PUR 5/27/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 243,126,992.00 243,126,992.00 246809 6/03/09 JPY S26336 1000.52 95.110 2,556,271.60 2,556,271.60

PUR 5/27/09 60 MARUBENI CORP JPY 50.0 609,000.00 254,581,549.00 254,581,549.00 246882 6/03/09 JPY S26336 418.032 95.110 2,676,706.43 2,676,706.43

PUR 5/27/09 60 MARUI GROUP CO LTD NPV 290,200.00 164,485,940.00 164,485,940.00 246808 6/03/09 JPY S26336 566.802 95.110 1,729,428.45 1,729,428.45

PUR 5/27/09 60 MATSUI SECURITIES CO L 183,500.00 143,218,098.00 143,218,098.00 246888 6/03/09 JPY S26336 780.480 95.110 1,505,815.35 1,505,815.35

PUR 5/27/09 60 MITSUBISHI CHEMICAL HO 450,000.00 187,862,895.00 187,862,895.00 246891 6/03/09 JPY S26336 417.473 95.110 1,975,217.06 1,975,217.06

PUR 5/27/09 60 MITSUBISHI CORP NPV 311,900.00 549,948,505.00 549,948,505.00 246894 6/03/09 JPY S26336 1763.22 95.110 5,782,236.41 5,782,236.41

PUR 5/27/09 60 MITSUBISHI ELECTRIC CO 496,000.00 273,190,997.00 273,190,997.00 246898 6/03/09 JPY S26336 550.788 95.110 2,872,368.80 2,872,368.80

PUR 5/27/09 60 MITSUBISHI ESTATE CO L 199,000.00 298,902,000.00 298,902,000.00 246901 6/03/09 JPY S26336 1502.02 95.110 3,142,697.93 3,142,697.93

PUR 5/27/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 415,996,280.00 415,996,280.00 246904 6/03/09 JPY S26336 339.589 95.110 4,373,843.76 4,373,843.76

PUR 5/27/09 60 MITSUBISHI LOGISTICS C 230,000.00 227,231,996.00 227,231,996.00 246803 6/03/09 JPY S26336 987.965 95.110 2,389,149.36 2,389,149.36

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 275,345,525.00 275,345,525.00 246909 6/03/09 JPY S26336 144.463 95.110 2,895,021.82 2,895,021.82

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PUR 5/27/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 1,096,245,306.00 1,096,245,306.00 246826 6/03/09 JPY S26336 624.641 95.110 11,526,078.29 11,526,078.29

PUR 5/27/09 60 MITSUI FUDOSAN CO LTD 185,000.00 269,740,120.00 269,740,120.00 246830 6/03/09 JPY S26336 1458.05 95.110 2,836,085.80 2,836,085.80

PUR 5/27/09 60 MITSUI OSK LINES LTD N 267,000.00 169,741,005.00 169,741,005.00 246834 6/03/09 JPY S26336 635.734 95.110 1,784,680.95 1,784,680.95

PUR 5/27/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 336,812,107.00 336,812,107.00 246838 6/03/09 JPY S26336 233.427 95.110 3,541,290.16 3,541,290.16

PUR 5/27/09 60 NEC CORP JPY 50.0 662,000.00 243,640,031.00 243,640,031.00 246842 6/03/09 JPY S26336 368.036 95.110 2,561,665.77 2,561,665.77

PUR 5/27/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 440,035,881.00 440,035,881.00 246850 6/03/09 JPY S26336 396.072 95.110 4,626,599.53 4,626,599.53

PUR 5/27/09 60 NIPPON MEAT PACKERS IN 136,000.00 159,843,996.00 159,843,996.00 246854 6/03/09 JPY S26336 1175.32 95.110 1,680,622.40 1,680,622.40

PUR 5/27/09 60 NIPPON STEEL CORP JPY 1,479,000.00 523,062,992.00 523,062,992.00 246858 6/03/09 JPY S26336 353.660 95.110 5,499,558.32 5,499,558.32

PUR 5/27/09 60 NOMURA HOLDINGS INC NP 435,900.00 310,548,847.00 310,548,847.00 246846 6/03/09 JPY S26336 712.431 95.110 3,265,154.53 3,265,154.53

PUR 5/27/09 60 NTT DATA CORP NPV 1,720.00 466,506,857.00 466,506,857.00 246814 6/03/09 JPY S26336 271224. 95.110 4,904,919.11 4,904,919.11

PUR 5/27/09 60 OBAYASHI CORP JPY 50.0 994,000.00 439,325,039.00 439,325,039.00 246865 6/03/09 JPY S26336 441.977 95.110 4,619,125.63 4,619,125.63

PUR 5/27/09 60 OBIC CO LTD JPY 50.0 9,470.00 136,984,024.00 136,984,024.00 246812 6/03/09 JPY S26336 14465.0 95.110 1,440,269.41 1,440,269.41

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 OJI PAPER CO LTD NPV 564,000.00 251,879,016.00 251,879,016.00 246870 6/03/09 JPY S26336 446.594 95.110 2,648,291.62 2,648,291.62

PUR 5/27/09 60 OMRON CORP JPY 50.0 106,300.00 155,668,399.00 155,668,399.00 246873 6/03/09 JPY S26336 1464.42 95.110 1,636,719.58 1,636,719.58

PUR 5/27/09 60 PANASONIC CORP NPV 399,600.00 538,494,447.00 538,494,447.00 246877 6/03/09 JPY S26336 1347.58 95.110 5,661,806.82 5,661,806.82

PUR 5/27/09 60 RICOH CO LTD 167,000.00 220,641,118.00 220,641,118.00 246880 6/03/09 JPY S26336 1321.20 95.110 2,319,851.94 2,319,851.94

PUR 5/27/09 60 ROHM CO LTD JPY 50.0 41,300.00 254,299,146.00 254,299,146.00 246883 6/03/09 JPY S26336 6157.36 95.110 2,673,737.21 2,673,737.21

PUR 5/27/09 60 SEKISUI CHEMICAL CO LT 425,000.00 236,533,367.00 236,533,367.00 246886 6/03/09 JPY S26336 556.549 95.110 2,486,945.29 2,486,945.29

PUR 5/27/09 60 SEKISUI HOUSE LTD JPY 255,000.00 241,322,004.00 241,322,004.00 246889 6/03/09 JPY S26336 946.361 95.110 2,537,293.70 2,537,293.70

PUR 5/27/09 60 SHARP CORP NPV 236,000.00 244,898,002.00 244,898,002.00 246892 6/03/09 JPY S26336 1037.70 95.110 2,574,892.25 2,574,892.25

PUR 5/27/09 60 SHIMIZU CORP NPV 458,000.00 198,668,858.00 198,668,858.00 246895 6/03/09 JPY S26336 433.775 95.110 2,088,832.49 2,088,832.49

PUR 5/27/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 425,665,557.00 425,665,557.00 246899 6/03/09 JPY S26336 4949.60 95.110 4,475,507.91 4,475,507.91

PUR 5/27/09 60 SHIZUOKA BANK LTD/THE 552,000.00 511,808,990.00 511,808,990.00 246902 6/03/09 JPY S26336 927.190 95.110 5,381,232.15 5,381,232.15

PUR 5/27/09 60 SHOWA SHELL SEKIYU KK 439,200.00 405,028,483.00 405,028,483.00 246905 6/03/09 JPY S26336 922.196 95.110 4,258,526.79 4,258,526.79

PUR 5/27/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 151,375,973.00 151,375,973.00 246907 6/03/09 JPY S26336 10159.4 95.110 1,591,588.40 1,591,588.40

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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PUR 5/27/09 60 SUMITOMO MITSUI FINANC 107,000.00 407,487,062.00 407,487,062.00 246910 6/03/09 JPY S26336 3808.29 95.110 4,284,376.64 4,284,376.64

PUR 5/27/09 60 SUZUKI MOTOR CORP NPV 112,800.00 234,270,496.00 234,270,496.00 246828 6/03/09 JPY S26336 2076.86 95.110 2,463,153.15 2,463,153.15

PUR 5/27/09 60 TAIHEIYO CEMENT CORP J 608,000.00 103,595,418.00 103,595,418.00 246832 6/03/09 JPY S26336 170.387 95.110 1,089,216.89 1,089,216.89

PUR 5/27/09 60 TAISEI CORP NPV 1,194,000.00 291,855,032.00 291,855,032.00 246836 6/03/09 JPY S26336 244.435 95.110 3,068,605.11 3,068,605.11

PUR 5/27/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 253,617,021.00 253,617,021.00 246840 6/03/09 JPY S26336 609.656 95.110 2,666,565.25 2,666,565.25

PUR 5/27/09 60 TDK CORP NPV 32,900.00 138,059,204.00 138,059,204.00 246844 6/03/09 JPY S26336 4196.32 95.110 1,451,574.01 1,451,574.01

PUR 5/27/09 60 TERUMO CORP JPY 50.0 108,500.00 426,177,996.00 426,177,996.00 246848 6/03/09 JPY S26336 3927.90 95.110 4,480,895.76 4,480,895.76

PUR 5/27/09 60 THK CO LTD JPY 50.0 101,900.00 146,409,859.00 146,409,859.00 246852 6/03/09 JPY S26336 1436.79 95.110 1,539,373.98 1,539,373.98

PUR 5/27/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 171,014,800.00 171,014,800.00 246856 6/03/09 JPY S26336 1307.45 95.110 1,798,073.81 1,798,073.81

PUR 5/27/09 60 TOKIO MARINE HOLDINGS 110,100.00 309,377,003.00 309,377,003.00 246860 6/03/09 JPY S26336 2809.96 95.110 3,252,833.59 3,252,833.59

PUR 5/27/09 60 TOKYO ELECTRON LTD NPV 40,600.00 177,226,998.00 177,226,998.00 246863 6/03/09 JPY S26336 4365.19 95.110 1,863,389.74 1,863,389.74

PUR 5/27/09 60 TOKYU CORP JPY 50.0 805,000.00 353,474,373.00 353,474,373.00 246813 6/03/09 JPY S26336 439.099 95.110 3,716,479.58 3,716,479.58

PUR 5/27/09 60 TONENGENERAL SEKIYU KK 214,000.00 210,816,836.00 210,816,836.00 246868 6/03/09 JPY S26336 985.125 95.110 2,216,558.05 2,216,558.05

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 TORAY INDUSTRIES INC N 606,000.00 281,716,977.00 281,716,977.00 246871 6/03/09 JPY S26336 464.880 95.110 2,962,012.16 2,962,012.16

PUR 5/27/09 60 TOSHIBA CORP 538,000.00 185,800,990.00 185,800,990.00 246875 6/03/09 JPY S26336 345.355 95.110 1,953,537.90 1,953,537.90

PUR 5/27/09 60 TOTO LTD JPY 50.0 288,000.00 158,599,987.00 158,599,987.00 246879 6/03/09 JPY S26336 550.694 95.110 1,667,542.71 1,667,542.71

PUR 5/27/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 167,722,011.00 167,722,011.00 246881 6/03/09 JPY S26336 1793.81 95.110 1,763,452.96 1,763,452.96

PUR 5/27/09 60 TOYOTA MOTOR CORP NPV 498,000.00 1,838,934,869.00 1,838,934,869.00 246885 6/03/09 JPY S26336 3692.64 95.110 19,334,821.46 19,334,821.46

PUR 5/27/09 60 UNY CO LTD JPY 50.0 285,000.00 221,907,897.00 221,907,897.00 246807 6/03/09 JPY S26336 778.624 95.110 2,333,171.03 2,333,171.03

PUR 5/27/09 60 USHIO INC JPY 50.0 82,800.00 112,407,400.00 112,407,400.00 246806 6/03/09 JPY S26336 1357.57 95.110 1,181,867.31 1,181,867.31

PUR 5/27/09 60 YAKULT HONSHA CO LTD J 115,500.00 203,728,105.00 203,728,105.00 246805 6/03/09 JPY S26336 1763.88 95.110 2,142,026.13 2,142,026.13

PUR 5/27/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 175,398,002.00 175,398,002.00 246897 6/03/09 JPY S26336 1177.16 95.110 1,844,159.42 1,844,159.42

PUR 5/27/09 60 YAMATO HOLDINGS CO LTD 294,000.00 342,150,997.00 342,150,997.00 246900 6/03/09 JPY S26336 1163.77 95.110 3,597,424.00 3,597,424.00

PUR 6/01/09 60 77 BANK LTD/THE JPY 50 414,000.00 219,667,945.00 219,667,945.00 246827 6/08/09 JPY S26360 530.599 96.610 2,273,759.91 2,273,759.91

PUR 6/01/09 60 AEON CO LTD 269,900.00 242,869,407.00 242,869,407.00 246831 6/08/09 JPY S26360 899.850 96.610 2,513,915.82 2,513,915.82

PUR 6/01/09 60 ASICS CORP JPY 50.0 211,000.00 158,687,994.00 158,687,994.00 246835 6/08/09 JPY S26360 752.076 96.610 1,642,562.82 1,642,562.82

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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 6/01/09 60 ASTELLAS PHARMA INC JP 273,600.00 913,881,894.00 913,881,894.00 246839 6/08/09 JPY S26360 3340.21 96.610 9,459,495.85 9,459,495.85

PUR 6/01/09 60 BANK OF KYOTO LTD/THE 349,000.00 304,781,944.00 304,781,944.00 246843 6/08/09 JPY S26360 873.301 96.610 3,154,766.01 3,154,766.01

PUR 6/01/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 225,127,937.00 225,127,937.00 246847 6/08/09 JPY S26360 481.043 96.610 2,330,275.72 2,330,275.72

PUR 6/01/09 60 BRIDGESTONE CORP 137,600.00 197,851,600.00 197,851,600.00 246851 6/08/09 JPY S26360 1437.87 96.610 2,047,941.21 2,047,941.21

PUR 6/01/09 60 CANON INC 195,300.00 611,420,261.00 611,420,261.00 246855 6/08/09 JPY S26360 3130.67 96.610 6,328,747.14 6,328,747.14

PUR 6/01/09 60 CANON MARKETING JAPAN 123,200.00 161,058,498.00 161,058,498.00 246859 6/08/09 JPY S26360 1307.29 96.610 1,667,099.66 1,667,099.66

PUR 6/01/09 60 CHIBA BANK LTD/THE JPY 499,000.00 303,070,993.00 303,070,993.00 246862 6/08/09 JPY S26360 607.357 96.610 3,137,056.13 3,137,056.13

PUR 6/01/09 60 CHUGOKU BANK LTD/THE J 83,000.00 108,314,004.00 108,314,004.00 246866 6/08/09 JPY S26360 1304.98 96.610 1,121,146.92 1,121,146.92

PUR 6/01/09 60 DAI NIPPON PRINTING CO 463,000.00 576,583,021.00 576,583,021.00 246811 6/08/09 JPY S26360 1245.32 96.610 5,968,150.51 5,968,150.51

PUR 6/01/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 262,369,994.00 262,369,994.00 246810 6/08/09 JPY S26360 917.378 96.610 2,715,764.35 2,715,764.35

PUR 6/01/09 60 DENSO CORP NPV 77,600.00 174,670,337.00 174,670,337.00 246874 6/08/09 JPY S26360 2250.90 96.610 1,807,994.38 1,807,994.38

PUR 6/01/09 60 FANUC LTD 25,300.00 194,523,042.00 194,523,042.00 246878 6/08/09 JPY S26360 7688.65 96.610 2,013,487.65 2,013,487.65

PUR 6/01/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 227,443,400.00 227,443,400.00 246802 6/08/09 JPY S26360 126357. 96.610 2,354,242.83 2,354,242.83

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 FUJIFILM HOLDINGS CORP 78,200.00 213,083,512.00 213,083,512.00 246884 6/08/09 JPY S26360 2724.85 96.610 2,205,605.13 2,205,605.13

PUR 6/01/09 60 FUKUOKA FINANCIAL GROU 617,000.00 268,708,004.00 268,708,004.00 246887 6/08/09 JPY S26360 435.507 96.610 2,781,368.43 2,781,368.43

PUR 6/01/09 60 GUNMA BANK LTD/THE JPY 471,000.00 244,837,999.00 244,837,999.00 246890 6/08/09 JPY S26360 519.826 96.610 2,534,292.51 2,534,292.51

PUR 6/01/09 60 HACHIJUNI BANK LTD/THE 372,000.00 204,937,999.00 204,937,999.00 246893 6/08/09 JPY S26360 550.909 96.610 2,121,291.78 2,121,291.78

PUR 6/01/09 60 HIROSE ELECTRIC CO LTD 19,000.00 204,539,000.00 204,539,000.00 246896 6/08/09 JPY S26360 10765.2 96.610 2,117,161.78 2,117,161.78

PUR 6/01/09 60 HIROSHIMA BANK LTD/THE 336,000.00 129,762,998.00 129,762,998.00 246804 6/08/09 JPY S26360 386.199 96.610 1,343,163.21 1,343,163.21

PUR 6/01/09 60 HITACHI LTD 451,000.00 144,323,022.00 144,323,022.00 246903 6/08/09 JPY S26360 320.007 96.610 1,493,872.50 1,493,872.50

PUR 6/01/09 60 HONDA MOTOR CO LTD NPV 286,800.00 785,708,934.00 785,708,934.00 246906 6/08/09 JPY S26360 2739.57 96.610 8,132,790.95 8,132,790.95

PUR 6/01/09 60 HOYA CORP 241,500.00 488,114,994.00 488,114,994.00 246908 6/08/09 JPY S26360 2021.18 96.610 5,052,427.22 5,052,427.22

PUR 6/01/09 60 IDEMITSU KOSAN CO LTD 28,100.00 228,207,001.00 228,207,001.00 246911 6/08/09 JPY S26360 8121.24 96.610 2,362,146.79 2,362,146.79

PUR 6/01/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 189,853,204.00 189,853,204.00 246825 6/08/09 JPY S26360 864.541 96.610 1,965,150.65 1,965,150.65

PUR 6/01/09 60 IYO BANK LTD/THE JPY 5 130,000.00 132,983,006.00 132,983,006.00 246829 6/08/09 JPY S26360 1022.94 96.610 1,376,493.18 1,376,493.18

PUR 6/01/09 60 JAPAN STEEL WORKS LTD 140,000.00 178,789,002.00 178,789,002.00 246841 6/08/09 JPY S26360 1277.06 96.610 1,850,626.25 1,850,626.25

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 JFE HOLDINGS INC 78,900.00 258,327,910.00 258,327,910.00 246833 6/08/09 JPY S26360 3274.11 96.610 2,673,925.16 2,673,925.16

PUR 6/01/09 60 JOYO BANK LTD/THE JPY 536,000.00 257,255,934.00 257,255,934.00 246837 6/08/09 JPY S26360 479.955 96.610 2,662,829.25 2,662,829.25

PUR 6/01/09 60 JS GROUP CORP JPY 50.0 299,800.00 419,031,359.00 419,031,359.00 246845 6/08/09 JPY S26360 1397.70 96.610 4,337,349.75 4,337,349.75

PUR 6/01/09 60 KAJIMA CORP 557,000.00 168,353,027.00 168,353,027.00 246849 6/08/09 JPY S26360 302.250 96.610 1,742,604.56 1,742,604.56

PUR 6/01/09 60 KANEKA CORP JPY 50.0 266,000.00 180,639,988.00 180,639,988.00 246853 6/08/09 JPY S26360 679.098 96.610 1,869,785.61 1,869,785.61

PUR 6/01/09 60 KEISEI ELECTRIC RAILWA 280,000.00 143,092,964.00 143,092,964.00 246857 6/08/09 JPY S26360 511.046 96.610 1,481,140.30 1,481,140.30

PUR 6/01/09 60 KEYENCE CORP 14,400.00 288,428,000.00 288,428,000.00 246861 6/08/09 JPY S26360 20029.7 96.610 2,985,488.04 2,985,488.04

PUR 6/01/09 60 KIKKOMAN CORP NPV 279,000.00 274,520,013.00 274,520,013.00 246864 6/08/09 JPY S26360 983.943 96.610 2,841,527.93 2,841,527.93

PUR 6/01/09 60 KIRIN HOLDINGS COMPANY 502,000.00 605,820,979.00 605,820,979.00 246867 6/08/09 JPY S26360 1206.81 96.610 6,270,789.56 6,270,789.56

PUR 6/01/09 60 KOMATSU LTD NPV 162,200.00 230,355,597.00 230,355,597.00 246869 6/08/09 JPY S26360 1420.19 96.610 2,384,386.68 2,384,386.68

PUR 6/01/09 60 KUBOTA CORP Y50 332,000.00 237,620,003.00 237,620,003.00 246872 6/08/09 JPY S26360 715.723 96.610 2,459,579.78 2,459,579.78

PUR 6/01/09 60 KYOCERA CORP 36,600.00 272,664,949.00 272,664,949.00 246876 6/08/09 JPY S26360 7449.86 96.610 2,822,326.35 2,822,326.35

PUR 6/01/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 245,109,993.00 245,109,993.00 246809 6/08/09 JPY S26360 1008.68 96.610 2,537,107.89 2,537,107.89

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PUR 6/01/09 60 MARUBENI CORP JPY 50.0 609,000.00 276,283,995.00 276,283,995.00 246882 6/08/09 JPY S26360 453.668 96.610 2,859,786.72 2,859,786.72

PUR 6/01/09 60 MARUI GROUP CO LTD NPV 290,200.00 161,340,608.00 161,340,608.00 246808 6/08/09 JPY S26360 555.964 96.610 1,670,019.75 1,670,019.75

PUR 6/01/09 60 MATSUI SECURITIES CO L 183,500.00 143,234,393.00 143,234,393.00 246888 6/08/09 JPY S26360 780.569 96.610 1,482,604.21 1,482,604.21

PUR 6/01/09 60 MITSUBISHI CHEMICAL HO 450,000.00 201,902,490.00 201,902,490.00 246891 6/08/09 JPY S26360 448.672 96.610 2,089,871.55 2,089,871.55

PUR 6/01/09 60 MITSUBISHI CORP NPV 311,900.00 585,573,411.00 585,573,411.00 246894 6/08/09 JPY S26360 1877.44 96.610 6,061,209.10 6,061,209.10

PUR 6/01/09 60 MITSUBISHI ELECTRIC CO 496,000.00 271,052,642.00 271,052,642.00 246898 6/08/09 JPY S26360 546.477 96.610 2,805,637.53 2,805,637.53

PUR 6/01/09 60 MITSUBISHI ESTATE CO L 199,000.00 311,829,776.00 311,829,776.00 246901 6/08/09 JPY S26360 1566.98 96.610 3,227,717.38 3,227,717.38

PUR 6/01/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 432,295,885.00 432,295,885.00 246904 6/08/09 JPY S26360 352.895 96.610 4,474,649.47 4,474,649.47

PUR 6/01/09 60 MITSUBISHI LOGISTICS C 230,000.00 237,002,994.00 237,002,994.00 246803 6/08/09 JPY S26360 1030.44 96.610 2,453,193.19 2,453,193.19

PUR 6/01/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 293,913,015.00 293,913,015.00 246909 6/08/09 JPY S26360 154.204 96.610 3,042,262.86 3,042,262.86

PUR 6/01/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 1,079,168,279.00 1,079,168,279.00 246826 6/08/09 JPY S26360 614.911 96.610 11,170,357.92 11,170,357.92

PUR 6/01/09 60 MITSUI FUDOSAN CO LTD 185,000.00 291,457,066.00 291,457,066.00 246830 6/08/09 JPY S26360 1575.44 96.610 3,016,841.59 3,016,841.59

PUR 6/01/09 60 MITSUI OSK LINES LTD N 267,000.00 189,095,141.00 189,095,141.00 246834 6/08/09 JPY S26360 708.222 96.610 1,957,304.02 1,957,304.02

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 336,265,536.00 336,265,536.00 246838 6/08/09 JPY S26360 233.048 96.610 3,480,649.37 3,480,649.37

PUR 6/01/09 60 NEC CORP JPY 50.0 662,000.00 249,744,002.00 249,744,002.00 246842 6/08/09 JPY S26360 377.257 96.610 2,585,074.03 2,585,074.03

PUR 6/01/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 465,896,850.00 465,896,850.00 246850 6/08/09 JPY S26360 419.349 96.610 4,822,449.54 4,822,449.54

PUR 6/01/09 60 NIPPON MEAT PACKERS IN 136,000.00 157,711,910.00 157,711,910.00 246854 6/08/09 JPY S26360 1159.64 96.610 1,632,459.48 1,632,459.48

PUR 6/01/09 60 NIPPON STEEL CORP JPY 1,479,000.00 546,448,201.00 546,448,201.00 246858 6/08/09 JPY S26360 369.471 96.610 5,656,228.14 5,656,228.14

PUR 6/01/09 60 NOMURA HOLDINGS INC NP 435,900.00 317,007,098.00 317,007,098.00 246846 6/08/09 JPY S26360 727.247 96.610 3,281,307.30 3,281,307.30

PUR 6/01/09 60 NTT DATA CORP NPV 1,720.00 495,430,200.00 495,430,200.00 246814 6/08/09 JPY S26360 288040. 96.610 5,128,146.15 5,128,146.15

PUR 6/01/09 60 OBAYASHI CORP JPY 50.0 994,000.00 435,308,980.00 435,308,980.00 246865 6/08/09 JPY S26360 437.937 96.610 4,505,837.70 4,505,837.70

PUR 6/01/09 60 OBIC CO LTD JPY 50.0 9,470.00 143,714,192.00 143,714,192.00 246812 6/08/09 JPY S26360 15175.7 96.610 1,487,570.56 1,487,570.56

PUR 6/01/09 60 OJI PAPER CO LTD NPV 564,000.00 251,408,978.00 251,408,978.00 246870 6/08/09 JPY S26360 445.761 96.610 2,602,308.02 2,602,308.02

PUR 6/01/09 60 OMRON CORP JPY 50.0 106,300.00 156,467,403.00 156,467,403.00 246873 6/08/09 JPY S26360 1471.94 96.610 1,619,577.71 1,619,577.71

PUR 6/01/09 60 PANASONIC CORP NPV 399,600.00 548,966,124.00 548,966,124.00 246877 6/08/09 JPY S26360 1373.78 96.610 5,682,290.90 5,682,290.90

PUR 6/01/09 60 RICOH CO LTD 167,000.00 218,266,996.00 218,266,996.00 246880 6/08/09 JPY S26360 1306.98 96.610 2,259,258.83 2,259,258.83

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PUR 6/01/09 60 ROHM CO LTD JPY 50.0 41,300.00 255,373,999.00 255,373,999.00 246883 6/08/09 JPY S26360 6183.39 96.610 2,643,349.54 2,643,349.54

PUR 6/01/09 60 SEKISUI CHEMICAL CO LT 425,000.00 249,456,980.00 249,456,980.00 246886 6/08/09 JPY S26360 586.958 96.610 2,582,103.09 2,582,103.09

PUR 6/01/09 60 SEKISUI HOUSE LTD JPY 255,000.00 239,265,990.00 239,265,990.00 246889 6/08/09 JPY S26360 938.298 96.610 2,476,617.22 2,476,617.22

PUR 6/01/09 60 SHARP CORP NPV 236,000.00 255,363,824.00 255,363,824.00 246892 6/08/09 JPY S26360 1082.05 96.610 2,643,244.22 2,643,244.22

PUR 6/01/09 60 SHIMIZU CORP NPV 458,000.00 199,658,001.00 199,658,001.00 246895 6/08/09 JPY S26360 435.935 96.610 2,066,639.07 2,066,639.07

PUR 6/01/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 423,592,751.00 423,592,751.00 246899 6/08/09 JPY S26360 4925.49 96.610 4,384,564.24 4,384,564.24

PUR 6/01/09 60 SHIZUOKA BANK LTD/THE 552,000.00 520,558,025.00 520,558,025.00 246902 6/08/09 JPY S26360 943.040 96.610 5,388,241.64 5,388,241.64

PUR 6/01/09 60 SHOWA SHELL SEKIYU KK 439,200.00 421,150,110.00 421,150,110.00 246905 6/08/09 JPY S26360 958.903 96.610 4,359,280.72 4,359,280.72

PUR 6/01/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 150,184,000.00 150,184,000.00 246907 6/08/09 JPY S26360 10079.4 96.610 1,554,538.87 1,554,538.87

PUR 6/01/09 60 SUMITOMO MITSUI FINANC 107,000.00 394,423,999.00 394,423,999.00 246910 6/08/09 JPY S26360 3686.20 96.610 4,082,641.54 4,082,641.54

PUR 6/01/09 60 SUZUKI MOTOR CORP NPV 112,800.00 237,349,000.00 237,349,000.00 246828 6/08/09 JPY S26360 2104.15 96.610 2,456,774.66 2,456,774.66

PUR 6/01/09 60 TAIHEIYO CEMENT CORP J 608,000.00 105,023,914.00 105,023,914.00 246832 6/08/09 JPY S26360 172.737 96.610 1,087,091.54 1,087,091.54

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PUR 6/01/09 60 TAISEI CORP NPV 1,194,000.00 287,513,051.00 287,513,051.00 246836 6/08/09 JPY S26360 240.798 96.610 2,976,017.50 2,976,017.50

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 254,073,997.00 254,073,997.00 246840 6/08/09 JPY S26360 610.755 96.610 2,629,893.35 2,629,893.35

PUR 6/01/09 60 TDK CORP NPV 32,900.00 144,426,999.00 144,426,999.00 246844 6/08/09 JPY S26360 4389.87 96.610 1,494,948.75 1,494,948.75

PUR 6/01/09 60 TERUMO CORP JPY 50.0 108,500.00 435,351,899.00 435,351,899.00 246848 6/08/09 JPY S26360 4012.46 96.610 4,506,281.95 4,506,281.95

PUR 6/01/09 60 THK CO LTD JPY 50.0 101,900.00 146,151,400.00 146,151,400.00 246852 6/08/09 JPY S26360 1434.26 96.610 1,512,797.85 1,512,797.85

PUR 6/01/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 179,233,997.00 179,233,997.00 246856 6/08/09 JPY S26360 1370.29 96.610 1,855,232.35 1,855,232.35

PUR 6/01/09 60 TOKIO MARINE HOLDINGS 110,100.00 307,821,445.00 307,821,445.00 246860 6/08/09 JPY S26360 2795.83 96.610 3,186,227.56 3,186,227.56

PUR 6/01/09 60 TOKYO ELECTRON LTD NPV 40,600.00 179,455,800.00 179,455,800.00 246863 6/08/09 JPY S26360 4420.09 96.610 1,857,528.21 1,857,528.21

PUR 6/01/09 60 TOKYU CORP JPY 50.0 805,000.00 357,514,024.00 357,514,024.00 246813 6/08/09 JPY S26360 444.117 96.610 3,700,590.25 3,700,590.25

PUR 6/01/09 60 TONENGENERAL SEKIYU KK 214,000.00 218,280,000.00 218,280,000.00 246868 6/08/09 JPY S26360 1020.00 96.610 2,259,393.44 2,259,393.44

PUR 6/01/09 60 TORAY INDUSTRIES INC N 606,000.00 290,905,028.00 290,905,028.00 246871 6/08/09 JPY S26360 480.041 96.610 3,011,127.50 3,011,127.50

PUR 6/01/09 60 TOSHIBA CORP 538,000.00 194,489,421.00 194,489,421.00 246875 6/08/09 JPY S26360 361.505 96.610 2,013,139.64 2,013,139.64

PUR 6/01/09 60 TOTO LTD JPY 50.0 288,000.00 166,360,262.00 166,360,262.00 246879 6/08/09 JPY S26360 577.640 96.610 1,721,977.66 1,721,977.66

PUR 6/01/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 167,159,852.00 167,159,852.00 246881 6/08/09 JPY S26360 1787.80 96.610 1,730,254.14 1,730,254.14

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 TOYOTA MOTOR CORP NPV 498,000.00 1,894,228,307.00 1,894,228,307.00 246885 6/08/09 JPY S26360 3803.67 96.610 19,606,958.98 19,606,958.98

PUR 6/01/09 60 UNY CO LTD JPY 50.0 285,000.00 217,379,076.00 217,379,076.00 246807 6/08/09 JPY S26360 762.734 96.610 2,250,068.07 2,250,068.07

PUR 6/01/09 60 USHIO INC JPY 50.0 82,800.00 116,001,401.00 116,001,401.00 246806 6/08/09 JPY S26360 1400.98 96.610 1,200,718.36 1,200,718.36

PUR 6/01/09 60 YAKULT HONSHA CO LTD J 115,500.00 202,999,104.00 202,999,104.00 246805 6/08/09 JPY S26360 1757.56 96.610 2,101,222.48 2,101,222.48

PUR 6/01/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 180,775,874.00 180,775,874.00 246897 6/08/09 JPY S26360 1213.26 96.610 1,871,192.15 1,871,192.15

PUR 6/01/09 60 YAMATO HOLDINGS CO LTD 294,000.00 356,979,004.00 356,979,004.00 246900 6/08/09 JPY S26360 1214.21 96.610 3,695,052.31 3,695,052.31

PUR 6/11/09 60 77 BANK LTD/THE JPY 50 414,000.00 233,396,019.00 233,396,019.00 246827 6/18/09 JPY S26400 563.759 97.900 2,384,024.71 2,384,024.71

PUR 6/11/09 60 AEON CO LTD 269,900.00 248,508,887.00 248,508,887.00 246831 6/18/09 JPY S26400 920.744 97.900 2,538,395.17 2,538,395.17

PUR 6/11/09 60 ASICS CORP JPY 50.0 211,000.00 176,962,008.00 176,962,008.00 246835 6/18/09 JPY S26400 838.683 97.900 1,807,579.24 1,807,579.24

PUR 6/11/09 60 ASTELLAS PHARMA INC JP 273,600.00 886,702,005.00 886,702,005.00 246839 6/18/09 JPY S26400 3240.87 97.900 9,057,221.71 9,057,221.71

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PUR 6/11/09 60 BANK OF KYOTO LTD/THE 349,000.00 311,957,000.00 311,957,000.00 246843 6/18/09 JPY S26400 893.860 97.900 3,186,486.21 3,186,486.21

PUR 6/11/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 228,900,017.00 228,900,017.00 246847 6/18/09 JPY S26400 489.103 97.900 2,338,100.28 2,338,100.28

PUR 6/11/09 60 BRIDGESTONE CORP 137,600.00 192,196,942.00 192,196,942.00 246851 6/18/09 JPY S26400 1396.78 97.900 1,963,196.55 1,963,196.55

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 CANON INC 195,300.00 658,038,996.00 658,038,996.00 246855 6/18/09 JPY S26400 3369.37 97.900 6,721,542.35 6,721,542.35

PUR 6/11/09 60 CANON MARKETING JAPAN 123,200.00 159,443,272.00 159,443,272.00 246859 6/18/09 JPY S26400 1294.18 97.900 1,628,634.03 1,628,634.03

PUR 6/11/09 60 CHIBA BANK LTD/THE JPY 499,000.00 314,858,022.00 314,858,022.00 246862 6/18/09 JPY S26400 630.978 97.900 3,216,118.71 3,216,118.71

PUR 6/11/09 60 CHUGOKU BANK LTD/THE J 83,000.00 109,028,999.00 109,028,999.00 246866 6/18/09 JPY S26400 1313.60 97.900 1,113,677.21 1,113,677.21

PUR 6/11/09 60 DAI NIPPON PRINTING CO 463,000.00 577,548,006.00 577,548,006.00 246811 6/18/09 JPY S26400 1247.40 97.900 5,899,366.76 5,899,366.76

PUR 6/11/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 264,638,002.00 264,638,002.00 246810 6/18/09 JPY S26400 925.308 97.900 2,703,146.09 2,703,146.09

PUR 6/11/09 60 DENSO CORP NPV 77,600.00 189,330,498.00 189,330,498.00 246874 6/18/09 JPY S26400 2439.82 97.900 1,933,917.24 1,933,917.24

PUR 6/11/09 60 FANUC LTD 25,300.00 204,868,000.00 204,868,000.00 246878 6/18/09 JPY S26400 8097.54 97.900 2,092,625.13 2,092,625.13

PUR 6/11/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 247,140,100.00 247,140,100.00 246802 6/18/09 JPY S26400 137300. 97.900 2,524,413.69 2,524,413.69

PUR 6/11/09 60 FUJIFILM HOLDINGS CORP 78,200.00 227,306,998.00 227,306,998.00 246884 6/18/09 JPY S26400 2906.73 97.900 2,321,828.38 2,321,828.38

PUR 6/11/09 60 FUKUOKA FINANCIAL GROU 617,000.00 259,983,994.00 259,983,994.00 246887 6/18/09 JPY S26400 421.368 97.900 2,655,607.70 2,655,607.70

PUR 6/11/09 60 GUNMA BANK LTD/THE JPY 471,000.00 257,853,990.00 257,853,990.00 246890 6/18/09 JPY S26400 547.461 97.900 2,633,850.77 2,633,850.77

PUR 6/11/09 60 HACHIJUNI BANK LTD/THE 372,000.00 207,066,992.00 207,066,992.00 246893 6/18/09 JPY S26400 556.632 97.900 2,115,086.74 2,115,086.74

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 HIROSE ELECTRIC CO LTD 19,000.00 206,508,000.00 206,508,000.00 246896 6/18/09 JPY S26400 10868.8 97.900 2,109,376.92 2,109,376.92

PUR 6/11/09 60 HIROSHIMA BANK LTD/THE 336,000.00 135,464,011.00 135,464,011.00 246804 6/18/09 JPY S26400 403.167 97.900 1,383,697.76 1,383,697.76

PUR 6/11/09 60 HITACHI LTD 451,000.00 147,090,989.00 147,090,989.00 246903 6/18/09 JPY S26400 326.144 97.900 1,502,461.58 1,502,461.58

PUR 6/11/09 60 HONDA MOTOR CO LTD NPV 286,800.00 818,888,998.00 818,888,998.00 246906 6/18/09 JPY S26400 2855.26 97.900 8,364,545.43 8,364,545.43

PUR 6/11/09 60 HOYA CORP 241,500.00 488,633,205.00 488,633,205.00 246908 6/18/09 JPY S26400 2023.32 97.900 4,991,146.12 4,991,146.12

PUR 6/11/09 60 IDEMITSU KOSAN CO LTD 28,100.00 254,979,001.00 254,979,001.00 246911 6/18/09 JPY S26400 9073.98 97.900 2,604,484.18 2,604,484.18

PUR 6/11/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 202,698,596.00 202,698,596.00 246825 6/18/09 JPY S26400 923.036 97.900 2,070,465.74 2,070,465.74

PUR 6/11/09 60 IYO BANK LTD/THE JPY 5 130,000.00 129,897,001.00 129,897,001.00 246829 6/18/09 JPY S26400 999.208 97.900 1,326,833.51 1,326,833.51

PUR 6/11/09 60 JAPAN STEEL WORKS LTD 140,000.00 177,951,004.00 177,951,004.00

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246841 6/18/09 JPY S26400 1271.07 97.900 1,817,681.35 1,817,681.35

PUR 6/11/09 60 JFE HOLDINGS INC 78,900.00 265,668,001.00 265,668,001.00 246833 6/18/09 JPY S26400 3367.14 97.900 2,713,667.02 2,713,667.02

PUR 6/11/09 60 JOYO BANK LTD/THE JPY 536,000.00 257,639,978.00 257,639,978.00 246837 6/18/09 JPY S26400 480.672 97.900 2,631,664.74 2,631,664.74

PUR 6/11/09 60 JS GROUP CORP JPY 50.0 299,800.00 443,790,402.00 443,790,402.00 246845 6/18/09 JPY S26400 1480.28 97.900 4,533,099.10 4,533,099.10

PUR 6/11/09 60 KAJIMA CORP 557,000.00 166,185,016.00 166,185,016.00 246849 6/18/09 JPY S26400 298.357 97.900 1,697,497.61 1,697,497.61

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 KANEKA CORP JPY 50.0 266,000.00 178,550,000.00 178,550,000.00 246853 6/18/09 JPY S26400 671.241 97.900 1,823,799.80 1,823,799.80

PUR 6/11/09 60 KEISEI ELECTRIC RAILWA 280,000.00 145,098,996.00 145,098,996.00 246857 6/18/09 JPY S26400 518.211 97.900 1,482,114.36 1,482,114.36

PUR 6/11/09 60 KEYENCE CORP 14,400.00 297,269,001.00 297,269,001.00 246861 6/18/09 JPY S26400 20643.6 97.900 3,036,455.58 3,036,455.58

PUR 6/11/09 60 KIKKOMAN CORP NPV 279,000.00 269,264,993.00 269,264,993.00 246864 6/18/09 JPY S26400 965.108 97.900 2,750,408.51 2,750,408.51

PUR 6/11/09 60 KIRIN HOLDINGS COMPANY 502,000.00 616,766,186.00 616,766,186.00 246867 6/18/09 JPY S26400 1228.61 97.900 6,299,961.04 6,299,961.04

PUR 6/11/09 60 KOMATSU LTD NPV 162,200.00 256,538,602.00 256,538,602.00 246869 6/18/09 JPY S26400 1581.61 97.900 2,620,414.73 2,620,414.73

PUR 6/11/09 60 KUBOTA CORP Y50 332,000.00 241,712,002.00 241,712,002.00 246872 6/18/09 JPY S26400 728.048 97.900 2,468,968.36 2,468,968.36

PUR 6/11/09 60 KYOCERA CORP 36,600.00 277,650,001.00 277,650,001.00 246876 6/18/09 JPY S26400 7586.06 97.900 2,836,057.21 2,836,057.21

PUR 6/11/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 254,295,248.00 254,295,248.00 246809 6/18/09 JPY S26400 1046.48 97.900 2,597,499.98 2,597,499.98

PUR 6/11/09 60 MARUBENI CORP JPY 50.0 609,000.00 293,381,974.00 293,381,974.00 246882 6/18/09 JPY S26400 481.744 97.900 2,996,751.52 2,996,751.52

PUR 6/11/09 60 MARUI GROUP CO LTD NPV 290,200.00 189,153,608.00 189,153,608.00 246808 6/18/09 JPY S26400 651.804 97.900 1,932,110.40 1,932,110.40

PUR 6/11/09 60 MATSUI SECURITIES CO L 183,500.00 162,488,002.00 162,488,002.00 246888 6/18/09 JPY S26400 885.493 97.900 1,659,734.44 1,659,734.44

PUR 6/11/09 60 MITSUBISHI CHEMICAL HO 450,000.00 196,322,985.00 196,322,985.00 246891 6/18/09 JPY S26400 436.273 97.900 2,005,342.03 2,005,342.03

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 MITSUBISHI CORP NPV 311,900.00 624,907,713.00 624,907,713.00 246894 6/18/09 JPY S26400 2003.55 97.900 6,383,122.71 6,383,122.71

PUR 6/11/09 60 MITSUBISHI ELECTRIC CO 496,000.00 309,041,976.00 309,041,976.00 246898 6/18/09 JPY S26400 623.069 97.900 3,156,710.68 3,156,710.68

PUR 6/11/09 60 MITSUBISHI ESTATE CO L 199,000.00 325,305,997.00 325,305,997.00 246901 6/18/09 JPY S26400 1634.70 97.900 3,322,839.60 3,322,839.60

PUR 6/11/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 475,671,053.00 475,671,053.00 246904 6/18/09 JPY S26400 388.303 97.900 4,858,744.16 4,858,744.16

PUR 6/11/09 60 MITSUBISHI LOGISTICS C 230,000.00 226,610,996.00 226,610,996.00 246803 6/18/09 JPY S26400 985.265 97.900 2,314,719.06 2,314,719.06

PUR 6/11/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 336,093,938.00 336,093,938.00 246909 6/18/09 JPY S26400 176.335 97.900 3,433,033.07 3,433,033.07

PUR 6/11/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 1,126,417,968.00 1,126,417,968.00 246826 6/18/09 JPY S26400 641.834 97.900 11,505,801.51 11,505,801.51

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PUR 6/11/09 60 MITSUI FUDOSAN CO LTD 185,000.00 314,382,007.00 314,382,007.00 246830 6/18/09 JPY S26400 1699.36 97.900 3,211,256.46 3,211,256.46

PUR 6/11/09 60 MITSUI OSK LINES LTD N 267,000.00 183,625,993.00 183,625,993.00 246834 6/18/09 JPY S26400 687.738 97.900 1,875,648.55 1,875,648.55

PUR 6/11/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 380,862,112.00 380,862,112.00 246838 6/18/09 JPY S26400 263.956 97.900 3,890,317.79 3,890,317.79

PUR 6/11/09 60 NEC CORP JPY 50.0 662,000.00 255,462,027.00 255,462,027.00 246842 6/18/09 JPY S26400 385.894 97.900 2,609,418.05 2,609,418.05

PUR 6/11/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 452,120,006.00 452,120,006.00 246850 6/18/09 JPY S26400 406.949 97.900 4,618,181.88 4,618,181.88

PUR 6/11/09 60 NIPPON MEAT PACKERS IN 136,000.00 164,142,602.00 164,142,602.00 246854 6/18/09 JPY S26400 1206.93 97.900 1,676,635.36 1,676,635.36

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 NIPPON STEEL CORP JPY 1,479,000.00 576,909,980.00 576,909,980.00 246858 6/18/09 JPY S26400 390.068 97.900 5,892,849.64 5,892,849.64

PUR 6/11/09 60 NOMURA HOLDINGS INC NP 435,900.00 373,967,197.00 373,967,197.00 246846 6/18/09 JPY S26400 857.920 97.900 3,819,889.65 3,819,889.65

PUR 6/11/09 60 NTT DATA CORP NPV 1,720.00 523,893,600.00 523,893,600.00 246814 6/18/09 JPY S26400 304589. 97.900 5,351,313.59 5,351,313.59

PUR 6/11/09 60 OBAYASHI CORP JPY 50.0 994,000.00 440,972,991.00 440,972,991.00 246865 6/18/09 JPY S26400 443.635 97.900 4,504,320.64 4,504,320.64

PUR 6/11/09 60 OBIC CO LTD JPY 50.0 9,470.00 153,683,300.00 153,683,300.00 246812 6/18/09 JPY S26400 16228.4 97.900 1,569,798.77 1,569,798.77

PUR 6/11/09 60 OJI PAPER CO LTD NPV 564,000.00 234,066,430.00 234,066,430.00 246870 6/18/09 JPY S26400 415.011 97.900 2,390,872.63 2,390,872.63

PUR 6/11/09 60 OMRON CORP JPY 50.0 106,300.00 162,951,703.00 162,951,703.00 246873 6/18/09 JPY S26400 1532.94 97.900 1,664,470.92 1,664,470.92

PUR 6/11/09 60 PANASONIC CORP NPV 399,600.00 534,739,405.00 534,739,405.00 246877 6/18/09 JPY S26400 1338.18 97.900 5,462,098.11 5,462,098.11

PUR 6/11/09 60 RICOH CO LTD 167,000.00 228,836,994.00 228,836,994.00 246880 6/18/09 JPY S26400 1370.28 97.900 2,337,456.53 2,337,456.53

PUR 6/11/09 60 ROHM CO LTD JPY 50.0 41,300.00 268,941,999.00 268,941,999.00 246883 6/18/09 JPY S26400 6511.91 97.900 2,747,109.28 2,747,109.28

PUR 6/11/09 60 SEKISUI CHEMICAL CO LT 425,000.00 256,057,018.00 256,057,018.00 246886 6/18/09 JPY S26400 602.487 97.900 2,615,495.59 2,615,495.59

PUR 6/11/09 60 SEKISUI HOUSE LTD JPY 255,000.00 238,267,997.00 238,267,997.00 246889 6/18/09 JPY S26400 934.384 97.900 2,433,789.55 2,433,789.55

PUR 6/11/09 60 SHARP CORP NPV 236,000.00 261,431,006.00 261,431,006.00 246892 6/18/09 JPY S26400 1107.75 97.900 2,670,388.21 2,670,388.21

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 SHIMIZU CORP NPV 458,000.00 190,264,879.00 190,264,879.00 246895 6/18/09 JPY S26400 415.426 97.900 1,943,461.48 1,943,461.48

PUR 6/11/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 412,525,565.00 412,525,565.00 246899 6/18/09 JPY S26400 4796.80 97.900 4,213,744.28 4,213,744.28

PUR 6/11/09 60 SHIZUOKA BANK LTD/THE 552,000.00 528,710,016.00 528,710,016.00 246902 6/18/09 JPY S26400 957.808 97.900 5,400,510.89 5,400,510.89

PUR 6/11/09 60 SHOWA SHELL SEKIYU KK 439,200.00 432,035,814.00 432,035,814.00 246905 6/18/09 JPY S26400 983.688 97.900 4,413,031.81 4,413,031.81

PUR 6/11/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 153,566,001.00 153,566,001.00 246907 6/18/09 JPY S26400 10306.4 97.900 1,568,600.62 1,568,600.62

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PUR 6/11/09 60 SUMITOMO MITSUI FINANC 107,000.00 467,496,001.00 467,496,001.00 246910 6/18/09 JPY S26400 4369.12 97.900 4,775,240.05 4,775,240.05

PUR 6/11/09 60 SUZUKI MOTOR CORP NPV 112,800.00 243,695,996.00 243,695,996.00 246828 6/18/09 JPY S26400 2160.42 97.900 2,489,233.87 2,489,233.87

PUR 6/11/09 60 TAIHEIYO CEMENT CORP J 608,000.00 107,593,018.00 107,593,018.00 246832 6/18/09 JPY S26400 176.962 97.900 1,099,009.38 1,099,009.38

PUR 6/11/09 60 TAISEI CORP NPV 1,194,000.00 280,808,024.00 280,808,024.00 246836 6/18/09 JPY S26400 235.183 97.900 2,868,314.85 2,868,314.85

PUR 6/11/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 269,500,982.00 269,500,982.00 246840 6/18/09 JPY S26400 647.839 97.900 2,752,819.02 2,752,819.02

PUR 6/11/09 60 TDK CORP NPV 32,900.00 145,021,999.00 145,021,999.00 246844 6/18/09 JPY S26400 4407.96 97.900 1,481,327.88 1,481,327.88

PUR 6/11/09 60 TERUMO CORP JPY 50.0 108,500.00 449,582,998.00 449,582,998.00 246848 6/18/09 JPY S26400 4143.62 97.900 4,592,267.60 4,592,267.60

PUR 6/11/09 60 THK CO LTD JPY 50.0 101,900.00 163,954,502.00 163,954,502.00 246852 6/18/09 JPY S26400 1608.97 97.900 1,674,714.01 1,674,714.01

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 190,732,795.00 190,732,795.00 246856 6/18/09 JPY S26400 1458.20 97.900 1,948,241.01 1,948,241.01

PUR 6/11/09 60 TOKIO MARINE HOLDINGS 110,100.00 313,059,496.00 313,059,496.00 246860 6/18/09 JPY S26400 2843.41 97.900 3,197,747.66 3,197,747.66

PUR 6/11/09 60 TOKYO ELECTRON LTD NPV 40,600.00 201,307,999.00 201,307,999.00 246863 6/18/09 JPY S26400 4958.32 97.900 2,056,261.48 2,056,261.48

PUR 6/11/09 60 TOKYU CORP JPY 50.0 805,000.00 357,474,982.00 357,474,982.00 246813 6/18/09 JPY S26400 444.068 97.900 3,651,429.85 3,651,429.85

PUR 6/11/09 60 TONENGENERAL SEKIYU KK 214,000.00 218,927,992.00 218,927,992.00 246868 6/18/09 JPY S26400 1023.02 97.900 2,236,240.98 2,236,240.98

PUR 6/11/09 60 TORAY INDUSTRIES INC N 606,000.00 305,272,985.00 305,272,985.00 246871 6/18/09 JPY S26400 503.751 97.900 3,118,212.31 3,118,212.31

PUR 6/11/09 60 TOSHIBA CORP 538,000.00 201,542,978.00 201,542,978.00 246875 6/18/09 JPY S26400 374.615 97.900 2,058,661.68 2,058,661.68

PUR 6/11/09 60 TOTO LTD JPY 50.0 288,000.00 179,901,994.00 179,901,994.00 246879 6/18/09 JPY S26400 624.660 97.900 1,837,609.74 1,837,609.74

PUR 6/11/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 178,967,901.00 178,967,901.00 246881 6/18/09 JPY S26400 1914.09 97.900 1,828,068.45 1,828,068.45

PUR 6/11/09 60 TOYOTA MOTOR CORP NPV 498,000.00 1,923,683,015.00 1,923,683,015.00 246885 6/18/09 JPY S26400 3862.81 97.900 19,649,469.00 19,649,469.00

PUR 6/11/09 60 UNY CO LTD JPY 50.0 285,000.00 219,509,907.00 219,509,907.00 246807 6/18/09 JPY S26400 770.210 97.900 2,242,184.95 2,242,184.95

PUR 6/11/09 60 USHIO INC JPY 50.0 82,800.00 128,933,900.00 128,933,900.00 246806 6/18/09 JPY S26400 1557.17 97.900 1,316,995.91 1,316,995.91

PUR 6/11/09 60 YAKULT HONSHA CO LTD J 115,500.00 219,249,504.00 219,249,504.00 246805 6/18/09 JPY S26400 1898.26 97.900 2,239,525.07 2,239,525.07

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 194,787,998.00 194,787,998.00 246897 6/18/09 JPY S26400 1307.30 97.900 1,989,662.90 1,989,662.90

PUR 6/11/09 60 YAMATO HOLDINGS CO LTD 294,000.00 353,987,995.00 353,987,995.00 246900 6/18/09 JPY S26400 1204.04 97.900 3,615,812.00 3,615,812.00

PUR 6/23/09 60 AEON CO LTD 269,900.00 944.61 257,215,410.00 257,215,410.00 246831 6/30/09 JPY S26436 952.669 95.270 2,699,857.35 2,699,857.35

PUR 6/23/09 60 ASICS CORP JPY 50.0 211,000.00 659.72 179,641,554.00 179,641,554.00

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246835 6/30/09 JPY S26436 851.084 95.270 1,885,604.64 1,885,604.64

PUR 6/23/09 60 ASTELLAS PHARMA INC JP 273,600.00 3,408.38 928,086,529.00 928,086,529.00 246839 6/30/09 JPY S26436 3390.94 95.270 9,741,645.10 9,741,645.10

PUR 6/23/09 60 BANK OF KYOTO LTD/THE 349,000.00 1,099.21 299,312,717.00 299,312,717.00 246843 6/30/09 JPY S26436 857.329 95.270 3,141,731.05 3,141,731.05

PUR 6/23/09 60 DAI NIPPON PRINTING CO 463,000.00 2,081.28 566,726,195.00 566,726,195.00 246811 6/30/09 JPY S26436 1223.60 95.270 5,948,632.26 5,948,632.26

PUR 6/23/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 1,053.04 286,738,446.00 286,738,446.00 246810 6/30/09 JPY S26436 1002.23 95.270 3,009,745.42 3,009,745.42

PUR 6/23/09 60 DENSO CORP NPV 77,600.00 669.65 182,345,887.00 182,345,887.00 246874 6/30/09 JPY S26436 2348.99 95.270 1,913,990.63 1,913,990.63

PUR 6/23/09 60 FANUC LTD 25,300.00 666.39 181,455,257.00 181,455,257.00 246878 6/30/09 JPY S26436 7169.63 95.270 1,904,642.14 1,904,642.14

PUR 6/23/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 925.67 252,057,688.00 252,057,688.00 246802 6/30/09 JPY S26436 139983. 95.270 2,645,719.41 2,645,719.41

PUR 6/23/09 60 FUJIFILM HOLDINGS CORP 78,200.00 797.32 217,109,957.00 217,109,957.00 246884 6/30/09 JPY S26436 2775.37 95.270 2,278,891.12 2,278,891.12

PUR 6/23/09 60 HIROSE ELECTRIC CO LTD 19,000.00 704.77 191,905,142.00 191,905,142.00 246896 6/30/09 JPY S26436 10096.7 95.270 2,014,329.19 2,014,329.19

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 HOYA CORP 241,500.00 1,614.86 439,720,773.00 439,720,773.00 246908 6/30/09 JPY S26436 1820.15 95.270 4,615,521.92 4,615,521.92

PUR 6/23/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 764.31 208,120,209.00 208,120,209.00 246825 6/30/09 JPY S26436 947.393 95.270 2,184,530.38 2,184,530.38

PUR 6/23/09 60 IYO BANK LTD/THE JPY 5 130,000.00 471.47 128,379,916.00 128,379,916.00 246829 6/30/09 JPY S26436 987.192 95.270 1,347,537.69 1,347,537.69

PUR 6/23/09 60 JAPAN STEEL WORKS LTD 140,000.00 587.11 159,869,938.00 159,869,938.00 246841 6/30/09 JPY S26436 1141.52 95.270 1,678,072.19 1,678,072.19

PUR 6/23/09 60 JFE HOLDINGS INC 78,900.00 893.70 243,353,141.00 243,353,141.00 246833 6/30/09 JPY S26436 3083.24 95.270 2,554,352.27 2,554,352.27

PUR 6/23/09 60 JS GROUP CORP JPY 50.0 299,800.00 1,601.48 436,077,182.00 436,077,182.00 246845 6/30/09 JPY S26436 1454.05 95.270 4,577,277.02 4,577,277.02

PUR 6/23/09 60 KAJIMA CORP 557,000.00 577.13 157,149,981.00 157,149,981.00 246849 6/30/09 JPY S26436 282.038 95.270 1,649,522.21 1,649,522.21

PUR 6/23/09 60 KANEKA CORP JPY 50.0 266,000.00 605.08 164,760,643.00 164,760,643.00 246853 6/30/09 JPY S26436 619.184 95.270 1,729,407.40 1,729,407.40

PUR 6/23/09 60 KEISEI ELECTRIC RAILWA 280,000.00 573.56 156,177,631.00 156,177,631.00 246857 6/30/09 JPY S26436 557.582 95.270 1,639,315.95 1,639,315.95

PUR 6/23/09 60 KEYENCE CORP 14,400.00 986.72 268,681,945.00 268,681,945.00 246861 6/30/09 JPY S26436 18651.9 95.270 2,820,215.65 2,820,215.65

PUR 6/23/09 60 KIKKOMAN CORP NPV 279,000.00 967.81 263,531,201.00 263,531,201.00 246864 6/30/09 JPY S26436 944.226 95.270 2,766,150.95 2,766,150.95

PUR 6/23/09 60 KOMATSU LTD NPV 162,200.00 849.51 231,320,827.00 231,320,827.00 246869 6/30/09 JPY S26436 1425.64 95.270 2,428,055.28 2,428,055.28

PUR 6/23/09 60 KUBOTA CORP Y50 332,000.00 876.24 238,595,831.00 238,595,831.00 246872 6/30/09 JPY S26436 718.411 95.270 2,504,417.25 2,504,417.25

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 KYOCERA CORP 36,600.00 967.30 263,392,156.00 263,392,156.00 246876 6/30/09 JPY S26436 7193.98 95.270 2,764,691.47 2,764,691.47

PUR 6/23/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 913.17 248,653,010.00 248,653,010.00 246809 6/30/09 JPY S26436 1022.90 95.270 2,609,982.26 2,609,982.26

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PUR 6/23/09 60 MARUBENI CORP JPY 50.0 609,000.00 932.04 253,790,765.00 253,790,765.00 246882 6/30/09 JPY S26436 416.588 95.270 2,663,910.62 2,663,910.62

PUR 6/23/09 60 MARUI GROUP CO LTD NPV 290,200.00 718.39 195,616,750.00 195,616,750.00 246808 6/30/09 JPY S26436 673.840 95.270 2,053,288.02 2,053,288.02

PUR 6/23/09 60 MATSUI SECURITIES CO L 183,500.00 579.32 157,746,687.00 157,746,687.00 246888 6/30/09 JPY S26436 859.354 95.270 1,655,785.53 1,655,785.53

PUR 6/23/09 60 MITSUBISHI CHEMICAL HO 450,000.00 636.77 173,389,775.00 173,389,775.00 246891 6/30/09 JPY S26436 385.176 95.270 1,819,982.94 1,819,982.94

PUR 6/23/09 60 MITSUBISHI CORP NPV 311,900.00 1,962.85 534,475,942.00 534,475,942.00 246894 6/30/09 JPY S26436 1713.01 95.270 5,610,118.00 5,610,118.00

PUR 6/23/09 60 MITSUBISHI ELECTRIC CO 496,000.00 1,033.74 281,482,160.00 281,482,160.00 246898 6/30/09 JPY S26436 567.306 95.270 2,954,572.90 2,954,572.90

PUR 6/23/09 60 MITSUBISHI ESTATE CO L 199,000.00 1,116.80 304,103,394.00 304,103,394.00 246901 6/30/09 JPY S26436 1527.62 95.270 3,192,016.31 3,192,016.31

PUR 6/23/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 1,746.11 475,459,369.00 475,459,369.00 246904 6/30/09 JPY S26436 387.994 95.270 4,990,651.51 4,990,651.51

PUR 6/23/09 60 MITSUBISHI LOGISTICS C 230,000.00 862.60 234,884,488.00 234,884,488.00 246803 6/30/09 JPY S26436 1020.88 95.270 2,465,461.19 2,465,461.19

PUR 6/23/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 1,239.56 337,527,171.00 337,527,171.00 246909 6/30/09 JPY S26436 177.025 95.270 3,542,848.44 3,542,848.44

PUR 6/23/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 3,823.751,041,191,960.00 1,041,191,960.00 246826 6/30/09 JPY S26436 593.064 95.270 10,928,854.41 10,928,854.41

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 MITSUI FUDOSAN CO LTD 185,000.00 1,075.76 292,928,128.00 292,928,128.00 246830 6/30/09 JPY S26436 1582.84 95.270 3,074,715.31 3,074,715.31

PUR 6/23/09 60 MITSUI OSK LINES LTD N 267,000.00 600.94 163,636,243.00 163,636,243.00 246834 6/30/09 JPY S26436 612.655 95.270 1,717,605.15 1,717,605.15

PUR 6/23/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 1,263.78 344,121,756.00 344,121,756.00 246838 6/30/09 JPY S26436 238.410 95.270 3,612,068.40 3,612,068.40

PUR 6/23/09 60 NEC CORP JPY 50.0 662,000.00 910.11 247,818,757.00 247,818,757.00 246842 6/30/09 JPY S26436 374.218 95.270 2,601,225.54 2,601,225.54

PUR 6/23/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 1,672.55 455,430,256.00 455,430,256.00 246850 6/30/09 JPY S26436 409.785 95.270 4,780,416.25 4,780,416.25

PUR 6/23/09 60 NIPPON MEAT PACKERS IN 136,000.00 596.19 162,341,804.00 162,341,804.00 246854 6/30/09 JPY S26436 1193.27 95.270 1,704,018.10 1,704,018.10

PUR 6/23/09 60 NIPPON STEEL CORP JPY 1,479,000.00 1,915.37 521,548,020.00 521,548,020.00 246858 6/30/09 JPY S26436 352.512 95.270 5,474,420.28 5,474,420.28

PUR 6/23/09 60 NTT DATA CORP NPV 1,720.00 1,971.61 536,861,834.00 536,861,834.00 246814 6/30/09 JPY S26436 312019. 95.270 5,635,161.48 5,635,161.48

PUR 6/23/09 60 OBAYASHI CORP JPY 50.0 994,000.00 1,688.35 459,731,083.00 459,731,083.00 246865 6/30/09 JPY S26436 462.344 95.270 4,825,559.81 4,825,559.81

PUR 6/23/09 60 OBIC CO LTD JPY 50.0 9,470.00 541.61 147,477,854.00 147,477,854.00 246812 6/30/09 JPY S26436 15567.7 95.270 1,547,998.89 1,547,998.89

PUR 6/23/09 60 OJI PAPER CO LTD NPV 564,000.00 839.52 228,598,963.00 228,598,963.00 246870 6/30/09 JPY S26436 405.176 95.270 2,399,485.28 2,399,485.28

PUR 6/23/09 60 OMRON CORP JPY 50.0 106,300.00 533.18 145,183,993.00 145,183,993.00 246873 6/30/09 JPY S26436 1365.31 95.270 1,523,921.41 1,523,921.41

PUR 6/23/09 60 PANASONIC CORP NPV 399,600.00 1,859.53 506,341,166.00 506,341,166.00 246877 6/30/09 JPY S26436 1266.67 95.270 5,314,801.78 5,314,801.78

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PUR 6/23/09 60 ROHM CO LTD JPY 50.0 41,300.00 978.60 266,468,232.00 266,468,232.00 246883 6/30/09 JPY S26436 6449.75 95.270 2,796,979.45 2,796,979.45

PUR 6/23/09 60 SEKISUI CHEMICAL CO LT 425,000.00 911.60 248,224,925.00 248,224,925.00 246886 6/30/09 JPY S26436 583.854 95.270 2,605,488.87 2,605,488.87

PUR 6/23/09 60 SEKISUI HOUSE LTD JPY 255,000.00 894.97 243,697,270.00 243,697,270.00 246889 6/30/09 JPY S26436 955.341 95.270 2,557,964.42 2,557,964.42

PUR 6/23/09 60 SHARP CORP NPV 236,000.00 855.51 232,950,964.00 232,950,964.00 246892 6/30/09 JPY S26436 986.735 95.270 2,445,165.99 2,445,165.99

PUR 6/23/09 60 SHIMIZU CORP NPV 458,000.00 669.88 182,405,710.00 182,405,710.00 246895 6/30/09 JPY S26436 398.126 95.270 1,914,618.56 1,914,618.56

PUR 6/23/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 1,417.49 385,976,288.00 385,976,288.00 246899 6/30/09 JPY S26436 4486.52 95.270 4,051,393.81 4,051,393.81

PUR 6/23/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 537.34 146,315,191.00 146,315,191.00 246907 6/30/09 JPY S26436 9816.37 95.270 1,535,795.01 1,535,795.01

PUR 6/23/09 60 SUMITOMO MITSUI FINANC 107,000.00 1,594.44 434,159,245.00 434,159,245.00 246910 6/30/09 JPY S26436 4056.14 95.270 4,557,145.43 4,557,145.43

PUR 6/23/09 60 SUZUKI MOTOR CORP NPV 112,800.00 826.70 225,108,070.00 225,108,070.00 246828 6/30/09 JPY S26436 1994.94 95.270 2,362,843.18 2,362,843.18

PUR 6/23/09 60 TAIHEIYO CEMENT CORP J 608,000.00 375.97 102,376,324.00 102,376,324.00 246832 6/30/09 JPY S26436 168.323 95.270 1,074,591.41 1,074,591.41

PUR 6/23/09 60 TAISEI CORP NPV 1,194,000.00 958.10 260,888,220.00 260,888,220.00 246836 6/30/09 JPY S26436 218.423 95.270 2,738,408.94 2,738,408.94

PUR 6/23/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 1,096.26 298,507,439.00 298,507,439.00 246840 6/30/09 JPY S26436 717.315 95.270 3,133,278.46 3,133,278.46

PUR 6/23/09 60 TDK CORP NPV 32,900.00 512.88 139,654,609.00 139,654,609.00 246844 6/30/09 JPY S26436 4243.33 95.270 1,465,882.32 1,465,882.32

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 TERUMO CORP JPY 50.0 108,500.00 1,587.77 432,344,915.00 432,344,915.00 246848 6/30/09 JPY S26436 3983.35 95.270 4,538,101.34 4,538,101.34

PUR 6/23/09 60 THK CO LTD JPY 50.0 101,900.00 522.08 142,162,342.00 142,162,342.00 246852 6/30/09 JPY S26436 1394.62 95.270 1,492,204.70 1,492,204.70

PUR 6/23/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 687.56 187,220,213.00 187,220,213.00 246856 6/30/09 JPY S26436 1430.84 95.270 1,965,153.91 1,965,153.91

PUR 6/23/09 60 TOKIO MARINE HOLDINGS 110,100.00 1,028.30 280,002,960.00 280,002,960.00 246860 6/30/09 JPY S26436 2542.28 95.270 2,939,046.50 2,939,046.50

PUR 6/23/09 60 TOKYO ELECTRON LTD NPV 40,600.00 650.96 177,254,813.00 177,254,813.00 246863 6/30/09 JPY S26436 4364.35 95.270 1,860,552.25 1,860,552.25

PUR 6/23/09 60 TOKYU CORP JPY 50.0 805,000.00 1,375.25 374,474,052.00 374,474,052.00 246813 6/30/09 JPY S26436 465.022 95.270 3,930,660.77 3,930,660.77

PUR 6/23/09 60 TORAY INDUSTRIES INC N 606,000.00 1,029.76 280,398,617.00 280,398,617.00 246871 6/30/09 JPY S26436 462.542 95.270 2,943,199.51 2,943,199.51

PUR 6/23/09 60 TOTO LTD JPY 50.0 288,000.00 719.33 195,872,012.00 195,872,012.00 246879 6/30/09 JPY S26436 679.873 95.270 2,055,967.38 2,055,967.38

PUR 6/23/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 663.99 180,801,357.00 180,801,357.00 246881 6/30/09 JPY S26436 1933.02 95.270 1,897,778.49 1,897,778.49

PUR 6/23/09 60 TOYOTA MOTOR CORP NPV 498,000.00 6,596.351,796,154,585.00 1,796,154,585.00 246885 6/30/09 JPY S26436 3605.47 95.270 18,853,307.28 18,853,307.28

PUR 6/23/09 60 UNY CO LTD JPY 50.0 285,000.00 877.80 239,022,783.00 239,022,783.00 246807 6/30/09 JPY S26436 838.383 95.270 2,508,898.74 2,508,898.74

PUR 6/23/09 60 USHIO INC JPY 50.0 82,800.00 438.74 119,468,097.00 119,468,097.00 246806 6/30/09 JPY S26436 1442.34 95.270 1,253,994.93 1,253,994.93

PUR 6/23/09 60 YAKULT HONSHA CO LTD J 115,500.00 764.83 208,260,806.00 208,260,806.00 246805 6/30/09 JPY S26436 1802.49 95.270 2,186,006.15 2,186,006.15

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** COMMON D - JAPAN MSCI 100 ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)

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PUR 6/23/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 695.14 189,286,019.00 189,286,019.00 246897 6/30/09 JPY S26436 1269.93 95.270 1,986,837.61 1,986,837.61

PUR 6/23/09 60 YAMATO HOLDINGS CO LTD 294,000.00 1,317.55 358,764,539.00 358,764,539.00 246900 6/30/09 JPY S26436 1219.86 95.270 3,765,766.13 3,765,766.13 ------135,772,660.00 86,965.07 115418805589.00 115418805589.00 1,198,709,238.45 1,198,709,238.45 378 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

------135,772,660.00 86,965.07 115418805589.00 115418805589.00 1,198,709,238.45 1,198,709,238.45 378 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

------135,772,660.00 86,965.07 115418805589.00 115418805589.00 1,198,709,238.45 1,198,709,238.45 378 "PUR " TRANSACTIONS IN FUND: COMMON D - JAPAN MSCI 100 (5145)

------135,772,660.00 86,965.07 115418805589.00 115418805589.00 1,198,709,238.45 1,198,709,238.45 378 TRANSACTIONS WITHIN FUND: COMMON D - JAPAN MSCI 100 (5145)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 5/29/09 60 ISHARES MSCI TAIWAN IN 114,700.00 1,147.00 1,294,963.00 1,294,963.00 239504 6/03/09 USD H20090 11.280 1.000 1,294,963.00 1,294,963.00 ------114,700.00 1,147.00 1,294,963.00 1,294,963.00 1,294,963.00 1,294,963.00 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

------114,700.00 1,147.00 1,294,963.00 1,294,963.00 1,294,963.00 1,294,963.00 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

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

PUR 5/29/09 60 X5 RETAIL GROUP N V NP 4,800.00 49.00 76,849.00 76,849.00 246236 6/03/09 USD N20090 16.000 1.000 76,849.00 76,849.00

PUR 6/15/09 60 X5 RETAIL GROUP N V NP 17,800.00 712.00 284,766.18 284,766.18 246236 6/18/09 USD N20090 15.958 1.000 284,766.18 284,766.18 ------22,600.00 761.00 361,615.18 361,615.18 361,615.18 361,615.18 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

PUR 5/29/09 60 BANK PEKAO SA 8,748.00 595.34 950,179.77 950,179.77 240024 6/03/09 PLN N20090 108.400 3.186 298,264.05 298,264.05

PUR 5/29/09 60 BANK ZACHODNI WBK SA 2,950.00 152.98 244,157.34 244,157.34 240025 6/03/09 PLN N20090 82.600 3.186 76,641.66 76,641.66

PUR 5/29/09 60 BK HANDLOWY W WARS PLN 5,135.00 166.73 266,103.58 266,103.58 246234 6/03/09 PLN N20090 51.718 3.186 83,530.65 83,530.65

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PUR 5/29/09 60 KGHM POLSKA MIEDZ PLN1 1,942.00 85.47 136,406.47 136,406.47 240716 6/03/09 PLN N20090 70.100 3.186 42,818.37 42,818.37

PUR 5/29/09 60 PKO BANK POLSKI SA 25,337.00 397.67 634,691.85 634,691.85 241000 6/03/09 PLN N20090 25.000 3.186 199,231.52 199,231.52

PUR 5/29/09 60 POLISH OIL + GAS CO PL 59,628.00 141.88 226,442.10 226,442.10 244253 6/03/09 PLN N20090 3.790 3.186 71,080.80 71,080.80

PUR 5/29/09 60 TELEKOMUNIKACJA POLSKA 20,981.00 219.97 351,083.47 351,083.47 241648 6/03/09 PLN N20090 16.700 3.186 110,206.07 110,206.07 ------124,721.00 1,760.04 2,809,064.58 2,809,064.58 881,773.12 881,773.12 7 TRANSACTIONS IN COUNTRY: POLAND (2300)

PUR 5/29/09 60 RICHTER GEDEON VEG HUF 682.00 199.60 20,022,565.00 20,022,565.00 243414 6/04/09 HUF N20090 29300.0 200.226 99,999.78 99,999.78 ------682.00 199.60 20,022,565.00 20,022,565.00 99,999.78 99,999.78 1 TRANSACTION IN COUNTRY: HUNGARY (2800)

PUR 5/29/09 60 AKBANK TAS TRY 1.0 53,647.00 336.16 346,542.18 346,542.18 241892 6/02/09 TRY N20090 6.450 1.544 224,444.42 224,444.42

PUR 5/29/09 60 ANADOLU EFES BIRACILIK 11,187.00 138.02 142,288.01 142,288.01 242900 6/02/09 TRY N20090 12.700 1.544 92,155.45 92,155.45

PUR 5/29/09 60 HACI OMER SABANCI HOLD 22,061.00 100.30 103,400.35 103,400.35 241961 6/02/09 TRY N20090 4.680 1.544 66,969.14 66,969.14

PUR 5/29/09 60 TURK TELEKOMUNIKASYON 17,521.00 72.85 75,102.36 75,102.36 244498 6/02/09 TRY N20090 4.280 1.544 48,641.42 48,641.42

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 TURKCELL ILETISIM HIZM 15,439.00 121.49 125,243.48 125,243.48 240463 6/02/09 TRY N20090 8.100 1.544 81,116.24 81,116.24

PUR 5/29/09 60 TURKIYE GARANTI BANKAS 138,720.00 520.20 536,262.39 536,262.39 239795 6/02/09 TRY N20090 3.860 1.544 347,320.20 347,320.20

PUR 5/29/09 60 TURKIYE HALK BANKASI A 22,386.00 128.32 132,275.52 132,275.52 243418 6/02/09 TRY N20090 5.900 1.544 85,670.67 85,670.67

PUR 5/29/09 60 TURKIYE IS BANKASI-C 39,392.00 202.83 209,090.77 209,090.77 241963 6/02/09 TRY N20090 5.300 1.544 135,421.48 135,421.48 ------320,353.00 1,620.17 1,670,205.06 1,670,205.06 1,081,739.02 1,081,739.02 8 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 6/01/09 60 CATHAY FINANCIAL H RE 38,450.00 636,920.41 636,920.41 247238 6/04/09 USD H20090 16.565 1.000 636,920.41 636,920.41

PUR 6/01/09 60 HON HAI PRECISION IND 187,515.00 1,512,739.76 1,512,739.76 247493 6/04/09 USD H20090 8.067 1.000 1,512,739.76 1,512,739.76

PUR 6/16/09 60 WISTRON CORP TWD 10.0 10,350.00 154,215.00 154,215.00 247573 6/19/09 USD H20090 14.900 1.000 154,215.00 154,215.00 ------236,315.00 2,303,875.17 2,303,875.17 2,303,875.17 2,303,875.17 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 5/29/09 60 BANK OF CHINA LTD - H 4,651,000.00 3,125.57 15,757,632.84 15,757,632.84 246232 6/02/09 HKD H20090 3.383 7.752 2,032,665.93 2,032,665.93

PUR 5/29/09 60 CHINA CITIC BANK C 39,000.00 77.48 167,910.65 167,910.65 247241 6/02/09 HKD H20090 4.290 7.752 21,659.74 21,659.74

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 CHINA CITIC BANK C 424,000.00 364.27 1,835,987.91 1,835,987.91 247241 6/02/09 HKD H20090 4.324 7.752 236,834.44 236,834.44

PUR 6/01/09 60 CHINA CITIC BANK C 280,000.00 248.13 1,250,331.14 1,250,331.14 247241 6/03/09 HKD H20090 4.459 7.751 161,322.64 161,322.64

PUR 6/01/09 60 CHINA COMMUNICATIONS S 144,000.00 124.27 693,761.59 693,761.59 243415 6/03/09 HKD H20090 4.811 7.750 89,511.85 89,511.85

PUR 6/01/09 60 CHINA CONSTRUCTION 720,000.00 667.83 3,728,296.02 3,728,296.02 239291 6/03/09 HKD H20090 5.171 7.750 481,039.42 481,039.42

PUR 6/01/09 60 CHINA RAILWAY CONS 31,500.00 64.38 359,337.49 359,337.49 244928 6/03/09 HKD H20090 11.392 7.750 46,363.14 46,363.14

PUR 6/01/09 60 DONGFENG MOTOR GROUP C 328,000.00 446.20 2,491,305.45 2,491,305.45 240999 6/03/09 HKD H20090 7.585 7.750 321,438.03 321,438.03

PUR 6/01/09 60 INDUSTRIAL + COMME 1,210,000.00 1,075.85 6,006,792.40 6,006,792.40 239287 6/03/09 HKD H20090 4.957 7.750 775,019.99 775,019.99

PUR 6/01/09 60 YANZHOU COAL MININ ''H 242,000.00 439.55 2,453,947.11 2,453,947.11 246237 6/03/09 HKD H20090 10.126 7.750 316,617.91 316,617.91

PUR 6/02/09 60 CHINA CITIC BANK C 320,000.00 290.79 1,465,262.02 1,465,262.02 247241 6/04/09 HKD H20090 4.572 7.751 189,031.92 189,031.92

PUR 6/03/09 60 CHINA CITIC BANK C 307,000.00 287.02 1,446,229.96 1,446,229.96 247241 6/05/09 HKD H20090 4.704 7.751 186,581.43 186,581.43

PUR 6/04/09 60 CHINA CITIC BANK C 90,000.00 133.95 410,229.70 410,229.70 247241 6/08/09 HKD H20090 4.547 7.751 52,926.04 52,926.04

PUR 6/04/09 60 CHINA CITIC BANK C 257,000.00 232.59 1,171,898.14 1,171,898.14 247241 6/08/09 HKD H20090 4.553 7.751 151,193.15 151,193.15

PUR 6/05/09 60 CHINA CITIC BANK C 110,000.00 99.32 500,455.83 500,455.83 247241 6/09/09 HKD H20090 4.543 7.751 64,565.78 64,565.78

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/08/09 60 CHINA CITIC BANK C 148,000.00 133.86 674,230.33 674,230.33 247241 6/10/09 HKD H20090 4.549 7.751 86,987.36 86,987.36

PUR 6/08/09 60 CHINA OILFIELD SER HKD 28,000.00 123.91 268,301.61 268,301.61 247497 6/10/09 HKD H20090 9.548 7.751 34,615.54 34,615.54

PUR 6/08/09 60 CHINA OILFIELD SER HKD 28,000.00 124.30 269,080.22 269,080.22 247497 6/10/09 HKD H20090 9.576 7.751 34,716.00 34,716.00

PUR 6/08/09 60 CHINA OILFIELD SER HKD 68,000.00 129.14 650,917.76 650,917.76 247497 6/10/09 HKD H20090 9.558 7.751 83,979.64 83,979.64

PUR 6/09/09 60 CHINA CITIC BANK C 102,000.00 91.75 462,067.33 462,067.33 247241 6/11/09 HKD H20090 4.523 7.751 59,613.90 59,613.90

PUR 6/09/09 60 CHINA OILFIELD SER HKD 90,000.00 380.17 823,665.67 823,665.67 247497 6/11/09 HKD H20090 9.119 7.751 106,265.73 106,265.73

PUR 6/09/09 60 CHINA OILFIELD SER HKD 152,000.00 641.79 1,390,484.88 1,390,484.88 247497 6/11/09 HKD H20090 9.115 7.751 179,394.26 179,394.26

PUR 6/09/09 60 CHINA OILFIELD SER HKD 100,000.00 181.18 913,134.34 913,134.34 247497 6/11/09 HKD H20090 9.117 7.751 117,808.58 117,808.58

PUR 6/10/09 60 CHINA CITIC BANK C 59,000.00 56.18 282,756.35 282,756.35 247241 6/12/09 HKD H20090 4.785 7.751 36,479.51 36,479.51

PUR 6/10/09 60 CHINA CITIC BANK C 116,000.00 259.27 561,709.63 561,709.63 247241 6/12/09 HKD H20090 4.825 7.751 72,468.38 72,468.38

PUR 6/10/09 60 CHINA OILFIELD SER HKD 22,000.00 94.71 205,028.32 205,028.32 247497 6/12/09 HKD H20090 9.286 7.751 26,451.51 26,451.51

PUR 6/10/09 60 CHINA OILFIELD SER HKD 32,000.00 137.96 298,874.11 298,874.11 247497 6/12/09 HKD H20090 9.306 7.751 38,558.93 38,558.93

PUR 6/10/09 60 CHINA OILFIELD SER HKD 32,000.00 59.18 298,039.49 298,039.49 247497 6/12/09 HKD H20090 9.299 7.751 38,451.25 38,451.25

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/11/09 60 CHINA CITIC BANK C 153,000.00 150.59 758,869.07 758,869.07 247241 6/15/09 HKD H20090 4.952 7.751 97,907.22 97,907.22

PUR 6/11/09 60 CHINA OILFIELD SER HKD 42,000.00 80.07 403,543.39 403,543.39 247497 6/15/09 HKD H20090 9.593 7.751 52,064.07 52,064.07

PUR 6/11/09 60 CHINA OILFIELD SER HKD 38,000.00 169.30 366,640.40 366,640.40 247497 6/15/09 HKD H20090 9.614 7.751 47,302.95 47,302.95

PUR 6/12/09 60 CHINA CITIC BANK C 116,000.00 114.40 576,107.42 576,107.42 247241 6/16/09 HKD H20090 4.959 7.750 74,335.48 74,335.48

PUR 6/12/09 60 CHINA CITIC BANK C 125,000.00 287.90 623,568.76 623,568.76 247241 6/16/09 HKD H20090 4.971 7.750 80,459.45 80,459.45

PUR 6/12/09 60 CHINA OILFIELD SER HKD 48,000.00 94.35 475,211.22 475,211.22 247497 6/16/09 HKD H20090 9.885 7.750 61,316.79 61,316.79

PUR 6/15/09 60 CHINA CONSTRUCTION 619,000.00 697.19 3,514,081.10 3,514,081.10 239291 6/17/09 HKD H20090 5.668 7.750 453,418.12 453,418.12

PUR 6/15/09 60 CHINA OILFIELD SER HKD 38,000.00 166.45 360,382.44 360,382.44 247497 6/17/09 HKD H20090 9.450 7.750 46,499.76 46,499.76

PUR 6/15/09 60 CHINA OILFIELD SER HKD 60,000.00 112.41 566,047.20 566,047.20 247497 6/17/09 HKD H20090 9.420 7.750 73,036.46 73,036.46

PUR 6/16/09 60 CHINA OILFIELD SER HKD 120,000.00 210.96 1,062,662.95 1,062,662.95 247497 6/18/09 HKD H20090 8.842 7.750 137,117.80 137,117.80

PUR 6/17/09 60 CHINA OILFIELD SER HKD 78,000.00 133.49 672,427.36 672,427.36 247497 6/19/09 HKD H20090 8.608 7.750 86,762.58 86,762.58 ------11,567,500.00 12,307.71 56,217,209.60 56,217,209.60 7,252,782.68 7,252,782.68 39 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 BEIJING ENTERPRISES HO 83,500.00 530.81 2,963,287.28 2,963,287.28 244140 6/03/09 HKD H20090 35.439 7.751 382,334.98 382,334.98

PUR 6/01/09 60 BELLE INTERNATIONAL H 136,000.00 150.44 839,537.96 839,537.96 244874 6/03/09 HKD H20090 6.165 7.751 108,320.49 108,320.49

PUR 6/01/09 60 BYD ELECTRONIC INTERNA 128,000.00 128.19 715,271.96 715,271.96 239286 6/03/09 HKD H20090 5.580 7.751 92,287.20 92,287.20

PUR 6/01/09 60 CHINA RESOURCES POWER 68,000.00 207.84 1,160,290.08 1,160,290.08 239284 6/03/09 HKD H20090 17.039 7.751 149,705.19 149,705.19

PUR 6/01/09 60 DATANG INTL POWER H 162,000.00 122.28 682,271.12 682,271.12 239288 6/03/09 HKD H20090 4.206 7.751 88,029.30 88,029.30

PUR 6/01/09 60 SHANGHAI INDUSTRIAL HL 82,000.00 458.17 2,557,605.08 2,557,605.08 239283 6/03/09 HKD H20090 31.147 7.750 329,992.27 329,992.27

PUR 6/15/09 60 FU HUI HLDGS HKD0.10 10,000.00 7.73 38,764.91 38,764.91 247499 6/17/09 HKD H20090 3.871 7.750 5,001.79 5,001.79

PUR 6/15/09 60 FU HUI HLDGS HKD0.10 286,000.00 516.26 1,118,514.50 1,118,514.50 247499 6/17/09 HKD H20090 3.897 7.750 144,320.73 144,320.73

PUR 6/16/09 60 FU HUI HLDGS HKD0.10 30,000.00 21.79 109,194.87 109,194.87 247499 6/18/09 HKD H20090 3.634 7.750 14,089.66 14,089.66

PUR 6/17/09 60 FU HUI HLDGS HKD0.10 30,000.00 22.23 111,796.27 111,796.27 247499 6/19/09 HKD H20090 3.721 7.750 14,424.95 14,424.95

PUR 6/18/09 60 FU HUI HLDGS HKD0.10 132,000.00 99.13 499,371.84 499,371.84 247499 6/22/09 HKD H20090 3.777 7.750 64,435.91 64,435.91

PUR 6/19/09 60 FU HUI HLDGS HKD0.10 62,000.00 47.64 239,676.83 239,676.83 247499 6/23/09 HKD H20090 3.860 7.750 30,926.04 30,926.04

PUR 6/19/09 60 FU HUI HLDGS HKD0.10 22,000.00 39.29 85,041.86 85,041.86

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247499 6/23/09 HKD H20090 3.852 7.750 10,973.14 10,973.14

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/22/09 60 FU HUI HLDGS HKD0.10 90,000.00 71.51 360,203.21 360,203.21 247499 6/24/09 HKD H20090 3.996 7.750 46,476.03 46,476.03

PUR 6/23/09 60 FU HUI HLDGS HKD0.10 24,000.00 41.50 89,757.64 89,757.64 247499 6/25/09 HKD H20090 3.727 7.750 11,581.78 11,581.78

PUR 6/23/09 60 FU HUI HLDGS HKD0.10 92,000.00 68.49 344,537.16 344,537.16 247499 6/25/09 HKD H20090 3.739 7.750 44,456.98 44,456.98

PUR 6/24/09 60 FU HUI HLDGS HKD0.10 60,000.00 46.49 234,240.30 234,240.30 247499 6/26/09 HKD H20090 3.898 7.750 30,224.94 30,224.94

PUR 6/25/09 60 FU HUI HLDGS HKD0.10 36,000.00 28.39 142,852.02 142,852.02 247499 6/29/09 HKD H20090 3.962 7.750 18,432.99 18,432.99

PUR 6/26/09 60 FU HUI HLDGS HKD0.10 26,000.00 21.26 107,149.57 107,149.57 247499 6/30/09 HKD H20090 4.115 7.750 13,826.11 13,826.11 ------1,559,500.00 2,629.44 12,399,364.46 12,399,364.46 1,599,840.48 1,599,840.48 19 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 5/28/09 60 HANA FINANCIAL GROUP I 630.00 6.26 17,507,220.00 17,507,220.00 247011 6/01/09 KRW H20090 27776.7 1256.30 13,935.54 13,935.54

PUR 6/01/09 60 AMOREPACIFIC CORP 174.00 26.01 107,291,170.00 107,291,170.00 239473 6/03/09 KRW H20090 616431. 1237.00 86,734.98 86,734.98

PUR 6/01/09 60 CHEIL INDUSTRIES INC 2,430.00 28.32 116,802,530.00 116,802,530.00 239475 6/03/09 KRW H20090 48052.4 1237.00 94,424.03 94,424.03

PUR 6/01/09 60 CHEIL WORLDWIDE INC 413.00 22.26 91,846,040.00 91,846,040.00 239474 6/03/09 KRW H20090 222320. 1237.00 74,249.02 74,249.02

PUR 6/01/09 60 HANA FINANCIAL GROUP I 3,360.00 24.43 100,793,720.00 100,793,720.00 247011 6/03/09 KRW H20090 29989.1 1237.00 81,482.39 81,482.39

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 HYUNDAI ENGINEERING & 2,300.00 35.29 145,554,350.00 145,554,350.00 247012 6/03/09 KRW H20090 63265.5 1237.00 117,667.22 117,667.22

PUR 6/01/09 60 HYUNDAI MOTOR CO~KSWN5 550.00 9.51 39,276,270.00 39,276,270.00 239481 6/03/09 KRW H20090 71390.0 1237.00 31,751.23 31,751.23

PUR 6/01/09 60 KT+G CORP KRW 5000.0 310.00 5.17 21,347,400.00 21,347,400.00 244003 6/03/09 KRW H20090 68841.9 1237.00 17,257.40 17,257.40

PUR 6/01/09 60 LG CHEM LTD KRW 5000.0 1,817.00 67.16 277,031,080.00 277,031,080.00 239483 6/03/09 KRW H20090 152420. 1237.00 223,953.99 223,953.99

PUR 6/01/09 60 LG ELECTRONICS INC~KRW 1,451.00 42.32 174,559,850.00 174,559,850.00 239484 6/03/09 KRW H20090 120267. 1237.00 141,115.48 141,115.48

PUR 6/01/09 60 LG TELECOM LTD 8,980.00 18.18 75,008,590.00 75,008,590.00 243410 6/03/09 KRW H20090 8350.34 1237.00 60,637.50 60,637.50

PUR 6/01/09 60 NHN CORP 1,741.00 84.40 348,109,400.00 348,109,400.00 239486 6/03/09 KRW H20090 199887. 1237.00 281,414.23 281,414.23

PUR 6/01/09 60 SAMSUNG ELCTRNCS N/VT 473.00 41.77 172,303,170.00 172,303,170.00 239490 6/03/09 KRW H20090 364168. 1237.00 139,291.16 139,291.16

PUR 6/01/09 60 SAMSUNG ELECTRONICS CO 1,099.00 147.47 608,269,420.00 608,269,420.00 239489 6/03/09 KRW H20090 553309. 1237.00 491,729.52 491,729.52

PUR 6/01/09 60 SAMSUNG FIRE + MARINE 889.00 39.89 164,575,850.00 164,575,850.00 239491 6/03/09 KRW H20090 185069. 1237.00 133,044.34 133,044.34

PUR 6/01/09 60 SHINHAN FINANCIAL GROU 8,690.00 67.74 279,415,290.00 279,415,290.00 239492 6/03/09 KRW H20090 32144.0 1237.00 225,881.40 225,881.40

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PUR 6/01/09 60 SK TELECOM CO LTD KRW 852.00 35.66 147,087,610.00 147,087,610.00 243412 6/03/09 KRW H20090 172586. 1237.00 118,906.72 118,906.72

PUR 6/01/09 60 SSCP CO LTD 5,670.00 17.11 70,612,520.00 70,612,520.00 239494 6/03/09 KRW H20090 12449.9 1237.00 57,083.69 57,083.69

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 WOONGJIN COWAY CO LTD 8,800.00 63.61 262,405,190.00 262,405,190.00 239495 6/03/09 KRW H20090 29809.8 1237.00 212,130.31 212,130.31

PUR 6/04/09 60 SHINSEGAE CO LTD KRW 5 114.00 103.75 51,977,927.00 51,977,927.00 247496 6/08/09 KRW H20090 454809. 1249.40 41,602.31 41,602.31

PUR 6/05/09 60 SHINSEGAE CO LTD KRW 5 358.00 324.04 161,506,498.00 161,506,498.00 247496 6/09/09 KRW H20090 450010. 1242.90 129,943.28 129,943.28

PUR 6/08/09 60 SHINSEGAE CO LTD KRW 5 379.00 337.59 169,530,345.00 169,530,345.00 247496 6/10/09 KRW H20090 446194. 1252.30 135,375.19 135,375.19

PUR 6/09/09 60 SHINSEGAE CO LTD KRW 5 205.00 178.53 90,535,456.00 90,535,456.00 247496 6/11/09 KRW H20090 440535. 1264.60 71,592.17 71,592.17

PUR 6/10/09 60 SHINSEGAE CO LTD KRW 5 269.00 252.52 126,231,026.00 126,231,026.00 247496 6/12/09 KRW H20090 468090. 1246.60 101,260.25 101,260.25

PUR 6/11/09 60 SHINSEGAE CO LTD KRW 5 296.00 279.46 140,350,555.00 140,350,555.00 247496 6/15/09 KRW H20090 472974. 1252.40 112,065.28 112,065.28

PUR 6/12/09 60 SHINSEGAE CO LTD KRW 5 109.00 103.52 52,044,559.00 52,044,559.00 247496 6/16/09 KRW H20090 476282. 1253.70 41,512.77 41,512.77

PUR 6/15/09 60 SHINSEGAE CO LTD KRW 5 139.00 132.08 66,823,866.00 66,823,866.00 247496 6/17/09 KRW H20090 479548. 1261.70 52,963.36 52,963.36

PUR 6/16/09 60 SHINSEGAE CO LTD KRW 5 159.00 153.74 77,426,694.00 77,426,694.00 247496 6/18/09 KRW H20090 485746. 1255.90 61,650.37 61,650.37

PUR 6/23/09 60 SHINSEGAE CO LTD KRW 5 131.00 121.52 62,887,334.00 62,887,334.00 247496 6/25/09 KRW H20090 478858. 1290.50 48,730.98 48,730.98

PUR 6/24/09 60 SHINSEGAE CO LTD KRW 5 362.00 351.10 180,653,957.00 180,653,957.00 247496 6/26/09 KRW H20090 497799. 1283.10 140,794.92 140,794.92

PUR 6/25/09 60 SAMSUNG ELECTRONICS CO 175.00 200.11 103,409,823.00 103,409,823.00 239489 6/29/09 KRW H20090 589439. 1288.70 80,243.52 80,243.52 ------53,325.00 3,320.524,503,174,710.00 4,503,174,710.00 3,620,424.55 3,620,424.55 31 TRANSACTIONS IN COUNTRY: KOREA (4500)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 ASTRA INTERNATIONAL TB 94,500.00 160.742,057,061,859.00 2,057,061,859.00 239308 6/04/09 IDR H20090 21750.4 10230.0 201,081.32 201,081.32

PUR 6/01/09 60 BANK MANDIRI 731,000.00 183.582,349,352,899.00 2,349,352,899.00 239243 6/04/09 IDR H20090 3211.32 10230.0 229,653.26 229,653.26

PUR 6/01/09 60 BANK RAKYAT INDONESIA 367,000.00 182.242,332,314,360.00 2,332,314,360.00 239245 6/04/09 IDR H20090 6350.00 10230.0 227,987.72 227,987.72

PUR 6/01/09 60 BUMI RESOURCES TBK PT 494,500.00 79.421,016,456,174.00 1,016,456,174.00 239310 6/04/09 IDR H20090 2053.88 10230.0 99,360.33 99,360.33

PUR 6/01/09 60 PERUSAHAAN GAS NEGARA 558,000.00 128.621,646,020,765.00 1,646,020,765.00 240301 6/04/09 IDR H20090 2947.50 10230.0 160,901.35 160,901.35 ------2,245,000.00 734.609,401,206,057.00 9,401,206,057.00 918,983.98 918,983.98 5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 5/29/09 60 AFRICAN BANK INVESTMEN 62,000.00 709.87 1,617,699.81 1,617,699.81

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246233 6/05/09 ZAR N20090 26.000 8.029 201,472.07 201,472.07

PUR 5/29/09 60 ANGLO PLATINUM LTD ZAR 3,100.00 756.97 1,726,082.04 1,726,082.04 245196 6/05/09 ZAR N20090 554.840 8.029 214,970.24 214,970.24

PUR 5/29/09 60 ANGLOGOLD LIMITED ZAR 8,780.00 1,331.76 3,048,573.25 3,048,573.25 243416 6/05/09 ZAR N20090 346.000 8.029 379,676.35 379,676.35

PUR 5/29/09 60 HARMONY GOLD MINING CO 14,700.00 629.92 1,433,750.87 1,433,750.87 243417 6/05/09 ZAR N20090 97.190 8.029 178,562.64 178,562.64

PUR 5/29/09 60 IMPALA PLATINUM HOLDIN 17,200.00 1,454.63 3,331,279.83 3,331,279.83 245197 6/05/09 ZAR N20090 193.000 8.029 414,885.28 414,885.28

PUR 5/29/09 60 MR PRICE GROUP LTD 40,000.00 480.28 1,089,456.36 1,089,456.36 242128 6/05/09 ZAR N20090 27.140 8.029 135,683.41 135,683.41

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 NASPERS LTD ZAR 0.02 18,200.00 1,519.84 3,481,305.39 3,481,305.39 242613 6/05/09 ZAR N20090 190.610 8.029 433,569.80 433,569.80

PUR 5/29/09 60 TIGER BRANDS LTD ZAR 0 14,400.00 881.05 2,011,554.28 2,011,554.28 243220 6/05/09 ZAR N20090 139.200 8.029 250,523.61 250,523.61 ------178,380.00 7,764.32 17,739,701.83 17,739,701.83 2,209,343.40 2,209,343.40 8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 6/01/09 60 BANGKOK BANK PUBLIC CO 42,400.00 53.74 3,856,156.17 3,856,156.17 240465 6/04/09 THB H20090 90.904 34.070 113,183.33 113,183.33

PUR 6/01/09 60 KASIKORNBANK PCL-NVDR 118,800.00 94.19 6,759,234.43 6,759,234.43 240466 6/04/09 THB H20090 56.869 34.070 198,392.56 198,392.56

PUR 6/01/09 60 PTT EXPLORAT + PROD TH 25,000.00 47.24 3,389,659.33 3,389,659.33 240467 6/04/09 THB H20090 135.522 34.070 99,491.03 99,491.03

PUR 6/01/09 60 PTT PCL/FOREIGN 7,400.00 23.33 1,674,495.19 1,674,495.19 240468 6/04/09 THB H20090 226.176 34.070 49,148.67 49,148.67

PUR 6/01/09 60 SIAM COMMERCIAL BANK-F 50,300.00 47.75 3,426,901.07 3,426,901.07 240469 6/04/09 THB H20090 68.097 34.070 100,584.12 100,584.12 ------243,900.00 266.25 19,106,446.19 19,106,446.19 560,799.71 560,799.71 5 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 5/29/09 60 BANCO BRADESCO S A NPV 6,400.00 64.00 97,792.00 97,792.00 243721 6/03/09 USD N20090 15.270 1.000 97,792.00 97,792.00

PUR 5/29/09 60 BANCO BRADESCO SA PREF 3,600.00 102.19 109,281.25 109,281.25 244138 6/03/09 BRL N20090 30.300 1.969 55,492.43 55,492.43

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 BM+FBOVESPA SA NPV 35,600.00 379.56 405,875.46 405,875.46 244710 6/03/09 BRL N20090 11.380 1.969 206,101.39 206,101.39

PUR 5/29/09 60 COMPANHIA DE BEBIDAS D 3,100.00 31.00 203,081.00 203,081.00 243785 6/03/09 USD N20090 65.500 1.000 203,081.00 203,081.00

PUR 5/29/09 60 ITAU UNIBANCO HOLDING 32,000.00 320.00 513,920.00 513,920.00 247080 6/03/09 USD N20090 16.050 1.000 513,920.00 513,920.00

PUR 5/29/09 60 LOJAS RENNER SA NPV 8,914.00 181.39 193,969.29 193,969.29 244711 6/03/09 BRL N20090 21.720 1.969 98,496.57 98,496.57

PUR 5/29/09 60 LOJAS RENNER SA NPV 9,300.00 189.24 202,368.68 202,368.68 244711 6/03/09 BRL N20090 21.720 1.969 102,761.73 102,761.73

PUR 5/29/09 60 NET SERVICOS DE COMUNI 19,300.00 358.92 383,811.83 383,811.83 239596 6/03/09 BRL N20090 19.850 1.969 194,897.59 194,897.59

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PUR 5/29/09 60 PDG REALTY SA EMPREEND 8,100.00 170.44 182,261.65 182,261.65 242987 6/03/09 BRL N20090 22.460 1.969 92,551.49 92,551.49

PUR 5/29/09 60 PERDIGAO SA 9,900.00 363.59 388,796.01 388,796.01 240130 6/03/09 BRL N20090 39.200 1.969 197,428.53 197,428.53

PUR 5/29/09 60 ULTRAPAR PARTICIPACOES 2,800.00 169.18 180,905.16 180,905.16 243517 6/03/09 BRL N20090 64.490 1.969 91,862.67 91,862.67

PUR 5/29/09 60 VALE SA SP PREF ADR 66,900.00 669.00 1,086,456.00 1,086,456.00 247280 6/03/09 USD N20090 16.230 1.000 1,086,456.00 1,086,456.00

PUR 5/29/09 60 VIVO PARTICIPACOES S A 3,500.00 35.00 70,630.00 70,630.00 244079 6/03/09 USD N20090 20.170 1.000 70,630.00 70,630.00

PUR 6/24/09 60 MRV ENGENHARIA E PARTI 1,206.00 47.52 31,197.44 31,197.44 247598 6/29/09 BRL 25.791 1.964 15,887.88 15,887.88

PUR 6/24/09 60 MRV ENGENHARIA E PARTI 1,351.00 52.18 34,256.68 34,256.68 247598 6/29/09 BRL N20090 25.281 1.964 17,445.85 17,445.85

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/24/09 60 MRV ENGENHARIA E PARTI 2,149.00 83.00 54,491.20 54,491.20 247598 6/29/09 BRL N20090 25.281 1.964 27,750.66 27,750.66

PUR 6/24/09 60 MRV ENGENHARIA E PARTI 34,400.00 842,800.00 842,800.00 247598 6/29/09 BRL N20090 24.500 1.964 429,211.65 429,211.65

PUR 6/24/09 60 MRV ENGENHARIA E PARTI 3,794.00 150.50 98,801.38 98,801.38 247598 6/29/09 BRL N20090 25.964 1.964 50,316.45 50,316.45

PUR 6/25/09 60 MRV ENGENHARIA E PARTI 395.00 15.18 9,989.44 9,989.44 247598 6/30/09 BRL N20090 25.214 1.968 5,075.68 5,075.68

PUR 6/25/09 60 MRV ENGENHARIA E PARTI 17.00 .66 429.93 429.93 247598 6/30/09 BRL 25.214 1.968 218.45 218.45

PUR 6/25/09 60 MRV ENGENHARIA E PARTI 5,188.00 199.40 131,203.19 131,203.19 247598 6/30/09 BRL N20090 25.214 1.968 66,664.90 66,664.90

PUR 6/25/09 60 MRV ENGENHARIA E PARTI 5,600.00 215.23 14,622.56 14,622.56 247598 6/30/09 BRL N20090 2.536 1.968 7,429.79 7,429.79 ------263,514.00 3,797.18 5,236,940.15 5,236,940.15 3,631,472.71 3,631,472.71 22 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 5/27/09 60 SINA CORP/CHINA USD 0. 13,600.00 136.00 394,163.36 394,163.36 247240 6/01/09 USD H20090 28.973 1.000 394,163.36 394,163.36

PUR 6/01/09 60 CHINA ZHONGWANG HOLDIN 551,600.00 745.69 4,163,354.13 4,163,354.13 246570 6/03/09 HKD H20090 7.537 7.750 537,172.33 537,172.33

PUR 6/02/09 60 CHINA DONGXIANG GROUP 125,000.00 113.04 569,776.22 569,776.22 247495 6/04/09 HKD H20090 4.551 7.751 73,506.23 73,506.23

PUR 6/03/09 60 CHINA DONGXIANG GROUP 31,000.00 28.36 142,466.41 142,466.41 247495 6/05/09 HKD H20090 4.589 7.751 18,379.92 18,379.92

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/03/09 60 CHINA DONGXIANG GROUP 27,000.00 57.63 124,665.63 124,665.63 247495 6/05/09 HKD H20090 4.601 7.751 16,083.40 16,083.40

PUR 6/04/09 60 CHINA DONGXIANG GROUP 21,000.00 19.25 96,765.97 96,765.97 247495 6/08/09 HKD H20090 4.601 7.751 12,484.32 12,484.32

PUR 6/04/09 60 CHINA DONGXIANG GROUP 339,000.00 732.63 1,587,384.83 1,587,384.83 247495 6/08/09 HKD H20090 4.666 7.751 204,797.42 204,797.42

PUR 6/05/09 60 CHINA DONGXIANG GROUP 24,000.00 23.43 117,918.38 117,918.38 247495 6/09/09 HKD H20090 4.906 7.751 15,213.12 15,213.12

PUR 6/05/09 60 CHINA DONGXIANG GROUP 17,000.00 16.08 80,917.13 80,917.13

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247495 6/09/09 HKD H20090 4.753 7.751 10,439.44 10,439.44

PUR 6/08/09 60 CHINA DONGXIANG GROUP 56,000.00 53.19 267,633.10 267,633.10 247495 6/10/09 HKD H20090 4.772 7.751 34,529.29 34,529.29

PUR 6/09/09 60 CHINA DONGXIANG GROUP 32,000.00 29.60 149,157.43 149,157.43 247495 6/11/09 HKD H20090 4.654 7.751 19,243.64 19,243.64

PUR 6/10/09 60 CHINA DONGXIANG GROUP 48,000.00 45.09 227,139.87 227,139.87 247495 6/12/09 HKD H20090 4.725 7.751 29,304.21 29,304.21

PUR 6/11/09 60 CHINA DONGXIANG GROUP 17,000.00 38.39 83,187.88 83,187.88 247495 6/15/09 HKD H20090 4.876 7.751 10,732.67 10,732.67

PUR 6/12/09 60 CHINA DONGXIANG GROUP 31,000.00 30.98 155,965.50 155,965.50 247495 6/16/09 HKD H20090 5.023 7.750 20,124.32 20,124.32

PUR 6/15/09 60 CHINA DONGXIANG GROUP 27,200.00 27.20 136,942.52 136,942.52 247495 6/17/09 HKD H20090 5.027 7.750 17,669.55 17,669.55 ------1,360,400.00 2,096.56 8,297,438.36 8,297,438.36 1,413,843.22 1,413,843.22 15 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 AMERICA MOVIL-ADR SERI 10,600.00 106.00 406,404.00 406,404.00 239497 6/03/09 USD N20090 38.330 1.000 406,404.00 406,404.00

PUR 5/29/09 60 DESARROLLADORA HOMEX S 3,086.00 30.86 83,198.56 83,198.56 246078 6/03/09 USD N20090 26.950 1.000 83,198.56 83,198.56

PUR 5/29/09 60 GRUPO FINANCIERO BANOR 84,800.00 301.97 2,653,975.00 2,653,975.00 239199 6/03/09 MXN N20090 31.250 13.164 201,614.68 201,614.68

PUR 5/29/09 60 GRUPO TELEVISA SA USD 12,300.00 123.00 218,817.00 218,817.00 242473 6/03/09 USD N20090 17.780 1.000 218,817.00 218,817.00

PUR 5/29/09 60 WALMART DE MEXICO-SER 51,900.00 228.81 2,011,023.02 2,011,023.02 239211 6/03/09 MXN N20090 38.690 13.164 152,771.51 152,771.51 ------162,686.00 790.64 5,373,417.58 5,373,417.58 1,062,805.75 1,062,805.75 5 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 5/29/09 60 COPA HOLDINGS SA-CLASS 2,900.00 29.00 101,007.00 101,007.00 240862 6/03/09 USD N20090 34.820 1.000 101,007.00 101,007.00 ------2,900.00 29.00 101,007.00 101,007.00 101,007.00 101,007.00 1 TRANSACTION IN COUNTRY: PANAMA (8200)

PUR 6/01/09 60 BUMIPUTRA-COMMERCE HLD 50,300.00 134.18 443,125.72 443,125.72 244254 6/04/09 MYR H20090 8.800 3.470 127,701.94 127,701.94

PUR 6/01/09 60 TENAGA NASIONAL BHD 48,100.00 123.30 380,182.17 380,182.17 243720 6/04/09 MYR H20090 7.895 3.470 109,562.59 109,562.59 ------98,400.00 257.48 823,307.89 823,307.89 237,264.53 237,264.53 2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 CHECK POINT SOFTWARE T 4,500.00 45.00 105,120.00 105,120.00 244870 6/03/09 USD N20090 23.350 1.000 105,120.00 105,120.00

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PUR 5/29/09 60 TEVA PHARMACEUTICAL IN 5,200.00 52.00 241,124.00 241,124.00 244873 6/03/09 USD N20090 46.360 1.000 241,124.00 241,124.00 ------9,700.00 97.00 346,244.00 346,244.00 346,244.00 346,244.00 2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 5/29/09 60 CESKY TELECOM CZK100 5,300.00 171.29 2,176,259.50 2,176,259.50 243597 6/03/09 CZK N20090 410.000 19.029 114,367.22 114,367.22

PUR 5/29/09 60 CEZ CZK 100.0 5,300.00 359.30 4,564,837.00 4,564,837.00 241312 6/03/09 CZK N20090 860.000 19.029 239,892.22 239,892.22

PUR 5/29/09 60 KOMERCNI BANKA AS CZK 1,300.00 243.79 3,097,339.05 3,097,339.05 240037 6/03/09 CZK N20090 2379.00 19.029 162,771.97 162,771.97 ------11,900.00 774.38 9,838,435.55 9,838,435.55 517,031.41 517,031.41 3 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

PUR 5/04/09 60 RUSHYDRO CLS 1,577,249.00 1,577,249.00 1,577,249.00 242612 6/15/09 USD MS2 1.000 1.000 1,577,249.00 1,577,249.00

PUR 5/29/09 60 MOBILE TELESYSTEMS OJS 700.00 7.00 29,050.00 29,050.00 244139 6/03/09 USD N20090 41.490 1.000 29,050.00 29,050.00

PUR 5/29/09 60 OJSC OC ROSNEFT USD 0. 111,700.00 1,117.00 750,624.00 750,624.00 240714 6/03/09 USD N20090 6.710 1.000 750,624.00 750,624.00

PUR 5/29/09 60 OJSC POLYUS GOLD USD 1 4,100.00 41.00 106,641.00 106,641.00 244929 6/03/09 USD N20090 26.000 1.000 106,641.00 106,641.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 RUSHYDRO CLS 2,235,200.00 91,196.16 91,196.16 242612 6/05/09 USD .041 1.000 91,196.16 91,196.16

PUR 5/29/09 60 SBERBANK-CLS 102,100.00 147,238.41 147,238.41 247010 6/05/09 USD 1.442 1.000 147,238.41 147,238.41

PUR 5/29/09 60 VIMPEL COMMUNICATI SPN 13,500.00 135.00 176,445.00 176,445.00 239514 6/03/09 USD N20090 13.060 1.000 176,445.00 176,445.00

PUR 5/29/09 60 WIMM-BILL-DANN FOODS O 1,600.00 16.00 86,192.00 86,192.00 244811 6/03/09 USD N20090 53.860 1.000 86,192.00 86,192.00 ------4,046,149.00 1,316.00 2,964,635.57 2,964,635.57 2,964,635.57 2,964,635.57 8 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 5/29/09 60 HDFC BANK LTD ADR REPS 9,400.00 94.00 935,394.00 935,394.00 239502 6/03/09 USD H20090 99.500 1.000 935,394.00 935,394.00

PUR 5/29/09 60 INFOSYS TECHNOLOGIES-S 13,100.00 131.00 453,129.00 453,129.00 239503 6/03/09 USD H20090 34.580 1.000 453,129.00 453,129.00

PUR 6/01/09 60 AXIS BANK LTD- GDR 22,079.00 356,575.85 356,575.85 246077 6/04/09 USD H20090 16.150 1.000 356,575.85 356,575.85

PUR 6/01/09 60 GAIL INDIA LTD (REG S 16,582.00 645,868.90 645,868.90 244497 6/04/09 USD H20090 38.950 1.000 645,868.90 645,868.90

PUR 6/01/09 60 LARSEN + TOUBRO LTD IN 4,633.00 138,063.40 138,063.40 239208 6/04/09 USD H20090 29.800 1.000 138,063.40 138,063.40

PUR 6/01/09 60 STATE BK OF INDIA GDR- 500.00 20.00 39,970.00 39,970.00 242985 6/04/09 USD H20090 79.900 1.000 39,970.00 39,970.00

PUR 6/10/09 60 GAIL INDIA LTD (REG S 6,023.00 224,657.90 224,657.90 244497 6/15/09 USD H20090 37.300 1.000 224,657.90 224,657.90

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD

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------

PUR 6/10/09 60 MAHINDRA +MAHINDRA GDR 43,940.00 707,434.00 707,434.00 239209 6/15/09 USD H20090 16.100 1.000 707,434.00 707,434.00

PUR 6/11/09 60 LARSEN + TOUBRO LTD IN 13,008.00 439,670.40 439,670.40 239208 6/16/09 USD H20090 33.800 1.000 439,670.40 439,670.40 ------129,265.00 245.00 3,940,763.45 3,940,763.45 3,940,763.45 3,940,763.45 9 TRANSACTIONS IN COUNTRY: INDIA (9980)

------22,637,190.00 40,766.89 14073933003.62 14073933003.62 35,106,244.71 35,106,244.71 195 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------22,751,890.00 41,913.89 14075227966.62 14075227966.62 36,401,207.71 36,401,207.71 196 "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: 70 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/05/09 60 AKBANK TAS TRY 1.0 118,480.00 1,180.06 723,733.95 682,930.33 40,803.62 241892 6/09/09 TRY N20090 6.124 1.537 470,843.76 529,686.30 - 58,842.54

SALE 6/05/09 60 HACI OMER SABANCI HOLD 43,060.00 308.64 189,291.01 215,748.48 - 26,457.47 241961 6/09/09 TRY N20090 4.407 1.537 123,148.14 175,681.97 - 52,533.83

SALE 6/05/09 60 TURKIYE GARANTI BANKAS 199,481.00 1,219.91 748,173.44 706,769.84 41,403.60 239795 6/09/09 TRY N20090 3.760 1.537 486,743.50 551,344.59 - 64,601.09

SALE 6/05/09 60 TURKIYE IS BANKASI-C 37,236.00 297.36 182,371.69 176,429.56 5,942.13 241963 6/09/09 TRY N20090 4.910 1.537 118,646.60 135,736.99 - 17,090.39

SALE 6/10/09 60 AKBANK TAS TRY 1.0 49,858.00 490.27 302,110.24 287,386.40 14,723.84 241892 6/12/09 TRY N20090 6.075 1.544 195,616.58 222,899.22 - 27,282.64

SALE 6/10/09 60 TURKIYE GARANTI BANKAS 169,327.00 1,052.54 648,590.14 599,932.91 48,657.23 239795 6/12/09 TRY N20090 3.840 1.544 419,962.54 468,002.09 - 48,039.55

SALE 6/10/09 60 TURKIYE IS BANKASI-C 46,449.00 357.90 220,544.50 220,082.09 462.41 241963 6/12/09 TRY N20090 4.760 1.544 142,802.71 169,321.29 - 26,518.58 ------663,891.00 4,906.68 3,014,814.97 2,889,279.61 125,535.36 1,957,763.83 2,252,672.45 - 294,908.62 7 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 6/15/09 60 DONGFENG MOTOR GROUP C 32,000.00 94.70 203,480.48 130,589.01 72,891.47 240999 6/17/09 HKD H20090 6.382 7.750 26,254.87 16,767.57 9,487.30

SALE 6/15/09 60 DONGFENG MOTOR GROUP C 110,000.00 141.24 709,307.38 448,899.73 260,407.65 240999 6/17/09 HKD H20090 6.458 7.750 91,521.17 57,638.52 33,882.65

SALE 6/16/09 60 DONGFENG MOTOR GROUP C 88,000.00 106.25 533,266.20 359,119.79 174,146.41 240999 6/18/09 HKD H20090 6.069 7.750 68,808.54 46,110.82 22,697.72

SALE 6/17/09 60 DONGFENG MOTOR GROUP C 78,000.00 97.30 488,259.13 318,310.72 169,948.41 240999 6/19/09 HKD H20090 6.269 7.750 62,999.55 40,870.95 22,128.60

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/18/09 60 DONGFENG MOTOR GROUP C 4,000.00 5.13 25,460.22 16,323.63 9,136.59 240999 6/22/09 HKD H20090 6.375 7.750 3,285.23 2,095.95 1,189.28

SALE 6/18/09 60 DONGFENG MOTOR GROUP C 12,000.00 35.38 75,850.23 48,970.88 26,879.35 240999 6/22/09 HKD H20090 6.344 7.750 9,787.25 6,287.84 3,499.41

SALE 6/19/09 60 DONGFENG MOTOR GROUP C 26,000.00 34.31 171,846.26 106,103.57 65,742.69 240999 6/23/09 HKD H20090 6.620 7.750 22,173.71 13,623.65 8,550.06

SALE 6/22/09 60 DONGFENG MOTOR GROUP C 10,000.00 30.06 64,630.01 40,809.07 23,820.94 240999 6/24/09 HKD H20090 6.486 7.750 8,339.03 5,239.87 3,099.16

SALE 6/23/09 60 DONGFENG MOTOR GROUP C 88,000.00 248.72 534,960.46 359,119.79 175,840.67 240999 6/25/09 HKD H20090 6.101 7.750 69,028.05 46,110.82 22,917.23

SALE 6/24/09 60 DONGFENG MOTOR GROUP C 34,000.00 41.87 209,785.34 138,750.83 71,034.51 240999 6/26/09 HKD H20090 6.180 7.750 27,069.43 17,815.54 9,253.89

SALE 6/25/09 60 DONGFENG MOTOR GROUP C 24,000.00 29.98 150,401.25 97,941.76 52,459.49 240999 6/29/09 HKD H20090 6.276 7.750 19,407.11 12,575.68 6,831.43

SALE 6/26/09 60 DONGFENG MOTOR GROUP C 10,000.00 12.89 64,509.12 40,809.07 23,700.05 240999 6/30/09 HKD H20090 6.461 7.750 8,323.97 5,239.87 3,084.10 ------516,000.00 877.83 3,231,756.08 2,105,747.85 1,126,008.23 416,997.91 270,377.08 146,620.83 12 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 5/29/09 60 CHINA LIFE INS 33,000.00 430.49 926,091.28 880,480.95 45,610.33 241827 6/02/09 HKD H20090 28.165 7.752 119,461.74 113,039.26 6,422.48

SALE 5/29/09 60 CHINA LIFE INS 339,000.00 1,893.95 9,519,116.45 9,044,940.69 474,175.76 241827 6/02/09 HKD H20090 28.123 7.752 1,227,924.52 1,161,221.51 66,703.01

SALE 5/29/09 60 CHINA MOBILE LTD 4,500.00 157.89 339,687.94 447,314.30 - 107,626.36 239295 6/02/09 HKD H20090 75.758 7.752 43,818.26 57,443.56 - 13,625.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/01/09 60 CHINA MOBILE LTD 10,000.00 156.32 784,943.47 994,031.78 - 209,088.31 239295 6/03/09 HKD H20090 78.616 7.751 101,276.49 127,652.36 - 26,375.87

SALE 6/02/09 60 CHINA MOBILE LTD 8,000.00 123.76 621,875.07 795,225.42 - 173,350.35 239295 6/04/09 HKD H20090 77.854 7.751 80,227.45 102,121.89 - 21,894.44

SALE 6/03/09 60 CHINA MOBILE LTD 8,000.00 126.12 633,432.82 795,225.42 - 161,792.60 239295 6/05/09 HKD H20090 79.301 7.751 81,720.61 102,121.89 - 20,401.28

SALE 6/04/09 60 CHINA MOBILE LTD 9,500.00 146.77 737,010.49 944,330.19 - 207,319.70 239295 6/08/09 HKD H20090 77.700 7.751 95,085.86 121,269.74 -

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26,183.88

SALE 6/05/09 60 CHINA MOBILE LTD 2,500.00 39.10 196,172.91 248,507.94 - 52,335.03 239295 6/09/09 HKD H20090 78.590 7.751 25,309.04 31,913.09 - 6,604.05

SALE 6/08/09 60 CHINA MOBILE LTD 4,000.00 63.52 318,611.68 397,612.71 - 79,001.03 239295 6/10/09 HKD H20090 79.776 7.751 41,106.41 51,060.94 - 9,954.53

SALE 6/09/09 60 CHINA MOBILE LTD 3,500.00 55.18 276,802.05 347,911.12 - 71,109.07 239295 6/11/09 HKD H20090 79.209 7.751 35,711.79 44,678.33 - 8,966.54

SALE 6/10/09 60 CHINA MOBILE LTD 5,000.00 80.25 403,073.01 497,015.89 - 93,942.88 239295 6/12/09 HKD H20090 80.739 7.751 52,002.04 63,826.18 - 11,824.14

SALE 6/11/09 60 CHINA MOBILE LTD 6,000.00 98.90 496,556.64 596,419.07 - 99,862.43 239295 6/15/09 HKD H20090 82.887 7.751 64,064.38 76,591.42 - 12,527.04

SALE 6/12/09 60 CHINA MOBILE LTD 6,500.00 106.07 532,647.88 646,120.65 - 113,472.77 239295 6/16/09 HKD H20090 82.072 7.750 68,727.87 82,974.03 - 14,246.16 ------439,500.00 3,478.32 15,786,021.69 16,635,136.13 - 849,114.44 2,036,436.46 2,135,914.20 - 99,477.74 13 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 5/29/09 60 KB FINANCIAL GROUP INC 1,270.00 141.24 51,193,951.00 48,077,296.03 3,116,654.97 244142 6/02/09 KRW H20090 40449.7 1254.80 40,798.49 35,970.09 4,828.40

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/09/09 60 KB FINANCIAL GROUP INC 1,410.00 151.19 55,227,748.00 53,377,155.43 1,850,592.57 244142 6/11/09 KRW H20090 39304.2 1264.60 43,672.11 39,935.30 3,736.81

SALE 6/10/09 60 HYUNDAI ENGINEERING & 50.00 13.70 3,087,922.00 3,311,097.30 -223,175.30 247012 6/12/09 KRW H20090 62100.0 1246.59 2,477.08 2,651.26 -174.18

SALE 6/10/09 60 LG ELECTRONICS INC~KRW 25.00 12.74 2,871,620.00 2,617,723.65 253,896.35 239484 6/12/09 KRW H20090 115500. 1246.60 2,303.56 2,293.51 10.05

SALE 6/10/09 60 SHINHAN FINANCIAL GROU 100.00 13.28 2,994,301.00 3,374,753.57 -380,452.57 239492 6/12/09 KRW H20090 30108.6 1246.60 2,401.97 2,822.41 -420.44

SALE 6/10/09 60 SK TELECOM CO LTD KRW 17.00 13.35 3,009,362.00 3,592,897.26 - 583,535.26 243412 6/12/09 KRW H20090 178000. 1246.59 2,414.06 2,726.29 -312.23

SALE 6/11/09 60 HYUNDAI ENGINEERING & 1,020.00 282.20 63,905,356.00 67,546,384.99 -3,641,028.99 247012 6/15/09 KRW H20090 62998.8 1252.40 51,026.31 54,085.64 -3,059.33

SALE 6/11/09 60 LG ELECTRONICS INC~KRW 486.00 257.23 58,251,410.00 50,888,547.76 7,362,862.24 239484 6/15/09 KRW H20090 120521. 1252.40 46,511.83 44,585.89 1,925.94

SALE 6/11/09 60 SHINHAN FINANCIAL GROU 1,900.00 257.15 58,232,812.00 64,120,317.78 -5,887,505.78 239492 6/15/09 KRW H20090 30818.3 1252.40 46,496.98 53,625.85 -7,128.87

SALE 6/11/09 60 SK TELECOM CO LTD KRW 336.00 257.31 58,271,240.00 71,012,557.64 -12,741,317.64 243412 6/15/09 KRW H20090 174385. 1252.40 46,527.66 53,884.29 -7,356.63

SALE 6/12/09 60 HYUNDAI ENGINEERING & 1,540.00 417.43 94,627,302.00 101,981,796.94 -7,354,494.94 247012 6/16/09 KRW H20090 61786.1 1253.70 75,478.43 81,658.71 -6,180.28

SALE 6/12/09 60 LG ELECTRONICS INC~KRW 729.00 392.49 88,974,482.00 76,332,821.64 12,641,660.36 239484 6/16/09 KRW H20090 122725. 1253.70 70,969.52 66,878.83 4,090.69

SALE 6/12/09 60 SHINHAN FINANCIAL GROU 2,860.00 384.93 87,261,188.00 96,517,952.03 -9,256,764.03 239492 6/16/09 KRW H20090 30679.6 1253.70 69,602.93 80,721.01 -11,118.08

SALE 6/12/09 60 SK TELECOM CO LTD KRW 253.00 194.82 44,165,750.00 53,470,765.13 -9,305,015.13 243412 6/16/09 KRW H20090 175533. 1253.70 35,228.32 40,573.59 -5,345.27

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE:

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74 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/15/09 60 SK TELECOM CO LTD KRW 253.00 195.75 44,660,518.00 53,470,765.13 -8,810,247.13 243412 6/17/09 KRW H20090 177500. 1261.70 35,397.10 40,573.59 -5,176.49

SALE 6/25/09 60 HYUNDAI ENGINEERING & 1,970.00 465.86 108,555,194.00 130,457,233.75 -21,902,039.75 247012 6/29/09 KRW H20090 55408.9 1288.70 84,236.20 104,459.52 -20,223.32 ------14,219.00 3,450.67 825,290,156.00 880,150,066.03 -54,859,910.03 655,542.55 707,445.78 - 51,903.23 16 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 5/29/09 60 LOJAS RENNER SA NPV 386.00 7.86 8,368.45 6,072.79 2,295.66 244711 6/03/09 BRL N20090 21.720 1.969 4,249.45 2,744.65 1,504.80

SALE 6/19/09 60 LOJAS RENNER SA NPV 4,400.00 151.78 98,594.21 69,223.55 29,370.66 244711 6/24/09 BRL N20090 22.475 1.955 50,442.14 31,286.20 19,155.94

SALE 6/22/09 60 LOJAS RENNER SA NPV 4,400.00 142.36 94,714.96 69,223.56 25,491.40 244711 6/25/09 BRL N20090 21.591 2.002 47,310.17 31,286.21 16,023.96

SALE 6/23/09 60 LOJAS RENNER SA NPV 1,100.00 34.38 23,016.11 17,305.89 5,710.22 244711 6/26/09 BRL N20090 20.987 2.015 11,425.22 7,821.55 3,603.67

SALE 6/23/09 60 LOJAS RENNER SA NPV 4,200.00 131.75 88,203.81 66,077.03 22,126.78 244711 6/26/09 BRL N20090 21.064 2.014 43,784.47 29,864.11 13,920.36

SALE 6/23/09 60 VIVO PARTICIPACOES S A 7,300.00 295.30 128,018.99 111,081.21 16,937.78 244079 6/26/09 USD N20090 17.577 1.000 128,018.99 111,081.21 16,937.78

SALE 6/23/09 60 VIVO PARTICIPACOES S A 1,300.00 52.58 22,372.03 19,781.58 2,590.45 244079 6/26/09 USD N20090 17.250 1.000 22,372.03 19,781.58 2,590.45

SALE 6/24/09 60 COMPANHIA DE BEBIDAS R 31,200.00 1,286.16 .01 1,286.15 247600 6/24/09 USD MS2 .041 1.000 1,286.16 .01 1,286.15

SALE 6/24/09 60 LOJAS RENNER SA NPV 5,500.00 181.06 118,152.97 86,529.44 31,623.53 244711 6/29/09 BRL N20090 21.547 1.964 60,171.61 39,107.76 21,063.85

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/24/09 60 LOJAS RENNER SA NPV 1,500.00 49.39 32,228.02 23,598.94 8,629.08 244711 6/29/09 BRL N20090 21.550 1.964 16,412.72 10,665.75 5,746.97

SALE 6/24/09 60 VIVO PARTICIPACOES S A 2,600.00 53.20 46,642.02 39,563.17 7,078.85 244079 6/29/09 USD N20090 17.960 1.000 46,642.02 39,563.17 7,078.85

SALE 6/24/09 60 VIVO PARTICIPACOES S A 3,900.00 157.82 70,727.80 59,344.75 11,383.05 244079 6/29/09 USD N20090 18.176 1.000 70,727.80 59,344.75 11,383.05

SALE 6/24/09 60 VIVO PARTICIPACOES S A 600.00 24.28 10,757.72 9,129.96 1,627.76 244079 6/29/09 USD N20090 17.970 1.000 10,757.72 9,129.96 1,627.76

SALE 6/25/09 60 LOJAS RENNER SA NPV 33,300.00 1,110.24 726,172.51 523,896.45 202,276.06 244711 6/30/09 BRL N20090 21.873 1.968 368,971.35 236,779.69 132,191.66

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SALE 6/25/09 60 LOJAS RENNER SA NPV 2,600.00 85.51 55,932.42 40,904.83 15,027.59 244711 6/30/09 BRL N20090 21.577 1.968 28,419.50 18,487.30 9,932.20

SALE 6/25/09 60 VIVO PARTICIPACOES S A 7,100.00 287.35 129,993.39 108,037.89 21,955.50 244079 6/30/09 USD N20090 18.349 1.000 129,993.39 108,037.89 21,955.50

SALE 6/25/09 60 VIVO PARTICIPACOES S A 200.00 4.10 3,712.54 3,043.32 669.22 244079 6/30/09 USD N20090 18.583 1.000 3,712.54 3,043.32 669.22 ------111,586.00 2,768.96 1,658,894.11 1,252,814.37 406,079.74 1,044,697.28 758,025.11 286,672.17 17 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 6/11/09 60 SINA CORP/CHINA USD 0. 13,600.00 554.39 403,883.77 394,163.36 9,720.41 247240 6/16/09 USD H20090 29.738 1.000 403,883.77 394,163.36 9,720.41 ------13,600.00 554.39 403,883.77 394,163.36 9,720.41 403,883.77 394,163.36 9,720.41 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 5/28/09 60 PAKISTAN TELECOM CO LT 13,000.00 10.88 219,339.12 556,955.60 - 337,616.48 240298 6/01/09 PKR H20090 16.940 80.980 2,708.56 8,633.64 -5,925.08

SALE 5/29/09 60 PAKISTAN TELECOM CO LT 33,300.00 28.09 566,488.94 1,426,663.20 -860,174.26 240298 6/02/09 PKR H20090 17.080 81.000 6,993.69 22,115.40 -15,121.71

SALE 6/01/09 60 PAKISTAN TELECOM CO LT 11,700.00 9.71 196,123.36 501,260.04 - 305,136.68 240298 6/03/09 PKR H20090 16.830 81.150 2,416.80 7,770.28 -5,353.48

SALE 6/02/09 60 MCB BANK LIMITED 25,500.00 202.98 4,095,427.50 9,389,297.14 -5,293,869.64 240297 6/03/09 PKR H20090 161.250 81.030 50,542.11 146,355.85 -95,813.74

SALE 6/02/09 60 NATIONAL BANK OF PAKIS 19,400.00 65.64 1,324,357.30 3,355,261.36 -2,030,904.06 240237 6/04/09 PKR H20090 68.540 81.030 16,344.04 52,161.68 -35,817.64

SALE 6/02/09 60 OIL & GAS DEVELOPMENT 71,000.00 271.94 5,486,854.44 9,018,892.36 -3,532,037.92 240238 6/04/09 PKR H20090 77.590 81.030 67,713.86 138,877.45 -71,163.59

SALE 6/02/09 60 PAKISTAN TELECOM CO LT 46,500.00 37.94 765,570.42 1,992,187.36 -1,226,616.94 240298 6/04/09 PKR H20090 16.530 81.030 9,447.99 30,881.87 -21,433.88

SALE 6/03/09 60 MCB BANK LIMITED 13,900.00 106.28 2,133,006.71 5,118,087.46 -2,985,080.75 240297 6/05/09 PKR H20090 154.070 80.600 26,464.10 79,778.29 -53,314.19

SALE 6/03/09 60 NATIONAL BANK OF PAKIS 28,300.00 93.71 1,880,623.30 4,894,530.74 -3,013,907.44 240237 6/05/09 PKR H20090 66.720 80.600 23,332.80 76,091.52 -52,758.72

SALE 6/03/09 60 OIL & GAS DEVELOPMENT 137,300.00 517.24 10,380,753.23 17,440,759.45 -7,060,006.22 240238 6/05/09 PKR H20090 75.910 80.600 128,793.46 268,561.61 -139,768.15

SALE 6/03/09 60 PAKISTAN TELECOM CO LT 60,700.00 48.89 981,220.36 2,600,554.25 -1,619,333.89 240298 6/05/09 PKR H20090 16.230 80.600 12,173.95 40,312.46 -28,138.51

SALE 6/04/09 60 MCB BANK LIMITED 25,500.00 181.74 3,649,692.60 9,389,297.14 -5,739,604.54 240297 6/08/09 PKR H20090 143.700 80.650 45,253.47 146,355.85 -101,102.38

SALE 6/04/09 60 NATIONAL BANK OF PAKIS 33,000.00 104.57 2,099,936.52 5,707,403.34 -3,607,466.82 240237 6/08/09 PKR H20090 63.890 80.650 26,037.65 88,728.63 -62,690.98

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD

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------

SALE 6/04/09 60 OIL & GAS DEVELOPMENT 46,200.00 170.41 3,422,150.42 5,868,631.37 -2,446,480.95 240238 6/08/09 PKR H20090 74.370 80.650 42,432.12 90,368.15 -47,936.03

SALE 6/04/09 60 PAKISTAN TELECOM CO LT 17,100.00 13.40 269,099.28 732,610.83 - 463,511.55 240298 6/08/09 PKR H20090 15.800 80.650 3,336.63 11,356.56 -8,019.93

SALE 6/05/09 60 MCB BANK LIMITED 79,700.00 552.00 11,103,048.44 29,346,156.17 -18,243,107.73 240297 6/09/09 PKR H20090 139.870 80.780 137,447.99 457,433.79 -319,985.80

SALE 6/05/09 60 NATIONAL BANK OF PAKIS 57,000.00 176.43 3,548,817.72 9,858,242.13 -6,309,424.41 240237 6/09/09 PKR H20090 62.510 80.780 43,931.89 153,258.53 -109,326.64

SALE 6/05/09 60 OIL & GAS DEVELOPMENT 50,900.00 188.05 3,782,458.40 6,465,656.64 -2,683,198.24 240238 6/09/09 PKR H20090 74.610 80.780 46,824.19 99,561.44 -52,737.25

SALE 6/05/09 60 PAKISTAN TELECOM CO LT 21,200.00 16.45 330,875.18 908,266.06 - 577,390.88 240298 6/09/09 PKR H20090 15.670 80.780 4,096.00 14,079.48 -9,983.48

SALE 6/08/09 60 MCB BANK LIMITED 25,700.00 171.86 3,453,318.25 9,462,938.69 -6,009,620.44 240297 6/10/09 PKR H20090 134.910 80.700 42,792.05 147,503.74 -104,711.69

SALE 6/08/09 60 NATIONAL BANK OF PAKIS 42,800.00 128.01 2,572,221.79 7,402,329.18 -4,830,107.39 240237 6/10/09 PKR H20090 60.340 80.700 31,873.88 115,078.34 -83,204.46

SALE 6/08/09 60 OIL & GAS DEVELOPMENT 55,100.00 203.71 4,093,469.36 6,999,168.58 -2,905,699.22 240238 6/09/09 PKR H20090 74.590 80.700 50,724.53 107,776.73 -57,052.20

SALE 6/08/09 60 PAKISTAN TELECOM CO LT 31,900.00 24.89 500,097.58 1,366,683.37 -866,585.79 240298 6/10/09 PKR H20090 15.740 80.700 6,197.00 21,185.63 -14,988.63

SALE 6/09/09 60 MCB BANK LIMITED 6,800.00 45.77 923,200.37 2,503,812.57 -1,580,612.20 240297 6/11/09 PKR H20090 136.310 81.000 11,397.54 39,028.23 -27,630.69

SALE 6/09/09 60 NATIONAL BANK OF PAKIS 40,156.00 123.72 2,495,311.51 6,945,045.11 -4,449,733.60 240237 6/11/09 PKR H20090 62.390 81.000 30,806.31 107,969.29 -77,162.98

SALE 6/09/09 60 OIL & GAS DEVELOPMENT 123,100.00 458.36 9,244,613.04 15,636,980.98 -6,392,367.94 240238 6/10/09 PKR H20090 75.400 81.000 114,131.03 240,786.12 -126,655.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/09/09 60 PAKISTAN TELECOM CO LT 58,500.00 46.02 928,177.38 2,506,300.22 -1,578,122.84 240298 6/11/09 PKR H20090 15.930 81.000 11,458.98 38,851.39 -27,392.41

SALE 6/10/09 60 OIL & GAS DEVELOPMENT 12,900.00 47.77 962,859.10 1,638,643.82 -675,784.72 240238 6/11/09 PKR H20090 74.940 80.950 11,894.49 25,232.66 -13,338.17

SALE 6/10/09 60 PAKISTAN TELECOM CO LT 32,200.00 25.17 507,366.38 1,379,536.19 -872,169.81 240298 6/12/09 PKR H20090 15.820 80.950 6,267.65 21,384.87 -15,117.22

SALE 6/11/09 60 PAKISTAN TELECOM CO LT 27,400.00 21.23 427,094.76 1,173,891.04 -746,796.28 240298 6/15/09 PKR H20090 15.650 80.800 5,285.83 18,197.06 -12,911.23

SALE 6/12/09 60 PAKISTAN TELECOM CO LT 60,900.00 46.86 945,026.71 2,609,122.80 -1,664,096.09 240298 6/16/09 PKR H20090 15.580 80.990 11,668.44 40,445.29 -28,776.85 ------1,308,656.00 4,139.72 83,288,599.47 184,195,165.19 -100906565.72 1,030,789.03 2,856,121.83 - 1,825,332.80 31 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)

SALE 6/12/09 60 MOBILE TELESYSTEMS OJS 7,260.00 298.13 300,333.45 241,956.17 58,377.28 244139 6/17/09 USD N20090 41.409 1.000 300,333.45 241,956.17 58,377.28 ------7,260.00 298.13 300,333.45 241,956.17 58,377.28 300,333.45 241,956.17 58,377.28 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

SALE 5/29/09 60 AMBUJA CEMEMTS LTD 114,280.00 211,418.00 245,313.60 - 33,895.60 244038 6/03/09 USD H20090 1.850 1.000 211,418.00 245,313.60 - 33,895.60

SALE 6/03/09 60 AMBUJA CEMEMTS LTD 125,086.00 260,804.31 268,509.77 - 7,705.46 244038 6/08/09 USD H20090 2.085 1.000 260,804.31 268,509.77 - 7,705.46

SALE 6/04/09 60 AMBUJA CEMEMTS LTD 119,479.00 255,685.06 256,473.77 - 788.71

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

244038 6/09/09 USD H20090 2.140 1.000 255,685.06 256,473.77 - 788.71

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/22/09 60 GAIL INDIA LTD (REG S 4,000.00 143,400.00 119,866.23 23,533.77 244497 6/25/09 USD H20090 35.850 1.000 143,400.00 119,866.23 23,533.77

SALE 6/23/09 60 GAIL INDIA LTD (REG S 3,484.00 119,849.60 104,403.49 15,446.11 244497 6/26/09 USD H20090 34.400 1.000 119,849.60 104,403.49 15,446.11

SALE 6/23/09 60 GAIL INDIA LTD (REG S 5,700.00 193,230.00 170,809.39 22,420.61 244497 6/26/09 USD H20090 33.900 1.000 193,230.00 170,809.39 22,420.61

SALE 6/24/09 60 GAIL INDIA LTD (REG S 16,107.00 560,523.60 482,671.36 77,852.24 244497 6/29/09 USD H20090 34.800 1.000 560,523.60 482,671.36 77,852.24 ------388,136.00 1,744,910.57 1,648,047.61 96,862.96 1,744,910.57 1,648,047.61 96,862.96 7 TRANSACTIONS IN COUNTRY: INDIA (9980)

------3,462,848.00 20,474.70 934,719,370.11 1,089,512,376.32 -154793006.21 9,591,354.85 11,264,723.59 - 1,673,368.74 105 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------3,462,848.00 20,474.70 934,719,370.11 1,089,512,376.32 -154793006.21 9,591,354.85 11,264,723.59 - 1,673,368.74 105 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

------26,214,738.00 62,388.59 15009947336.73 15164740342.94 -154793006.21 45,992,562.56 47,665,931.30 - 1,673,368.74 301 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: 80 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 5/29/09 60 HUABAO INTERNATIONAL H 155,000.00 431.80 1,086,642.41 1,086,642.41 247100 6/02/09 HKD 212856 6.989 7.752 140,172.13 140,172.13

PUR 6/01/09 60 HUABAO INTERNATIONAL H 90,000.00 243.36 612,293.17 612,293.17 247100 6/03/09 HKD 212917 6.782 7.751 79,000.47 79,000.47

PUR 6/01/09 60 HUABAO INTERNATIONAL H 200,000.00 288.42 1,407,995.40 1,407,995.40 247100 6/03/09 HKD 212919 7.029 7.750 181,665.11 181,665.11

PUR 6/02/09 60 HUABAO INTERNATIONAL H 45,000.00 119.57 300,856.36 300,856.36 247100 6/04/09 HKD 212967 6.665 7.751 38,813.16 38,813.16

PUR 6/02/09 60 HUABAO INTERNATIONAL H 15,000.00 40.18 101,109.97 101,109.97 247100 6/04/09 HKD 212973 6.720 7.751 13,044.09 13,044.09

PUR 6/03/09 60 HUABAO INTERNATIONAL H 35,000.00 95.18 239,388.78 239,388.78 247100 6/05/09 HKD 213022 6.819 7.751 30,884.09 30,884.09

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PUR 6/03/09 60 HUABAO INTERNATIONAL H 65,000.00 176.20 443,352.76 443,352.76 247100 6/05/09 HKD 213020 6.800 7.751 57,197.95 57,197.95

PUR 6/04/09 60 HUABAO INTERNATIONAL H 15,000.00 40.86 102,568.70 102,568.70 247100 6/08/09 HKD 213084 6.817 7.751 13,232.96 13,232.96

PUR 6/05/09 60 HUABAO INTERNATIONAL H 15,000.00 41.85 105,286.88 105,286.88 247100 6/09/09 HKD 213115 6.998 7.751 13,583.48 13,583.48

PUR 6/08/09 60 HUABAO INTERNATIONAL H 40,000.00 75.50 280,585.20 280,585.20 247100 6/10/09 HKD 213190 7.000 7.751 36,200.34 36,200.34

PUR 6/08/09 60 HUABAO INTERNATIONAL H 25,000.00 69.76 175,513.20 175,513.20 247100 6/10/09 HKD 213192 6.999 7.751 22,644.23 22,644.23

PUR 6/08/09 60 HUABAO INTERNATIONAL H 15,000.00 41.85 105,304.89 105,304.89 247100 6/10/09 HKD 213192 6.999 7.751 13,586.15 13,586.15

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/09/09 60 HUABAO INTERNATIONAL H 30,000.00 83.70 210,594.79 210,594.79 247100 6/11/09 HKD 213238 6.998 7.751 27,170.02 27,170.02

PUR 6/09/09 60 HUABAO INTERNATIONAL H 15,000.00 41.77 105,088.24 105,088.24 247100 6/11/09 HKD 213239 6.984 7.751 13,558.02 13,558.02

PUR 6/10/09 60 HUABAO INTERNATIONAL H 15,000.00 41.64 105,219.23 105,219.23 247100 6/12/09 HKD 213289 6.993 7.751 13,574.75 13,574.75

PUR 6/10/09 60 HUABAO INTERNATIONAL H 25,000.00 69.67 175,295.00 175,295.00 247100 6/12/09 HKD 213290 6.990 7.751 22,615.50 22,615.50

PUR 6/11/09 60 HUABAO INTERNATIONAL H 45,000.00 124.90 314,253.55 314,253.55 247100 6/15/09 HKD 213342 6.962 7.751 40,544.14 40,544.14

PUR 6/12/09 60 HUABAO INTERNATIONAL H 50,000.00 138.56 348,593.84 348,593.84 247100 6/16/09 HKD 213387 6.950 7.750 44,979.27 44,979.27

PUR 6/15/09 60 HUABAO INTERNATIONAL H 10,000.00 27.75 69,613.05 69,613.05 247100 6/17/09 HKD 213439 6.940 7.750 8,982.10 8,982.10

PUR 6/16/09 60 HUABAO INTERNATIONAL H 5,000.00 13.91 34,934.78 34,934.78 247100 6/18/09 HKD 213471 6.965 7.750 4,507.71 4,507.71

PUR 6/17/09 60 HUABAO INTERNATIONAL H 10,000.00 27.84 69,964.78 69,964.78 247100 6/19/09 HKD 213522 6.975 7.750 9,027.48 9,027.48

PUR 6/17/09 60 HUABAO INTERNATIONAL H 50,000.00 93.00 345,470.78 345,470.78 247100 6/19/09 HKD 213522 6.895 7.750 44,575.72 44,575.72

PUR 6/18/09 60 HUABAO INTERNATIONAL H 5,000.00 13.83 34,787.16 34,787.16 247100 6/22/09 HKD 213584 6.936 7.750 4,488.72 4,488.72

PUR 6/18/09 60 HUABAO INTERNATIONAL H 30,000.00 82.92 208,608.65 208,608.65 247100 6/22/09 HKD 213584 6.932 7.750 26,917.59 26,917.59

PUR 6/18/09 60 HUABAO INTERNATIONAL H 65,000.00 121.61 451,827.97 451,827.97 247100 6/22/09 HKD 213583 6.937 7.750 58,301.14 58,301.14

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/19/09 60 HUABAO INTERNATIONAL H 5,000.00 13.95 35,108.15 35,108.15 247100 6/23/09 HKD 213617 7.000 7.750 4,530.08 4,530.08

PUR 6/22/09 60 HUABAO INTERNATIONAL H 5,000.00 13.95 35,108.15 35,108.15 247100 6/24/09 HKD GT1RS4 7.000 7.750 4,529.91 4,529.91 ------1,080,000.00 2,573.53 7,505,365.84 7,505,365.84 968,326.31 968,326.31 27 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)

PUR 6/01/09 60 ORIFLAME COSMETICS SA- 16,400.00 381.50 5,678,997.80 5,678,997.80 239833 6/04/09 SEK 212919 346.107 7.439 763,388.24 763,388.24 ------

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- 16,400.00 381.50 5,678,997.80 5,678,997.80 763,388.24 763,388.24 1 TRANSACTION IN COUNTRY: SWEDEN ( 800)

PUR 5/28/09 60 AKBANK TAS TRY 1.0 1,335.00 13.99 8,766.11 8,766.11 244496 6/01/09 TRY 212828 6.550 1.562 5,611.39 5,611.39

PUR 5/29/09 60 AKBANK TAS TRY 1.0 23,303.00 245.95 152,280.36 152,280.36 244496 6/02/09 TRY 212869 6.519 1.544 98,627.18 98,627.18

PUR 6/01/09 60 AKBANK TAS TRY 1.0 233,800.00 1,520.66 1,549,141.03 1,549,141.03 244496 6/03/09 TRY 212919 6.616 1.526 1,015,297.57 1,015,297.57

PUR 6/01/09 60 TURKCELL ILETISIM HIZM 166,000.00 1,346.34 1,371,554.25 1,371,554.25 239834 6/03/09 TRY 212919 8.250 1.526 898,908.28 898,908.28

PUR 6/01/09 60 TURKIYE IS BANKASI-C 377,000.00 2,011.31 2,048,972.46 2,048,972.46 239835 6/03/09 TRY 212919 5.427 1.526 1,342,884.03 1,342,884.03

PUR 6/02/09 60 AKBANK TAS TRY 1.0 3,001.00 32.21 19,705.69 19,705.69 244496 6/04/09 TRY 212977 6.550 1.526 12,915.84 12,915.84

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/03/09 60 AKBANK TAS TRY 1.0 8,802.00 92.92 57,356.03 57,356.03 244496 6/05/09 TRY 213036 6.500 1.539 37,261.11 37,261.11

PUR 6/04/09 60 AKBANK TAS TRY 1.0 21,332.00 214.75 132,636.09 132,636.09 244496 6/08/09 TRY 213088 6.202 1.540 86,116.15 86,116.15

PUR 6/12/09 60 TURKIYE IS BANKASI-C 16,721.00 122.09 75,097.36 75,097.36 239835 6/16/09 TRY 213382 4.480 1.534 48,955.25 48,955.25 ------851,294.00 5,600.22 5,415,509.38 5,415,509.38 3,546,576.80 3,546,576.80 9 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 6/01/09 60 ADVANCED SEMICOND EN T 30,000.00 99,051.00 99,051.00 239874 6/04/09 USD 3.302 1.000 99,051.00 99,051.00

PUR 6/01/09 60 HON HAI PRECISION IND 35,500.00 123.91 247,942.31 247,942.31 239871 6/04/09 USD 212926 6.981 1.000 247,942.31 247,942.31

PUR 6/01/09 60 HTC CORP (formerly HIG 8,000.00 267.00 534,267.00 534,267.00 244137 6/04/09 USD 212915 66.750 1.000 534,267.00 534,267.00

PUR 6/01/09 60 TAIWAN SEMICONDUCT ADS 28,900.00 322,821.67 322,821.67 240081 6/04/09 USD 11.170 1.000 322,821.67 322,821.67

PUR 6/12/09 60 HTC CORP (formerly HIG 7,849.00 531.15 443,155.88 443,155.88 244137 6/17/09 USD 213382 56.392 1.000 443,155.88 443,155.88 ------110,249.00 922.06 1,647,237.86 1,647,237.86 1,647,237.86 1,647,237.86 5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 6/01/09 60 SHOUGANG CONCORD INTER 2,460,000.00 711.63 3,474,115.47 3,474,115.47 241650 6/03/09 HKD 212919 1.410 7.751 448,244.04 448,244.04 ------2,460,000.00 711.63 3,474,115.47 3,474,115.47 448,244.04 448,244.04 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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PUR 5/28/09 60 S1 CORP/KOREA KRW 500. 233.00 14.81 12,422,252.00 12,422,252.00 247009 6/01/09 KRW 212810 53234.5 1256.30 9,887.97 9,887.97

PUR 5/28/09 60 SHINHAN FINANCIAL GROU 4,650.00 288.90 145,540,128.00 145,540,128.00 240067 6/01/09 KRW 212810 31220.9 1256.30 115,848.23 115,848.23

PUR 5/29/09 60 S1 CORP/KOREA KRW 500. 323.00 34.31 17,266,580.00 17,266,580.00 247009 6/02/09 KRW 212855 53323.6 1254.80 13,760.42 13,760.42

PUR 5/29/09 60 SHINHAN FINANCIAL GROU 4,300.00 158.85 133,080,698.00 133,080,698.00 240067 6/02/09 KRW 212855 30902.6 1254.80 106,057.30 106,057.30

PUR 6/01/09 60 AMOREPACIFIC CORP 200.00 149.75 123,679,241.00 123,679,241.00 240054 6/03/09 KRW 212919 617470. 1237.00 99,983.22 99,983.22

PUR 6/01/09 60 NHN CORP 2,500.00 597.97 493,866,190.00 493,866,190.00 244927 6/03/09 KRW 212919 197250. 1237.00 399,245.10 399,245.10

PUR 6/01/09 60 S1 CORP/KOREA KRW 500. 3,900.00 253.88 209,683,354.00 209,683,354.00 247009 6/03/09 KRW 212919 53684.4 1237.00 169,509.58 169,509.58

PUR 6/01/09 60 S1 CORP/KOREA KRW 500. 590.00 64.90 32,191,673.00 32,191,673.00 247009 6/03/09 KRW 212913 54426.0 1237.00 26,023.99 26,023.99

PUR 6/01/09 60 SAMSUNG ELECTRONICS CO 1,100.00 736.30 608,110,800.00 608,110,800.00 240066 6/03/09 KRW 212919 552000. 1237.00 491,601.29 491,601.29

PUR 6/01/09 60 SAMSUNG ELECTRONICS CO 2,654.00 2,948.631,462,632,460.00 1,462,632,460.00 240066 6/03/09 KRW 212912 549730. 1237.00 1,182,402.96 1,182,402.96

PUR 6/01/09 60 SHINHAN FINANCIAL GROU 42,900.00 1,642.061,356,179,723.00 1,356,179,723.00 240067 6/03/09 KRW 212919 31565.2 1237.00 1,096,345.77 1,096,345.77

PUR 6/01/09 60 SHINHAN FINANCIAL GROU 3,450.00 225.17 111,694,483.00 111,694,483.00 240067 6/03/09 KRW 212913 32294.4 1237.00 90,294.65 90,294.65

PUR 6/01/09 60 WOONGJIN COWAY CO LTD 14,000.00 843.57 418,446,500.00 418,446,500.00 240084 6/03/09 KRW 212912 29814.5 1237.00 338,275.26 338,275.26

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/02/09 60 S1 CORP/KOREA KRW 500. 475.00 52.32 26,002,604.00 26,002,604.00 247009 6/04/09 KRW 212965 54605.8 1239.20 20,983.38 20,983.38

PUR 6/02/09 60 SHINHAN FINANCIAL GROU 4,380.00 288.15 143,191,943.00 143,191,943.00 240067 6/04/09 KRW 212965 32610.6 1239.20 115,551.92 115,551.92

PUR 6/03/09 60 S1 CORP/KOREA KRW 500. 181.00 7.54 9,302,647.00 9,302,647.00 247009 6/05/09 KRW 213018 51344.4 1233.10 7,544.11 7,544.11

PUR 6/03/09 60 S1 CORP/KOREA KRW 500. 932.00 97.74 48,328,219.00 48,328,219.00 247009 6/05/09 KRW 213022 51725.0 1233.10 39,192.46 39,192.46

PUR 6/03/09 60 SHINHAN FINANCIAL GROU 3,067.00 194.70 96,274,567.00 96,274,567.00 240067 6/05/09 KRW 213018 31312.1 1233.10 78,075.23 78,075.23

PUR 6/04/09 60 S1 CORP/KOREA KRW 500. 700.00 71.36 35,751,839.00 35,751,839.00 247009 6/08/09 KRW 213075 50946.6 1249.40 28,615.21 28,615.21

PUR 6/05/09 60 S1 CORP/KOREA KRW 500. 300.00 30.63 15,267,874.00 15,267,874.00 247009 6/09/09 KRW 213114 50766.0 1242.90 12,284.07 12,284.07

PUR 6/08/09 60 S1 CORP/KOREA KRW 500. 1,650.00 169.22 84,975,156.00 84,975,156.00 247009 6/10/09 KRW 213188 51371.6 1252.30 67,855.27 67,855.27

PUR 6/09/09 60 S1 CORP/KOREA KRW 500. 320.00 19.21 16,221,560.00 16,221,560.00 247009 6/11/09 KRW 213235 50616.4 1264.60 12,827.42 12,827.42

PUR 6/10/09 60 S1 CORP/KOREA KRW 500. 630.00 64.57 32,279,586.00 32,279,586.00 247009 6/12/09 KRW 213287 51109.6 1246.60 25,894.10 25,894.10

PUR 6/11/09 60 S1 CORP/KOREA KRW 500. 1,350.00 139.48 70,050,048.00 70,050,048.00 247009 6/15/09 KRW 213339 51759.5 1252.40 55,932.65 55,932.65

PUR 6/12/09 60 S1 CORP/KOREA KRW 500. 170.00 17.48 8,791,804.00 8,791,804.00 247009 6/16/09 KRW 213381 51587.5 1253.69 7,012.69 7,012.69

PUR 6/12/09 60 SHINHAN FINANCIAL GROU 4,230.00 258.40 129,907,536.00 129,907,536.00 240067 6/16/09 KRW 213381 30634.4 1253.70 103,619.32 103,619.32

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)

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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 6/12/09 60 SHINHAN FINANCIAL GROU 1,320.00 80.41 40,426,810.00 40,426,810.00 240067 6/16/09 KRW 213383 30550.0 1253.70 32,246.00 32,246.00

PUR 6/12/09 60 SHINHAN FINANCIAL GROU 2,010.00 73.87 61,835,445.00 61,835,445.00 240067 6/16/09 KRW 213385 30717.8 1253.70 49,322.36 49,322.36

PUR 6/12/09 60 WOONGJIN COWAY CO LTD 10.00 .57 288,662.00 288,662.00 240084 6/16/09 KRW 213381 28794.2 1253.68 230.25 230.25

PUR 6/12/09 60 WOONGJIN COWAY CO LTD 170.00 9.80 4,931,070.00 4,931,070.00 240084 6/16/09 KRW 213383 28934.0 1253.70 3,933.21 3,933.21

PUR 6/15/09 60 S1 CORP/KOREA KRW 500. 260.00 15.70 13,227,062.00 13,227,062.00 247009 6/17/09 KRW 213436 50797.1 1261.70 10,483.52 10,483.52

PUR 6/15/09 60 SHINHAN FINANCIAL GROU 5,220.00 314.92 159,333,305.00 159,333,305.00 240067 6/17/09 KRW 213436 30447.5 1261.70 126,284.62 126,284.62

PUR 6/15/09 60 WOONGJIN COWAY CO LTD 190.00 6.67 5,617,157.00 5,617,157.00 240084 6/17/09 KRW 213435 29519.7 1261.70 4,452.05 4,452.05

PUR 6/16/09 60 S1 CORP/KOREA KRW 500. 220.00 13.37 11,213,196.00 11,213,196.00 247009 6/18/09 KRW 213468 50892.7 1255.90 8,928.41 8,928.41

PUR 6/16/09 60 SHINHAN FINANCIAL GROU 4,360.00 157.63 132,173,766.00 132,173,766.00 240067 6/18/09 KRW 213468 30269.6 1255.90 105,242.27 105,242.27

PUR 6/16/09 60 SHINHAN FINANCIAL GROU 1,380.00 83.38 41,993,241.00 41,993,241.00 240067 6/18/09 KRW 213470 30354.0 1255.90 33,436.77 33,436.77

PUR 6/16/09 60 WOONGJIN COWAY CO LTD 310.00 10.74 9,004,419.00 9,004,419.00 240084 6/18/09 KRW 213468 29003.0 1255.90 7,169.69 7,169.69

PUR 6/17/09 60 KT+G CORP KRW 5000.0 3,710.00 533.93 269,709,432.00 269,709,432.00 247575 6/19/09 KRW 213518 72516.6 1259.70 214,106.08 214,106.08

PUR 6/17/09 60 S1 CORP/KOREA KRW 500. 240.00 14.52 12,209,600.00 12,209,600.00 247009 6/19/09 KRW 213517 50797.1 1259.70 9,692.47 9,692.47

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/17/09 60 SHINHAN FINANCIAL GROU 5,520.00 329.56 166,472,560.00 166,472,560.00 240067 6/19/09 KRW 213517 30082.8 1259.70 132,152.54 132,152.54

PUR 6/17/09 60 WOONGJIN COWAY CO LTD 140.00 8.14 4,107,552.00 4,107,552.00 240084 6/19/09 KRW 213518 29266.4 1259.69 3,260.74 3,260.74

PUR 6/18/09 60 KT+G CORP KRW 5000.0 4,150.00 354.63 299,802,020.00 299,802,020.00 247575 6/22/09 KRW 213577 72133.2 1266.20 236,773.04 236,773.04

PUR 6/18/09 60 S1 CORP/KOREA KRW 500. 100.00 10.35 5,257,511.00 5,257,511.00 247009 6/22/09 KRW 213579 52444.0 1266.19 4,152.20 4,152.20

PUR 6/18/09 60 S1 CORP/KOREA KRW 500. 200.00 20.71 10,515,022.00 10,515,022.00 247009 6/22/09 KRW 213577 52444.0 1266.20 8,304.39 8,304.39

PUR 6/18/09 60 SHINHAN FINANCIAL GROU 6,990.00 246.44 208,340,115.00 208,340,115.00 240067 6/22/09 KRW 213576 29760.8 1266.20 164,539.66 164,539.66

PUR 6/18/09 60 WOONGJIN COWAY CO LTD 180.00 10.56 5,358,665.00 5,358,665.00 240084 6/22/09 KRW 213576 29696.0 1266.20 4,232.08 4,232.08

PUR 6/19/09 60 KT+G CORP KRW 5000.0 3,220.00 455.02 231,402,726.00 231,402,726.00 247575 6/23/09 KRW 213615 71684.9 1268.20 182,465.48 182,465.48

PUR 6/19/09 60 S1 CORP/KOREA KRW 500. 330.00 34.20 17,391,561.00 17,391,561.00 247009 6/23/09 KRW 213614 52570.2 1268.20 13,713.58 13,713.58

PUR 6/19/09 60 SHINHAN FINANCIAL GROU 5,530.00 325.74 165,652,589.00 165,652,589.00 240067 6/23/09 KRW 213614 29880.5 1268.20 130,620.24 130,620.24

PUR 6/19/09 60 WOONGJIN COWAY CO LTD 100.00 5.78 2,941,193.00 2,941,193.00 240084 6/23/09 KRW 213615 29338.5 1268.19 2,319.19 2,319.19

PUR 6/22/09 60 KT+G CORP KRW 5000.0 1,270.00 56.13 89,463,389.00 89,463,389.00 247575 6/24/09 KRW GT1RS4 70387.3 1274.10 70,216.93 70,216.93

PUR 6/22/09 60 KT+G CORP KRW 5000.0 410.00 18.14 28,911,810.00 28,911,810.00 247575 6/24/09 KRW GT1RS4 70460.2 1274.10 22,691.95 22,691.95

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TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/22/09 60 S1 CORP/KOREA KRW 500. 10.00 .33 531,935.00 531,935.00 247009 6/24/09 KRW GT1RS4 53151.0 1274.09 417.50 417.50

PUR 6/22/09 60 S1 CORP/KOREA KRW 500. 60.00 2.00 3,191,613.00 3,191,613.00 247009 6/24/09 KRW GT1RS4 53151.0 1274.10 2,504.99 2,504.99

PUR 6/22/09 60 SHINHAN FINANCIAL GROU 2,440.00 47.51 75,728,098.00 75,728,098.00 240067 6/24/09 KRW GT1RS4 31011.2 1274.10 59,436.54 59,436.54

PUR 6/22/09 60 WOONGJIN COWAY CO LTD 60.00 1.10 1,757,485.00 1,757,485.00 240084 6/24/09 KRW GT1RS4 29268.0 1274.10 1,379.39 1,379.39

PUR 6/22/09 60 WOONGJIN COWAY CO LTD 10.00 .18 291,230.00 291,230.00 240084 6/24/09 KRW GT1RS4 29100.0 1274.08 228.58 228.58

PUR 6/23/09 60 KT+G CORP KRW 5000.0 1,300.00 173.58 89,827,810.00 89,827,810.00 247575 6/25/09 KRW GT1RS4 68926.0 1290.50 69,606.98 69,606.98

PUR 6/23/09 60 KT+G CORP KRW 5000.0 700.00 93.40 48,335,830.00 48,335,830.00 247575 6/25/09 KRW GT1RS4 68878.9 1290.50 37,455.12 37,455.12

PUR 6/23/09 60 S1 CORP/KOREA KRW 500. 40.00 4.02 2,079,453.00 2,079,453.00 247009 6/25/09 KRW GT1RS4 51856.6 1290.50 1,611.35 1,611.35

PUR 6/23/09 60 S1 CORP/KOREA KRW 500. 280.00 28.13 14,556,172.00 14,556,172.00 247009 6/25/09 KRW GT1RS4 51856.6 1290.50 11,279.48 11,279.48

PUR 6/23/09 60 SHINHAN FINANCIAL GROU 4,020.00 239.10 123,735,047.00 123,735,047.00 240067 6/25/09 KRW GT1RS4 30703.1 1290.50 95,881.48 95,881.48

PUR 6/23/09 60 WOONGJIN COWAY CO LTD 230.00 12.59 6,515,805.00 6,515,805.00 240084 6/25/09 KRW GT1RS4 28258.9 1290.50 5,049.05 5,049.05

PUR 6/24/09 60 KT+G CORP KRW 5000.0 1,700.00 232.60 119,679,941.00 119,679,941.00 247575 6/26/09 KRW GT1RVQ 70224.4 1283.10 93,274.06 93,274.06

PUR 6/24/09 60 S1 CORP/KOREA KRW 500. 20.00 2.01 1,037,481.00 1,037,481.00 247009 6/26/09 KRW GT1RVQ 51745.0 1283.10 808.57 808.57

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/24/09 60 S1 CORP/KOREA KRW 500. 160.00 16.13 8,299,900.00 8,299,900.00 247009 6/26/09 KRW GT1RVQ 51745.0 1283.10 6,468.63 6,468.63

PUR 6/24/09 60 SHINHAN FINANCIAL GROU 3,380.00 203.34 104,620,917.00 104,620,917.00 240067 6/26/09 KRW GT1RVQ 30875.7 1283.10 81,537.62 81,537.62

PUR 6/24/09 60 WOONGJIN COWAY CO LTD 160.00 9.01 4,638,342.00 4,638,342.00 240084 6/26/09 KRW GT1RVQ 28917.3 1283.10 3,614.95 3,614.95

PUR 6/25/09 60 KT+G CORP KRW 5000.0 1,000.00 140.33 72,518,732.00 72,518,732.00 247575 6/29/09 KRW GT1RS4 72337.8 1288.70 56,272.78 56,272.78

PUR 6/25/09 60 S1 CORP/KOREA KRW 500. 120.00 12.44 6,427,825.00 6,427,825.00 247009 6/29/09 KRW GT1RVQ 53431.6 1288.69 4,987.84 4,987.84

PUR 6/25/09 60 S1 CORP/KOREA KRW 500. 20.00 2.07 1,071,305.00 1,071,305.00 247009 6/29/09 KRW GT1RVQ 53431.6 1288.69 831.31 831.31

PUR 6/25/09 60 SHINHAN FINANCIAL GROU 5,430.00 331.27 171,191,732.00 171,191,732.00 240067 6/29/09 KRW GT1RVQ 31448.4 1288.70 132,840.64 132,840.64

PUR 6/25/09 60 WOONGJIN COWAY CO LTD 320.00 17.74 9,169,807.00 9,169,807.00 240084 6/29/09 KRW GT1RVQ 28584.1 1288.70 7,115.55 7,115.55

PUR 6/25/09 60 WOONGJIN COWAY CO LTD 20.00 1.12 578,302.00 578,302.00 240084 6/29/09 KRW GT1RS4 28843.1 1288.69 448.75 448.75

PUR 6/26/09 60 KT+G CORP KRW 5000.0 1,900.00 263.69 135,781,877.00 135,781,877.00 247575 6/30/09 KRW GT1S42 71285.9 1284.10 105,740.89 105,740.89

PUR 6/26/09 60 S1 CORP/KOREA KRW 500. 20.00 2.09 1,082,235.00 1,082,235.00 247009 6/30/09 KRW GT1RS4 53977.2 1284.09 842.80 842.80

PUR 6/26/09 60 S1 CORP/KOREA KRW 500. 170.00 17.86 9,199,073.00 9,199,073.00 247009 6/30/09 KRW GT1RS4 53977.2 1284.10 7,163.83 7,163.83

PUR 6/26/09 60 SHINHAN FINANCIAL GROU 5,406.00 327.39 168,580,454.00 168,580,454.00 240067 6/30/09 KRW GT1RS4 31106.1 1284.10 131,282.96 131,282.96

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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: 90 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/26/09 60 WOONGJIN COWAY CO LTD 100.00 5.81 2,993,815.00 2,993,815.00 240084 6/30/09 KRW GT1RS4 29863.5 1284.10 2,331.45 2,331.45 ------175,801.00 14,747.659,022,141,559.00 9,022,141,559.00 7,216,006.38 7,216,006.38 79 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 6/01/09 60 ASTRA INTERNATIONAL TB 189,000.00 779.434,035,030,594.00 4,035,030,594.00 240055 6/04/09 IDR 212919 21307.1 10230.0 394,431.14 394,431.14

PUR 6/01/09 60 BANK MANDIRI 3,999,000.00 12621791763.00 12621791763.00 240057 6/04/09 IDR 212919 3156.23 10230.0 1,233,801.74 1,233,801.74

PUR 6/01/09 60 P T TELEKOMUNIKASI IND 35,000.00 1,070,391.00 1,070,391.00 240078 6/04/09 USD 30.583 1.000 1,070,391.00 1,070,391.00

PUR 6/01/09 60 UNITED TRACTORS TBK PT 448,000.00 891.704,616,222,077.00 4,616,222,077.00 242799 6/04/09 IDR 212919 10283.7 10230.0 451,243.60 451,243.60

PUR 6/02/09 60 P T TELEKOMUNIKASI IND 15,300.00 463,398.75 463,398.75 240078 6/05/09 USD 30.288 1.000 463,398.75 463,398.75 ------4,686,300.00 1,671.13 21274578223.75 21274578223.75 3,613,266.23 3,613,266.23 5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 6/01/09 60 COMMERCIAL INTERNATION 8,781.00 255.28 410,387.98 410,387.98 247491 6/03/09 EGP 212920 46.573 5.607 73,192.08 73,192.08

PUR 6/01/09 60 COMMERCIAL INTERNATION 51,900.00 648.52 2,427,802.21 2,427,802.21 247491 6/03/09 EGP 212919 46.708 5.607 432,994.87 432,994.87

PUR 6/01/09 60 MOBINIL EGP 10.0 5,200.00 300.19 1,123,791.68 1,123,791.68 240076 6/03/09 EGP 212919 215.790 5.607 200,426.55 200,426.55

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 ORASCOM CONSTRUCTION I 21,300.00 1,210.24 4,530,675.79 4,530,675.79 240086 6/03/09 EGP 212919 212.389 5.607 808,039.20 808,039.20

PUR 6/02/09 60 COMMERCIAL INTERNATION 10,977.00 328.25 527,606.65 527,606.65 247491 6/04/09 EGP 212973 47.897 5.606 94,114.64 94,114.64

PUR 6/03/09 60 COMMERCIAL INTERNATION 2,222.00 65.25 104,762.28 104,762.28 247491 6/08/09 EGP 213037 46.983 5.600 18,707.55 18,707.55

PUR 6/04/09 60 COMMERCIAL INTERNATION 8,947.00 263.51 422,714.31 422,714.31 247491 6/08/09 EGP 213083 47.082 5.595 75,552.16 75,552.16

PUR 6/08/09 60 COMMERCIAL INTERNATION 2,244.00 67.21 107,945.32 107,945.32 247491 6/10/09 EGP 213193 47.936 5.602 19,269.07 19,269.07

PUR 6/09/09 60 COMMERCIAL INTERNATION 9,066.00 275.24 442,167.92 442,167.92 247491 6/11/09 EGP 213243 48.602 5.603 78,916.28 78,916.28

PUR 6/10/09 60 COMMERCIAL INTERNATION 36,264.00 1,110.17 1,783,129.80 1,783,129.80 247491 6/15/09 EGP 213295 48.999 5.602 318,302.36 318,302.36

PUR 6/15/09 60 COMMERCIAL INTERNATION 905.00 27.13 43,592.04 43,592.04 247491 6/17/09 EGP 213446 48.000 5.604 7,778.74 7,778.74

PUR 6/16/09 60 COMMERCIAL INTERNATION 2,716.00 83.14 133,549.79 133,549.79 247491 6/18/09 EGP 213481 49.000 5.602 23,838.39 23,838.39

PUR 6/18/09 60 COMMERCIAL INTERNATION 15,686.00 474.34 761,592.01 761,592.01 247491 6/22/09 EGP 213589 48.383 5.600 135,998.57 135,998.57

PUR 6/22/09 60 COMMERCIAL INTERNATION 45,290.00 1,345.33 2,158,913.54 2,158,913.54 247491 6/24/09 EGP GT1RS4 47.502 5.597 385,726.91 385,726.91

PUR 6/23/09 60 COMMERCIAL INTERNATION 26,997.00 785.90 1,260,938.16 1,260,938.16 247491 6/25/09 EGP GT1RS4 46.544 5.596 225,328.48 225,328.48

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PUR 6/24/09 60 COMMERCIAL INTERNATION 900.00 26.30 42,196.61 42,196.61 247491 6/29/09 EGP GT1RVQ 46.722 5.595 7,541.84 7,541.84

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/25/09 60 COMMERCIAL INTERNATION 3,700.00 111.22 178,508.61 178,508.61 247491 6/29/09 EGP GT1RS4 48.077 5.598 31,887.93 31,887.93 ------253,095.00 7,377.22 16,460,274.70 16,460,274.70 2,937,615.62 2,937,615.62 17 TRANSACTIONS IN COUNTRY: EGYPT (5100)

PUR 5/25/09 60 MURRAY + ROBERTS HOLDI 162.00 2.73 7,808.81 7,808.81 240206 6/01/09 ZAR 212693 48.063 8.270 944.24 944.24

PUR 5/25/09 60 NEDBANK GROUP LTD 732.00 22.91 65,531.25 65,531.25 239838 6/01/09 ZAR 212693 89.265 8.270 7,924.07 7,924.07

PUR 5/25/09 60 PRETORIA PORTLAND CEME 56.00 .61 1,739.95 1,739.95 239841 6/01/09 ZAR 212694 30.981 8.270 210.40 210.40

PUR 5/25/09 60 TRUWORTHS INTERNAT ZAR 1,637.00 20.66 59,082.87 59,082.87 239843 6/01/09 ZAR 212700 35.988 8.270 7,144.33 7,144.33

PUR 5/25/09 60 TRUWORTHS INTERNAT ZAR 1,679.00 32.89 60,716.01 60,716.01 239843 6/01/09 ZAR 212694 36.000 8.270 7,341.81 7,341.81

PUR 5/26/09 60 MASSMART ZAR0.01 392.00 16.39 30,319.83 30,319.83 239844 6/02/09 ZAR 212712 77.000 8.285 3,659.65 3,659.65

PUR 5/26/09 60 MURRAY + ROBERTS HOLDI 898.00 23.85 44,109.80 44,109.80 240206 6/02/09 ZAR 212716 48.900 8.285 5,324.12 5,324.12

PUR 5/26/09 60 MURRAY + ROBERTS HOLDI 613.00 10.51 30,078.56 30,078.56 240206 6/02/09 ZAR 212714 48.926 8.285 3,630.53 3,630.53

PUR 5/26/09 60 NEDBANK GROUP LTD 2,667.00 130.19 240,776.33 240,776.33 239838 6/02/09 ZAR 212712 89.875 8.285 29,062.07 29,062.07

PUR 5/26/09 60 PRETORIA PORTLAND CEME 714.00 11.97 22,133.20 22,133.20 239841 6/02/09 ZAR 212713 30.860 8.285 2,671.51 2,671.51

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: 93 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/26/09 60 PRETORIA PORTLAND CEME 523.00 5.68 16,251.08 16,251.08 239841 6/02/09 ZAR 212715 30.983 8.285 1,961.53 1,961.53

PUR 5/26/09 60 SANLAM LTD 5,382.00 50.23 92,903.17 92,903.17 239837 6/02/09 ZAR 212711 17.185 8.285 11,213.55 11,213.55

PUR 5/26/09 60 TRUWORTHS INTERNAT ZAR 811.00 15.78 29,180.75 29,180.75 239843 6/02/09 ZAR 212713 35.820 8.285 3,522.16 3,522.16

PUR 5/26/09 60 TRUWORTHS INTERNAT ZAR 1,693.00 21.30 60,995.83 60,995.83 239843 6/02/09 ZAR 212718 35.924 8.285 7,362.29 7,362.29

PUR 5/27/09 60 SANLAM LTD 468.00 4.46 8,103.40 8,103.40 239837 6/03/09 ZAR 212776 17.237 8.139 995.63 995.63

PUR 5/28/09 60 MASSMART ZAR0.01 407.00 17.26 31,120.45 31,120.45 239844 6/04/09 ZAR 212823 76.120 8.077 3,852.78 3,852.78

PUR 5/28/09 60 PRETORIA PORTLAND CEME 101.00 1.12 3,138.92 3,138.92 239841 6/04/09 ZAR 212824 30.989 8.077 388.61 388.61

PUR 5/28/09 60 TIGER BRANDS LTD ZAR 0 7,762.00 575.80 1,038,198.53 1,038,198.53 247237 6/04/09 ZAR 212823 133.155 8.077 128,531.28 128,531.28

PUR 5/29/09 60 MASSMART ZAR0.01 131.00 5.65 10,132.39 10,132.39 239844 6/05/09 ZAR 212873 77.000 8.029 1,261.91 1,261.91

PUR 5/29/09 60 MURRAY + ROBERTS HOLDI 1,181.00 21.09 58,512.14 58,512.14 240206 6/05/09 ZAR 212874 49.401 8.029 7,287.24 7,287.24

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PUR 5/29/09 60 NEDBANK GROUP LTD 1,733.00 86.88 155,714.26 155,714.26 239838 6/05/09 ZAR 212873 89.450 8.029 19,393.01 19,393.01

PUR 5/29/09 60 PRETORIA PORTLAND CEME 970.00 10.75 29,820.18 29,820.18 239841 6/05/09 ZAR 212875 30.653 8.029 3,713.87 3,713.87

PUR 5/29/09 60 SANLAM LTD 1,128.00 6.99 19,401.30 19,401.30 239837 6/05/09 ZAR 212877 17.150 8.029 2,416.28 2,416.28

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 SANLAM LTD 2,401.00 23.08 41,362.44 41,362.44 239837 6/05/09 ZAR 212879 17.150 8.029 5,151.37 5,151.37

PUR 5/29/09 60 TIGER BRANDS LTD ZAR 0 4,866.00 381.11 683,083.61 683,083.61 247237 6/05/09 ZAR 212874 139.750 8.029 85,072.81 85,072.81

PUR 6/01/09 60 KUMBA IRON ORE LTD 16,500.00 1,698.17 3,401,909.27 3,401,909.27 239842 6/08/09 ZAR 212919 205.355 7.981 426,240.32 426,240.32

PUR 6/01/09 60 MASSMART ZAR0.01 25,100.00 991.01 1,985,259.80 1,985,259.80 239844 6/08/09 ZAR 212919 78.779 7.981 248,742.02 248,742.02

PUR 6/01/09 60 NEDBANK GROUP LTD 80,318.00 4,178.11 7,443,637.59 7,443,637.59 239838 6/08/09 ZAR 212927 92.262 7.981 932,646.42 932,646.42

PUR 6/01/09 60 NEDBANK GROUP LTD 38,782.00 1,779.74 3,565,324.85 3,565,324.85 239838 6/08/09 ZAR 212923 91.566 7.981 446,715.39 446,715.39

PUR 6/01/09 60 SANLAM LTD 3,523.00 34.01 60,601.09 60,601.09 239837 6/08/09 ZAR 212928 17.124 7.981 7,592.98 7,592.98

PUR 6/01/09 60 SANLAM LTD 2,821.00 19.40 48,534.97 48,534.97 239837 6/08/09 ZAR 212927 17.150 7.981 6,081.16 6,081.16

PUR 6/01/09 60 SANLAM LTD 212,600.00 1,846.50 3,699,052.74 3,699,052.74 239837 6/08/09 ZAR 212919 17.330 7.981 463,470.75 463,470.75

PUR 6/01/09 60 TIGER BRANDS LTD ZAR 0 6,561.00 522.52 930,916.86 930,916.86 247237 6/08/09 ZAR 212929 141.251 7.981 116,638.71 116,638.71

PUR 6/01/09 60 TIGER BRANDS LTD ZAR 0 44,100.00 3,119.17 6,248,573.37 6,248,573.37 247237 6/08/09 ZAR 212919 141.127 7.981 782,911.51 782,911.51

PUR 6/01/09 60 TRUWORTHS INTERNAT ZAR 81,300.00 1,512.22 3,029,405.02 3,029,405.02 239843 6/08/09 ZAR 212919 37.114 7.981 379,567.61 379,567.61

PUR 6/02/09 60 MURRAY + ROBERTS HOLDI 32,090.00 590.81 1,636,785.48 1,636,785.48 240206 6/09/09 ZAR 212979 50.859 8.016 204,177.07 204,177.07

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/02/09 60 NEDBANK GROUP LTD 3,170.00 160.13 286,557.41 286,557.41 239838 6/09/09 ZAR 212980 89.992 8.017 35,745.95 35,745.95

PUR 6/02/09 60 SANLAM LTD 49,018.00 336.16 844,824.05 844,824.05 239837 6/09/09 ZAR 212978 17.180 8.016 105,385.65 105,385.65

PUR 6/02/09 60 TIGER BRANDS LTD ZAR 0 490.00 25.05 69,409.47 69,409.47 247237 6/09/09 ZAR 212984 141.242 8.016 8,658.33 8,658.33

PUR 6/02/09 60 TIGER BRANDS LTD ZAR 0 9,910.00 789.64 1,413,029.88 1,413,029.88 247237 6/09/09 ZAR 212977 141.948 8.016 176,265.19 176,265.19

PUR 6/03/09 60 MURRAY + ROBERTS HOLDI 20,998.00 381.56 1,062,785.56 1,062,785.56 240206 6/10/09 ZAR 213040 50.467 8.060 131,862.52 131,862.52

PUR 6/03/09 60 NEDBANK GROUP LTD 6,513.00 327.22 588,701.79 588,701.79 239838 6/10/09 ZAR 213040 89.984 8.060 73,041.74 73,041.74

PUR 6/03/09 60 SANLAM LTD 11,796.00 111.32 200,275.56 200,275.56 239837 6/10/09 ZAR 213040 16.902 8.060 24,848.70 24,848.70

PUR 6/03/09 60 TIGER BRANDS LTD ZAR 0 50.00 2.52 7,027.32 7,027.32 247237 6/10/09 ZAR 213038 140.140 8.060 871.90 871.90

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PUR 6/03/09 60 TIGER BRANDS LTD ZAR 0 4,952.00 393.13 707,293.44 707,293.44 247237 6/10/09 ZAR 213041 142.190 8.060 87,755.71 87,755.71

PUR 6/04/09 60 MURRAY + ROBERTS HOLDI 7,901.00 144.21 399,768.54 399,768.54 240206 6/11/09 ZAR 213089 50.451 8.021 49,837.75 49,837.75

PUR 6/04/09 60 SANLAM LTD 10,186.00 97.04 173,748.87 173,748.87 239837 6/11/09 ZAR 213089 16.981 8.021 21,660.67 21,660.67

PUR 6/04/09 60 TIGER BRANDS LTD ZAR 0 6,017.00 472.61 846,222.72 846,222.72 247237 6/11/09 ZAR 213089 140.009 8.021 105,495.64 105,495.64

PUR 6/04/09 60 TIGER BRANDS LTD ZAR 0 1,719.00 135.01 241,742.97 241,742.97 247237 6/11/09 ZAR 213094 140.000 8.021 30,137.25 30,137.25

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/05/09 60 MURRAY + ROBERTS HOLDI 1,279.00 23.38 64,798.62 64,798.62 240206 6/12/09 ZAR 213130 50.517 8.020 8,079.43 8,079.43

PUR 6/05/09 60 SANLAM LTD 10,106.00 95.55 171,067.62 171,067.62 239837 6/12/09 ZAR 213126 16.852 8.020 21,329.60 21,329.60

PUR 6/05/09 60 TIGER BRANDS LTD ZAR 0 4,946.00 393.85 705,095.04 705,095.04 247237 6/12/09 ZAR 213126 141.920 8.020 87,914.89 87,914.89

PUR 6/08/09 60 MURRAY + ROBERTS HOLDI 12,480.00 342.27 626,021.97 626,021.97 240206 6/15/09 ZAR 213203 49.937 8.194 76,402.84 76,402.84

PUR 6/08/09 60 NEDBANK GROUP LTD 54.00 2.67 4,881.88 4,881.88 239838 6/15/09 ZAR 213202 90.000 8.194 595.81 595.81

PUR 6/08/09 60 SANLAM LTD 5,061.00 46.98 85,928.50 85,928.50 239837 6/15/09 ZAR 213200 16.902 8.194 10,487.14 10,487.14

PUR 6/08/09 60 TIGER BRANDS LTD ZAR 0 2,472.00 191.82 350,836.37 350,836.37 247237 6/15/09 ZAR 213241 141.288 8.194 42,817.82 42,817.82

PUR 6/09/09 60 MURRAY + ROBERTS HOLDI 2,921.00 82.09 148,017.03 148,017.03 240206 6/17/09 ZAR 213253 50.446 8.078 18,323.25 18,323.25

PUR 6/09/09 60 SANLAM LTD 5,515.00 52.21 94,142.00 94,142.00 239837 6/17/09 ZAR 213247 16.994 8.078 11,653.98 11,653.98

PUR 6/09/09 60 TIGER BRANDS LTD ZAR 0 6,758.00 532.59 960,370.09 960,370.09 247237 6/17/09 ZAR 213248 141.472 8.078 118,885.64 118,885.64

PUR 6/09/09 60 TIGER BRANDS LTD ZAR 0 1,174.00 59.41 165,869.21 165,869.21 247237 6/17/09 ZAR 213247 140.877 8.078 20,533.20 20,533.20

PUR 6/10/09 60 MURRAY + ROBERTS HOLDI 3,120.00 88.91 159,817.85 159,817.85 240206 6/18/09 ZAR 213304 50.994 8.052 19,846.99 19,846.99

PUR 6/10/09 60 SANLAM LTD 1,406.00 13.43 24,143.03 24,143.03 239837 6/18/09 ZAR 213303 17.095 8.053 2,998.20 2,998.20

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/10/09 60 TIGER BRANDS LTD ZAR 0 3,509.00 278.52 500,632.34 500,632.34 247237 6/18/09 ZAR 213300 142.032 8.052 62,171.05 62,171.05

PUR 6/10/09 60 TIGER BRANDS LTD ZAR 0 76.00 3.86 10,747.10 10,747.10 247237 6/18/09 ZAR 213300 141.000 8.052 1,334.63 1,334.63

PUR 6/11/09 60 MURRAY + ROBERTS HOLDI 2,717.00 78.70 140,580.27 140,580.27 240206 6/19/09 ZAR 213354 51.509 8.002 17,568.80 17,568.80

PUR 6/11/09 60 SANLAM LTD 16,627.00 159.74 285,322.23 285,322.23 239837 6/19/09 ZAR 213355 17.083 8.002 35,657.70 35,657.70

PUR 6/11/09 60 TIGER BRANDS LTD ZAR 0 121.00 6.18 17,097.30 17,097.30 247237 6/19/09 ZAR 213358 140.891 8.002 2,136.71 2,136.71

PUR 6/11/09 60 TIGER BRANDS LTD ZAR 0 4,117.00 330.67 590,635.88 590,635.88 247237 6/19/09 ZAR 213356 142.820 8.002 73,813.80 73,813.80

PUR 6/12/09 60 SANLAM LTD 7,732.00 52.22 131,864.62 131,864.62

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239837 6/22/09 ZAR 213400 17.000 8.055 16,371.34 16,371.34

PUR 6/12/09 60 SANLAM LTD 17,838.00 169.79 305,277.16 305,277.16 239837 6/22/09 ZAR 213400 17.037 8.055 37,900.97 37,900.97

PUR 6/12/09 60 TIGER BRANDS LTD ZAR 0 4,063.00 326.46 586,970.20 586,970.20 247237 6/22/09 ZAR 213399 143.820 8.055 72,873.91 72,873.91

PUR 6/15/09 60 MURRAY + ROBERTS HOLDI 3,525.00 100.52 181,206.83 181,206.83 240206 6/23/09 ZAR 213448 51.176 8.076 22,437.14 22,437.14

PUR 6/15/09 60 SANLAM LTD 22,555.00 213.68 385,221.63 385,221.63 239837 6/23/09 ZAR 213446 17.003 8.076 47,698.38 47,698.38

PUR 6/15/09 60 TIGER BRANDS LTD ZAR 0 823.00 64.89 116,978.55 116,978.55 247237 6/23/09 ZAR 213447 141.500 8.076 14,484.36 14,484.36

PUR 6/17/09 60 MURRAY + ROBERTS HOLDI 4,821.00 135.69 246,251.03 246,251.03 240206 6/24/09 ZAR 213535 50.850 8.130 30,288.43 30,288.43

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/17/09 60 MURRAY + ROBERTS HOLDI 3,355.00 93.92 170,454.14 170,454.14 240206 6/24/09 ZAR 213537 50.578 8.130 20,965.55 20,965.55

PUR 6/17/09 60 SANLAM LTD 8,341.00 77.84 141,271.31 141,271.31 239837 6/24/09 ZAR 213535 16.861 8.130 17,376.12 17,376.12

PUR 6/17/09 60 SANLAM LTD 7,515.00 70.13 127,273.06 127,273.06 239837 6/24/09 ZAR 213534 16.860 8.130 15,654.36 15,654.36

PUR 6/17/09 60 TIGER BRANDS LTD ZAR 0 6,580.00 517.09 938,442.35 938,442.35 247237 6/24/09 ZAR 213534 141.982 8.130 115,426.72 115,426.72

PUR 6/17/09 60 TRUWORTHS INTERNAT ZAR 7,795.00 155.15 281,569.59 281,569.59 239843 6/24/09 ZAR 213536 35.960 8.130 34,632.55 34,632.55

PUR 6/17/09 60 TRUWORTHS INTERNAT ZAR 4,310.00 55.29 155,340.13 155,340.13 239843 6/24/09 ZAR 213538 35.937 8.130 19,106.56 19,106.56

PUR 6/18/09 60 MURRAY + ROBERTS HOLDI 24,630.00 678.62 1,233,234.13 1,233,234.13 240206 6/25/09 ZAR 213593 49.846 8.141 151,482.49 151,482.49

PUR 6/18/09 60 SANLAM LTD 4,099.00 38.19 69,402.42 69,402.42 239837 6/25/09 ZAR 213593 16.856 8.141 8,524.94 8,524.94

PUR 6/18/09 60 TIGER BRANDS LTD ZAR 0 9,648.00 762.18 1,385,090.39 1,385,090.39 247237 6/25/09 ZAR 213594 142.919 8.141 170,135.53 170,135.53

PUR 6/18/09 60 TRUWORTHS INTERNAT ZAR 1,559.00 20.01 56,285.93 56,285.93 239843 6/25/09 ZAR 213594 35.999 8.141 6,913.80 6,913.80

PUR 6/19/09 60 MURRAY + ROBERTS HOLDI 964.00 26.48 47,910.56 47,910.56 240206 6/26/09 ZAR 213628 49.477 8.106 5,910.87 5,910.87

PUR 6/19/09 60 SANLAM LTD 34,188.00 321.16 581,074.35 581,074.35 239837 6/26/09 ZAR 213626 16.920 8.105 71,688.90 71,688.90

PUR 6/19/09 60 SANLAM LTD 3,391.00 31.80 57,537.85 57,537.85 239837 6/26/09 ZAR 213626 16.892 8.105 7,098.62 7,098.62

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/19/09 60 TIGER BRANDS LTD ZAR 0 656.00 51.69 93,524.26 93,524.26 247237 6/26/09 ZAR 213625 141.929 8.106 11,538.37 11,538.37

PUR 6/19/09 60 TRUWORTHS INTERNAT ZAR 3,704.00 47.71 133,638.47 133,638.47 239843 6/26/09 ZAR 213627 35.975 8.106 16,487.38 16,487.38

PUR 6/22/09 60 MURRAY + ROBERTS HOLDI 1,543.00 41.40 75,598.19 75,598.19 240206 6/29/09 ZAR GT1RS4 48.775 8.180 9,242.17 9,242.17

PUR 6/22/09 60 MURRAY + ROBERTS HOLDI 372.00 9.98 18,225.88 18,225.88 240206 6/29/09 ZAR GT1RS4 48.775 8.180 2,228.18 2,228.18

PUR 6/22/09 60 SANLAM LTD 15,123.00 139.85 255,349.45 255,349.45 239837 6/29/09 ZAR GT1RS4 16.809 8.180 31,217.46 31,217.46

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PUR 6/22/09 60 SANLAM LTD 2,322.00 21.45 39,161.82 39,161.82 239837 6/29/09 ZAR GT1RS4 16.790 8.180 4,787.68 4,787.68

PUR 6/22/09 60 TIGER BRANDS LTD ZAR 0 2,808.00 140.37 396,799.31 396,799.31 247237 6/29/09 ZAR GT1RS4 140.901 8.180 48,510.25 48,510.25

PUR 6/22/09 60 TIGER BRANDS LTD ZAR 0 1,671.00 129.62 236,671.25 236,671.25 247237 6/29/09 ZAR GT1RS4 141.000 8.180 28,933.98 28,933.98

PUR 6/22/09 60 TIGER BRANDS LTD ZAR 0 2,808.00 140.37 396,799.31 396,799.31 247237 6/29/09 ZAR GT1RS4 140.901 8.180 48,510.25 48,510.25

PUR 6/22/09 60 TIGER BRANDS LTD ZAR 0 1,671.00 129.62 236,671.25 236,671.25 247237 6/29/09 ZAR GT1RS4 141.000 8.180 28,933.98 28,933.98

PUR 6/22/09 60 TRUWORTHS INTERNAT ZAR 89.00 1.14 3,213.30 3,213.30 239843 6/29/09 ZAR GT1RS4 36.000 8.180 392.84 392.84

PUR 6/22/09 60 TRUWORTHS INTERNAT ZAR 20.00 .26 722.09 722.09 239843 6/29/09 ZAR GT1RS4 36.000 8.180 88.28 88.28

PUR 6/22/09 60 TRUWORTHS INTERNAT ZAR 3.00 .04 108.31 108.31 239843 6/29/09 ZAR GT1RS4 36.000 8.181 13.24 13.24

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 SANLAM LTD 5,939.00 54.45 100,045.21 100,045.21 239837 6/30/09 ZAR GT1RS4 16.770 8.231 12,153.95 12,153.95

PUR 6/23/09 60 SANLAM LTD 5,082.00 46.17 84,830.67 84,830.67 239837 6/30/09 ZAR GT1RS4 16.618 8.231 10,305.62 10,305.62

PUR 6/23/09 60 TIGER BRANDS LTD ZAR 0 2,192.00 108.74 309,342.62 309,342.62 247237 6/30/09 ZAR GT1RS4 140.715 8.231 37,580.35 37,580.35

PUR 6/23/09 60 TIGER BRANDS LTD ZAR 0 1,711.00 131.53 241,690.05 241,690.05 247237 6/30/09 ZAR GT1RS4 140.624 8.232 29,361.60 29,361.60

PUR 6/23/09 60 TIGER BRANDS LTD ZAR 0 2,192.00 108.74 309,342.62 309,342.62 247237 6/30/09 ZAR GT1RS4 140.715 8.231 37,580.35 37,580.35

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 1,620.00 20.23 57,546.91 57,546.91 239843 6/30/09 ZAR GT1RS4 35.420 8.231 6,991.06 6,991.06

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 1,559.00 30.26 55,593.55 55,593.55 239843 6/30/09 ZAR GT1RS4 35.500 8.231 6,753.76 6,753.76

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 1,199.00 23.27 42,756.04 42,756.04 239843 6/30/09 ZAR GT1RS4 35.500 8.231 5,194.20 5,194.20

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 362.00 4.52 12,859.26 12,859.26 239843 6/30/09 ZAR GT1RS4 35.420 8.232 1,562.20 1,562.20

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 349.00 6.77 12,445.25 12,445.25 239843 6/30/09 ZAR GT1RS4 35.500 8.231 1,511.91 1,511.91

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 268.00 5.20 9,556.82 9,556.82 239843 6/30/09 ZAR GT1RS4 35.500 8.231 1,161.01 1,161.01

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 61.00 .76 2,166.88 2,166.88 239843 6/30/09 ZAR GT1RS4 35.420 8.232 263.24 263.24

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 59.00 1.15 2,103.93 2,103.93 239843 6/30/09 ZAR GT1RS4 35.500 8.232 255.59 255.59

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/23/09 60 TRUWORTHS INTERNAT ZAR 45.00 .87 1,604.69 1,604.69 239843 6/30/09 ZAR GT1RS4 35.500 8.231 194.95 194.95 ------1,033,141.00 29,257.25 57,164,631.63 57,164,631.63 7,117,664.86 7,117,664.86 115 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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PUR 5/27/09 60 BANPU PUBLIC CO LTD-FO 500.00 19.59 161,872.56 161,872.56 242472 6/01/09 THB 212764 322.399 34.360 4,711.08 4,711.08

PUR 5/27/09 60 KASIKORNBANK PCL-FOREI 9,200.00 68.02 562,121.21 562,121.21 246231 6/01/09 THB 212765 60.846 34.360 16,359.76 16,359.76

PUR 5/27/09 60 KASIKORNBANK PCL-FOREI 7,000.00 51.89 428,861.46 428,861.46 246231 6/01/09 THB 212766 61.011 34.360 12,481.42 12,481.42

PUR 5/28/09 60 BANPU PUBLIC CO LTD-FO 1,100.00 42.52 351,612.78 351,612.78 242472 6/02/09 THB 212811 318.319 34.380 10,227.25 10,227.25

PUR 5/28/09 60 KASIKORNBANK PCL-FOREI 1,800.00 13.43 111,041.08 111,041.08 246231 6/02/09 THB 212813 61.433 34.380 3,229.82 3,229.82

PUR 5/28/09 60 KASIKORNBANK PCL-FOREI 700.00 5.21 43,119.94 43,119.94 246231 6/02/09 THB 212812 61.344 34.380 1,254.22 1,254.22

PUR 5/29/09 60 BANPU PUBLIC CO LTD-FO 2,400.00 93.52 771,957.12 771,957.12 242472 6/03/09 THB 212857 320.312 34.320 22,492.92 22,492.92

PUR 5/29/09 60 KASIKORNBANK PCL-FOREI 17,100.00 125.11 1,032,730.47 1,032,730.47 246231 6/03/09 THB 212859 60.143 34.320 30,091.21 30,091.21

PUR 5/29/09 60 KASIKORNBANK PCL-FOREI 34,000.00 248.17 2,049,353.48 2,049,353.48 246231 6/03/09 THB 212857 60.025 34.320 59,713.10 59,713.10

PUR 5/29/09 60 KASIKORNBANK PCL-FOREI 13,400.00 96.19 794,035.32 794,035.32 246231 6/03/09 THB 212861 59.010 34.320 23,136.23 23,136.23

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 BANPU PUBLIC CO LTD-FO 38,000.00 619.74 12,626,713.78 12,626,713.78 242472 6/04/09 THB 212920 331.726 34.070 370,610.91 370,610.91

PUR 6/01/09 60 BANPU PUBLIC CO LTD-FO 200.00 8.06 66,071.54 66,071.54 242472 6/04/09 THB 212918 328.984 34.070 1,939.29 1,939.29

PUR 6/01/09 60 KASIKORNBANK PCL-FOREI 522,000.00 1,539.68 31,369,951.20 31,369,951.20 246231 6/04/09 THB 212919 59.995 34.070 920,749.96 920,749.96

PUR 6/01/09 60 KASIKORNBANK PCL-FOREI 69,900.00 511.44 4,190,985.87 4,190,985.87 246231 6/04/09 THB 212918 59.708 34.070 123,011.03 123,011.03

PUR 6/02/09 60 BANPU PUBLIC CO LTD-FO 27,500.00 716.64 9,514,637.77 9,514,637.77 242472 6/05/09 THB 212967 345.098 34.100 279,021.64 279,021.64

PUR 6/03/09 60 BANPU PUBLIC CO LTD-FO 300.00 7.79 103,277.25 103,277.25 242472 6/08/09 THB 213024 343.373 34.050 3,033.11 3,033.11

PUR 6/03/09 60 BANPU PUBLIC CO LTD-FO 13,500.00 353.16 4,681,924.74 4,681,924.74 242472 6/08/09 THB 213018 345.919 34.050 137,501.46 137,501.46

PUR 6/03/09 60 KASIKORNBANK PCL-FOREI 14,500.00 74.05 981,680.23 981,680.23 246231 6/08/09 THB 213028 67.528 34.050 28,830.55 28,830.55

PUR 6/03/09 60 KASIKORNBANK PCL-FOREI 10,200.00 52.16 691,128.83 691,128.83 246231 6/08/09 THB 213024 67.584 34.050 20,297.47 20,297.47

PUR 6/04/09 60 BANPU PUBLIC CO LTD-FO 200.00 5.17 68,723.33 68,723.33 242472 6/09/09 THB 213086 342.734 34.120 2,014.17 2,014.17

PUR 6/04/09 60 KASIKORNBANK PCL-FOREI 31,300.00 125.78 2,177,344.36 2,177,344.36 246231 6/09/09 THB 213097 69.427 34.120 63,814.31 63,814.31

PUR 6/04/09 60 KASIKORNBANK PCL-FOREI 26,400.00 138.65 1,841,877.60 1,841,877.60 246231 6/09/09 THB 213084 69.589 34.120 53,982.34 53,982.34

PUR 6/05/09 60 KASIKORNBANK PCL-FOREI 9,300.00 50.48 672,332.15 672,332.15 246231 6/10/09 THB 213118 72.108 34.210 19,653.09 19,653.09

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/08/09 60 BANPU PUBLIC CO LTD-FO 600.00 15.72 210,112.46 210,112.46 242472 6/11/09 THB 213190 349.288 34.340 6,118.59 6,118.59

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PUR 6/08/09 60 KASIKORNBANK PCL-FOREI 12,900.00 69.92 934,884.09 934,884.09 246231 6/11/09 THB 213190 72.286 34.340 27,224.35 27,224.35

PUR 6/09/09 60 BANPU PUBLIC CO LTD-FO 400.00 10.46 137,477.44 137,477.44 242472 6/12/09 THB 213237 342.801 34.150 4,025.69 4,025.69

PUR 6/09/09 60 KASIKORNBANK PCL-FOREI 6,700.00 36.57 480,650.60 480,650.60 246231 6/12/09 THB 213237 71.553 34.150 14,074.69 14,074.69

PUR 6/09/09 60 KASIKORNBANK PCL-FOREI 23,700.00 127.89 1,700,505.46 1,700,505.46 246231 6/12/09 THB 213240 71.567 34.150 49,795.18 49,795.18

PUR 6/10/09 60 BANPU PUBLIC CO LTD-FO 5,400.00 176.93 1,902,378.89 1,902,378.89 242472 6/15/09 THB 213291 351.177 34.030 55,902.99 55,902.99

PUR 6/10/09 60 KASIKORNBANK PCL-FOREI 8,000.00 45.41 594,741.28 594,741.28 246231 6/15/09 THB 213291 74.150 34.030 17,476.97 17,476.97

PUR 6/12/09 60 KASIKORNBANK PCL-FOREI 14,100.00 83.20 1,103,997.55 1,103,997.55 246231 6/17/09 THB 213385 78.097 34.080 32,394.29 32,394.29

PUR 6/15/09 60 BANPU PUBLIC CO LTD-FO 3,200.00 89.38 1,187,048.80 1,187,048.80 242472 6/18/09 THB 213440 370.000 34.110 34,800.61 34,800.61

PUR 6/15/09 60 KASIKORNBANK PCL-FOREI 24,500.00 138.80 1,843,400.77 1,843,400.77 246231 6/18/09 THB 213440 75.048 34.110 54,042.83 54,042.83

PUR 6/16/09 60 BANPU PUBLIC CO LTD-FO 500.00 13.45 178,403.26 178,403.26 242472 6/19/09 THB 213473 355.890 34.080 5,234.84 5,234.84

PUR 6/16/09 60 KASIKORNBANK PCL-FOREI 3,500.00 18.97 251,771.65 251,771.65 246231 6/19/09 THB 213475 71.750 34.080 7,387.67 7,387.67

PUR 6/16/09 60 KASIKORNBANK PCL-FOREI 23,000.00 124.99 1,658,555.51 1,658,555.51 246231 6/19/09 THB 213472 71.926 34.080 48,666.53 48,666.53

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: 104 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/16/09 60 KASIKORNBANK PCL-FOREI 25,000.00 135.99 1,804,482.11 1,804,482.11 246231 6/19/09 THB 213474 71.994 34.080 52,948.42 52,948.42

PUR 6/17/09 60 BANPU PUBLIC CO LTD-FO 600.00 15.74 209,166.28 209,166.28 242472 6/22/09 THB 213523 347.715 34.140 6,126.72 6,126.72

PUR 6/17/09 60 KASIKORNBANK PCL-FOREI 31,000.00 205.21 2,213,585.89 2,213,585.89 246231 6/22/09 THB 213523 71.180 34.140 64,838.49 64,838.49

PUR 6/17/09 60 KASIKORNBANK PCL-FOREI 5,500.00 29.61 393,595.40 393,595.40 246231 6/22/09 THB 213525 71.379 34.140 11,528.86 11,528.86

PUR 6/18/09 60 BANPU PUBLIC CO LTD-FO 100.00 2.50 33,273.36 33,273.36 242472 6/23/09 THB 213580 331.879 34.120 975.19 975.19

PUR 6/18/09 60 KASIKORNBANK PCL-FOREI 18,000.00 95.93 1,274,333.98 1,274,333.98 246231 6/23/09 THB 213582 70.615 34.120 37,348.59 37,348.59

PUR 6/18/09 60 KASIKORNBANK PCL-FOREI 14,000.00 74.64 992,153.63 992,153.63 246231 6/23/09 THB 213580 70.686 34.120 29,078.36 29,078.36

PUR 6/18/09 60 KASIKORNBANK PCL-FOREI 17,000.00 90.81 1,206,356.69 1,206,356.69 246231 6/23/09 THB 213583 70.780 34.120 35,356.29 35,356.29

PUR 6/19/09 60 BANPU PUBLIC CO LTD-FO 1,500.00 38.82 495,987.53 495,987.53 242472 6/24/09 THB 213616 329.776 34.090 14,549.36 14,549.36

PUR 6/19/09 60 KASIKORNBANK PCL-FOREI 3,500.00 23.26 250,552.99 250,552.99 246231 6/24/09 THB 213617 71.360 34.090 7,349.75 7,349.75

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 4,000.00 22.38 297,356.92 297,356.92 246231 6/25/09 THB GT1RS4 74.148 34.130 8,712.48 8,712.48

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 4,000.00 22.38 297,356.92 297,356.92 246231 6/25/09 THB GT1RS4 74.148 34.130 8,712.48 8,712.48

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 4,000.00 22.38 297,356.92 297,356.92 246231 6/25/09 THB GT1RS4 74.148 34.130 8,712.48 8,712.48

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: 105 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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-

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.59 74,339.24 74,339.24 246231 6/25/09 THB GT1RS4 74.148 34.130 2,178.12 2,178.12

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 500.00 2.80 37,199.19 37,199.19 246231 6/25/09 THB GT1RS4 74.207 34.130 1,089.93 1,089.93

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 500.00 2.80 37,199.19 37,199.19 246231 6/25/09 THB GT1RS4 74.207 34.130 1,089.93 1,089.93

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 500.00 2.80 37,199.19 37,199.19 246231 6/25/09 THB GT1RS4 74.207 34.130 1,089.93 1,089.93

PUR 6/22/09 60 KASIKORNBANK PCL-FOREI 1,500.00 8.39 111,508.84 111,508.84 246231 6/25/09 THB GT1RS4 74.148 34.130 3,267.18 3,267.18

PUR 6/23/09 60 KASIKORNBANK PCL-FOREI 3,000.00 15.91 208,958.62 208,958.62 246231 6/26/09 THB GT1RS4 69.472 34.130 6,122.43 6,122.43

PUR 6/23/09 60 KASIKORNBANK PCL-FOREI 3,000.00 15.91 208,958.62 208,958.62 246231 6/26/09 THB GT1RS4 69.472 34.130 6,122.43 6,122.43

PUR 6/23/09 60 KASIKORNBANK PCL-FOREI 1,500.00 7.95 104,479.31 104,479.31 246231 6/26/09 THB GT1RS4 69.472 34.130 3,061.22 3,061.22

PUR 6/23/09 60 KASIKORNBANK PCL-FOREI 2,500.00 13.26 174,132.19 174,132.19 246231 6/26/09 THB GT1RS4 69.472 34.130 5,102.03 5,102.03

PUR 6/23/09 60 KASIKORNBANK PCL-FOREI 500.00 2.65 34,826.44 34,826.44 246231 6/26/09 THB GT1RS4 69.472 34.130 1,020.41 1,020.41

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 2,500.00 13.14 172,350.06 172,350.06 246231 6/29/09 THB GT1RVQ 68.761 34.080 5,057.22 5,057.22

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 2,000.00 10.51 137,880.04 137,880.04 246231 6/29/09 THB GT1RVQ 68.761 34.080 4,045.78 4,045.78

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 2,000.00 10.51 137,880.04 137,880.04 246231 6/29/09 THB GT1RVQ 68.761 34.080 4,045.78 4,045.78

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.36 68,413.52 68,413.52 246231 6/29/09 THB GT1RS4 68.231 34.080 2,007.44 2,007.44

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.26 68,940.02 68,940.02 246231 6/29/09 THB GT1RS4 68.761 34.080 2,022.89 2,022.89

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.36 68,413.52 68,413.52 246231 6/29/09 THB GT1RS4 68.231 34.080 2,007.44 2,007.44

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.36 68,413.52 68,413.52 246231 6/29/09 THB GT1RS4 68.231 34.080 2,007.44 2,007.44

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 500.00 2.63 34,470.01 34,470.01 246231 6/29/09 THB GT1RVQ 68.761 34.080 1,011.44 1,011.44

PUR 6/24/09 60 KASIKORNBANK PCL-FOREI 500.00 2.68 34,206.76 34,206.76 246231 6/29/09 THB GT1RS4 68.231 34.080 1,003.72 1,003.72 ------1,131,200.00 6,836.66 99,062,608.77 99,062,608.77 2,904,891.80 2,904,891.80 68 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 6/01/09 60 TENARIS SA-ADR 11,400.00 359,011.08 359,011.08 239877 6/04/09 USD 31.492 1.000 359,011.08 359,011.08 ------11,400.00 359,011.08 359,011.08 359,011.08 359,011.08 1 TRANSACTION IN COUNTRY: ARGENTINA (6800)

PUR 5/28/09 60 CIA DE CONCESSOES RODO 2,300.00 82.78 66,866.75 66,866.75 240087 6/02/09 BRL 109149 29.000 2.014 33,196.02 33,196.02

PUR 5/29/09 60 CIA DE CONCESSOES RODO 100.00 4.15 2,880.17 2,880.17 240087 6/03/09 BRL 212899 28.720 1.969 1,462.53 1,462.53

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: 107 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT

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

PUR 6/01/09 60 AES TIETE SA PFD 16,700.00 301.91 318,857.21 318,857.21 240053 6/04/09 BRL 212921 19.058 1.944 164,012.76 164,012.76

PUR 6/01/09 60 BANCO DO BRASIL SA 54,000.00 1,113.53 1,174,299.61 1,174,299.61 240056 6/04/09 BRL 212921 21.706 1.944 604,032.51 604,032.51

PUR 6/01/09 60 ELETROPAULO METROP PRF 8,100.00 235.44 248,564.76 248,564.76 243786 6/04/09 BRL 212921 30.631 1.944 127,855.95 127,855.95

PUR 6/01/09 60 REDECARD SA NPV 32,400.00 884.12 933,866.81 933,866.81 240065 6/04/09 BRL 212921 28.770 1.944 480,359.45 480,359.45

PUR 6/01/09 60 SOUZA CRUZ SA 12,900.00 518.56 673,406.14 673,406.14 240069 6/04/09 BRL 212921 52.124 1.944 346,384.52 346,384.52

PUR 6/01/09 60 SOUZA CRUZ SA 12,900.00 637.84 673,406.14 673,406.14 240069 6/04/09 BRL 212921 52.106 1.944 346,384.52 346,384.52

PUR 6/01/09 60 SUZANO PAPEL E CELULOS 19,800.00 318.67 336,758.19 336,758.19 240070 6/04/09 BRL 212921 16.977 1.944 173,220.61 173,220.61

PUR 6/01/09 60 USINAS SIDERURGICAS DE 29,000.00 1,026.06 1,178,107.16 1,178,107.16 245414 6/04/09 BRL 212949 40.556 1.944 605,991.03 605,991.03

PUR 6/02/09 60 USINAS SIDERURGICAS DE 800.00 28.25 32,454.92 32,454.92 245414 6/05/09 BRL 212997 40.500 1.944 16,693.20 16,693.20

PUR 6/03/09 60 USINAS SIDERURGICAS DE 3,500.00 131.93 138,926.32 138,926.32 245414 6/08/09 BRL 213061 39.620 1.944 71,471.51 71,471.51

PUR 6/03/09 60 USINAS SIDERURGICAS DE 3,500.00 156.89 138,926.32 138,926.32 245414 6/08/09 BRL 213061 39.606 1.944 71,471.51 71,471.51

PUR 6/04/09 60 USINAS SIDERURGICAS DE 1,100.00 37.11 42,658.73 42,658.73 245414 6/09/09 BRL 213104 38.715 1.946 21,918.99 21,918.99

PUR 6/09/09 60 USINAS SIDERURGICAS DE 500.00 17.60 20,184.25 20,184.25 245414 6/15/09 BRL 213275 40.300 1.946 10,370.57 10,370.57

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/12/09 60 CIA DE CONCESSOES RODO 100.00 3.75 2,903.04 2,903.04 240087 6/17/09 BRL 213415 28.958 1.929 1,504.63 1,504.63

PUR 6/15/09 60 CIA DE CONCESSOES RODO 700.00 25.67 20,036.79 20,036.79 240087 6/18/09 BRL 213460 28.553 1.944 10,306.99 10,306.99

PUR 6/15/09 60 ELETROPAULO METROP PRF 700.00 18.96 21,778.85 21,778.85 243786 6/18/09 BRL 213460 31.060 1.944 11,203.11 11,203.11

PUR 6/15/09 60 USINAS SIDERURGICAS DE 1,100.00 49.43 43,818.46 43,818.46 245414 6/18/09 BRL 213459 39.748 1.944 22,540.36 22,540.36

PUR 6/16/09 60 CIA DE CONCESSOES RODO 900.00 32.39 25,280.50 25,280.50 240087 6/19/09 BRL 213504 28.019 1.946 12,991.01 12,991.01

PUR 6/16/09 60 ELETROPAULO METROP PRF 400.00 11.15 12,821.70 12,821.70 243786 6/19/09 BRL 213502 32.000 1.946 6,588.75 6,588.75

PUR 6/16/09 60 USINAS SIDERURGICAS DE 1,500.00 73.59 59,832.55 59,832.55 245414 6/19/09 BRL 213503 39.793 1.946 30,746.43 30,746.43

PUR 6/16/09 60 USINAS SIDERURGICAS DE 800.00 35.48 31,454.49 31,454.49 245414 6/19/09 BRL 213505 39.232 1.946 16,163.66 16,163.66

PUR 6/17/09 60 USINAS SIDERURGICAS DE 800.00 33.49 30,457.75 30,457.75 245414 6/22/09 BRL 213559 37.989 1.997 15,255.57 15,255.57

PUR 6/17/09 60 USINAS SIDERURGICAS DE 800.00 26.06 30,748.03 30,748.03 245414 6/22/09 BRL 213560 38.370 1.996 15,400.97 15,400.97

PUR 6/22/09 60 CIA DE CONCESSOES RODO 100.00 2,898.17 2,898.17 240087 6/25/09 BRL 28.982 2.002 1,447.64 1,447.64

PUR 6/22/09 60 FERTILIZANTES FOSFATAD 8,800.00 121,629.36 121,629.36 247577 6/25/09 BRL GT1RS4 13.822 2.002 60,753.93 60,753.93

PUR 6/22/09 60 USINAS SIDERURGICAS DE 1,200.00 49.70 45,319.45 45,319.45 245414 6/25/09 BRL GT1RS4 37.683 2.002 22,637.09 22,637.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/22/09 60 USINAS SIDERURGICAS DE 400.00 15,370.01 15,370.01 245414 6/25/09 BRL GT1RS4 38.425 2.002 7,677.33 7,677.33

PUR 6/23/09 60 FERTILIZANTES FOSFATAD 3,800.00 53,910.38 53,910.38 247577 6/26/09 BRL GT1RS4 14.187 2.015 26,761.17 26,761.17

PUR 6/23/09 60 USINAS SIDERURGICAS DE 500.00 20.15 18,488.44 18,488.44 245414 6/26/09 BRL GT1RS4 36.896 2.015 9,177.68 9,177.68

PUR 6/24/09 60 FERTILIZANTES FOSFATAD 3,500.00 52,048.20 52,048.20 247577 6/29/09 BRL GT1RS4 14.871 1.964 26,506.52 26,506.52

PUR 6/25/09 60 FERTILIZANTES FOSFATAD 600.00 7.74 9,002.75 9,002.75 247577 6/30/09 BRL GT1RVQ 14.979 1.968 4,574.34 4,574.34 ------224,300.00 5,882.40 6,577,962.40 6,577,962.40 3,377,062.86 3,377,062.86 33 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 2,900.00 50,831.49 50,831.49 239875 6/01/09 USD 17.528 1.000 50,831.49 50,831.49

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 800.00 14,022.48 14,022.48 239875 6/01/09 USD 17.528 1.000 14,022.48 14,022.48

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 800.00 14,022.48 14,022.48 239875 6/01/09 USD 17.528 1.000 14,022.48 14,022.48

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 700.00 12,407.50 12,407.50 239875 6/01/09 USD 17.725 1.000 12,407.50 12,407.50

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 500.00 8,764.05 8,764.05 239875 6/01/09 USD 17.528 1.000 8,764.05 8,764.05

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 200.00 3,545.00 3,545.00 239875 6/01/09 USD 17.725 1.000 3,545.00 3,545.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 200.00 3,545.00 3,545.00 239875 6/01/09 USD 17.725 1.000 3,545.00 3,545.00

PUR 5/27/09 60 GRUPO TELEVISA SA-SPON 100.00 1,772.50 1,772.50 239875 6/01/09 USD 17.725 1.000 1,772.50 1,772.50

PUR 5/28/09 60 FOMENTO ECONOMICO MEXI 700.00 22,733.62 22,733.62 240074 6/02/09 USD 32.477 1.000 22,733.62 22,733.62

PUR 5/28/09 60 FOMENTO ECONOMICO MEXI 1,100.00 35,724.26 35,724.26 240074 6/02/09 USD 32.477 1.000 35,724.26 35,724.26

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 1,600.00 27,901.28 27,901.28 239875 6/02/09 USD 17.438 1.000 27,901.28 27,901.28

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 700.00 12,202.75 12,202.75 239875 6/02/09 USD 17.433 1.000 12,202.75 12,202.75

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 500.00 8,719.15 8,719.15 239875 6/02/09 USD 17.438 1.000 8,719.15 8,719.15

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 400.00 6,975.32 6,975.32 239875 6/02/09 USD 17.438 1.000 6,975.32 6,975.32

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 200.00 3,487.66 3,487.66 239875 6/02/09 USD 17.438 1.000 3,487.66 3,487.66

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 200.00 3,486.50 3,486.50 239875 6/02/09 USD 17.433 1.000 3,486.50 3,486.50

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 200.00 3,486.50 3,486.50 239875 6/02/09 USD 17.433 1.000 3,486.50 3,486.50

PUR 5/28/09 60 GRUPO TELEVISA SA-SPON 100.00 1,743.25 1,743.25 239875 6/02/09 USD 17.433 1.000 1,743.25 1,743.25

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 1,000.00 17,769.40 17,769.40

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239875 6/03/09 USD 17.769 1.000 17,769.40 17,769.40

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 600.00 10,596.00 10,596.00 239875 6/03/09 USD 17.660 1.000 10,596.00 10,596.00

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 300.00 5,330.82 5,330.82 239875 6/03/09 USD 17.769 1.000 5,330.82 5,330.82

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 200.00 3,553.88 3,553.88 239875 6/03/09 USD 17.769 1.000 3,553.88 3,553.88

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 200.00 3,553.88 3,553.88 239875 6/03/09 USD 17.769 1.000 3,553.88 3,553.88

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 200.00 3,532.00 3,532.00 239875 6/03/09 USD 17.660 1.000 3,532.00 3,532.00

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 200.00 3,532.00 3,532.00 239875 6/03/09 USD 17.660 1.000 3,532.00 3,532.00

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 100.00 1,766.00 1,766.00 239875 6/03/09 USD 17.660 1.000 1,766.00 1,766.00

PUR 6/01/09 60 AMERICA MOVIL SAB ADR 3,000.00 116,679.90 116,679.90 243935 6/04/09 USD 38.893 1.000 116,679.90 116,679.90

PUR 6/01/09 60 AMERICA MOVIL SAB ADR 3,900.00 151,429.98 151,429.98 243935 6/04/09 USD 38.828 1.000 151,429.98 151,429.98

PUR 6/01/09 60 AMERICA MOVIL SAB ADR 13,700.00 531,754.54 531,754.54 243935 6/04/09 USD 38.814 1.000 531,754.54 531,754.54

PUR 6/01/09 60 FOMENTO ECONOMICO MEXI 15,000.00 501,307.50 501,307.50 240074 6/04/09 USD 33.421 1.000 501,307.50 501,307.50

PUR 6/01/09 60 GRUPO TELEVISA SA-SPON 58,000.00 1,066,190.80 1,066,190.80 239875 6/04/09 USD 18.383 1.000 1,066,190.80 1,066,190.80

PUR 6/01/09 60 KIMBERLY-CLARK DE MEXI 33,200.00 197.01 1,728,820.03 1,728,820.03 239830 6/04/09 MXN 212925 51.995 13.143 131,537.22 131,537.22

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/02/09 60 AMERICA MOVIL SAB ADR 6,900.00 265,808.01 265,808.01 243935 6/05/09 USD 38.523 1.000 265,808.01 265,808.01

PUR 6/03/09 60 FOMENTO ECONOMICO MEXI 300.00 10,165.68 10,165.68 240074 6/08/09 USD 33.886 1.000 10,165.68 10,165.68

PUR 6/03/09 60 FOMENTO ECONOMICO MEXI 500.00 16,942.80 16,942.80 240074 6/08/09 USD 33.886 1.000 16,942.80 16,942.80

PUR 6/09/09 60 FOMENTO ECONOMICO MEXI 500.00 16,453.15 16,453.15 240074 6/12/09 USD 32.906 1.000 16,453.15 16,453.15

PUR 6/09/09 60 FOMENTO ECONOMICO MEXI 900.00 29,615.67 29,615.67 240074 6/12/09 USD 32.906 1.000 29,615.67 29,615.67

PUR 6/12/09 60 FOMENTO ECONOMICO MEXI 300.00 9,900.00 9,900.00 240074 6/17/09 USD 33.000 1.000 9,900.00 9,900.00

PUR 6/12/09 60 FOMENTO ECONOMICO MEXI 600.00 19,800.00 19,800.00 240074 6/17/09 USD 33.000 1.000 19,800.00 19,800.00

PUR 6/15/09 60 FOMENTO ECONOMICO MEXI 1,200.00 38,639.04 38,639.04 240074 6/18/09 USD 32.199 1.000 38,639.04 38,639.04

PUR 6/15/09 60 FOMENTO ECONOMICO MEXI 700.00 22,539.44 22,539.44 240074 6/18/09 USD 32.199 1.000 22,539.44 22,539.44

PUR 6/16/09 60 FOMENTO ECONOMICO MEXI 400.00 12,474.44 12,474.44 240074 6/19/09 USD 31.186 1.000 12,474.44 12,474.44

PUR 6/16/09 60 FOMENTO ECONOMICO MEXI 600.00 18,711.66 18,711.66 240074 6/19/09 USD 31.186 1.000 18,711.66 18,711.66

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PUR 6/17/09 60 FOMENTO ECONOMICO MEXI 600.00 18,309.78 18,309.78 240074 6/22/09 USD 30.516 1.000 18,309.78 18,309.78

PUR 6/17/09 60 FOMENTO ECONOMICO MEXI 1,100.00 33,567.93 33,567.93 240074 6/22/09 USD 30.516 1.000 33,567.93 33,567.93

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 113 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/22/09 60 FOMENTO ECONOMICO MEXI 1,800.00 54,213.66 54,213.66 240074 6/25/09 USD 30.119 1.000 54,213.66 54,213.66

PUR 6/22/09 60 FOMENTO ECONOMICO MEXI 3,000.00 90,356.10 90,356.10 240074 6/25/09 USD 30.119 1.000 90,356.10 90,356.10

PUR 6/23/09 60 FOMENTO ECONOMICO MEXI 1,500.00 44,868.30 44,868.30 240074 6/26/09 USD 29.912 1.000 44,868.30 44,868.30

PUR 6/23/09 60 FOMENTO ECONOMICO MEXI 2,500.00 74,780.50 74,780.50 240074 6/26/09 USD 29.912 1.000 74,780.50 74,780.50 ------164,900.00 197.01 5,158,333.68 5,158,333.68 3,561,050.87 3,561,050.87 49 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 5/27/09 60 BRITISH AMERICAN TOBAC 200.00 8.81 8,777.89 8,777.89 239832 6/01/09 MYR 212762 43.735 3.502 2,506.54 2,506.54

PUR 5/27/09 60 BRITISH AMERICAN TOBAC 100.00 4.93 4,392.26 4,392.26 239832 6/01/09 MYR 212763 43.750 3.502 1,254.21 1,254.21

PUR 5/27/09 60 PLUS EXPRESSWAYS B MYR 14,000.00 50.58 46,651.54 46,651.54 239831 6/01/09 MYR 212762 3.320 3.502 13,321.40 13,321.40

PUR 5/28/09 60 BRITISH AMERICAN TOBAC 700.00 30.51 30,542.53 30,542.53 239832 6/02/09 MYR 212812 43.479 3.510 8,701.58 8,701.58

PUR 5/29/09 60 BRITISH AMERICAN TOBAC 200.00 7.57 8,744.52 8,744.52 239832 6/03/09 MYR 212856 43.591 3.492 2,504.16 2,504.16

PUR 5/29/09 60 PLUS EXPRESSWAYS B MYR 7,000.00 19.41 23,276.99 23,276.99 239831 6/03/09 MYR 212856 3.316 3.492 6,665.80 6,665.80

PUR 6/01/09 60 BRITISH AMERICAN TOBAC 33,800.00 827.28 1,486,568.98 1,486,568.98 239832 6/04/09 MYR 212919 43.896 3.470 428,406.05 428,406.05

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 BRITISH AMERICAN TOBAC 200.00 7.93 8,777.51 8,777.51 239832 6/04/09 MYR 212916 43.750 3.470 2,529.54 2,529.54

PUR 6/01/09 60 PLUS EXPRESSWAYS B MYR 155,000.00 326.48 519,406.39 519,406.39 239831 6/04/09 MYR 212919 3.344 3.470 149,684.84 149,684.84

PUR 6/01/09 60 PLUS EXPRESSWAYS B MYR 11,800.00 43.30 39,525.68 39,525.68 239831 6/04/09 MYR 212916 3.337 3.470 11,390.69 11,390.69

PUR 6/03/09 60 BRITISH AMERICAN TOBAC 200.00 7.61 8,776.51 8,776.51 239832 6/08/09 MYR 213024 43.750 3.482 2,520.54 2,520.54

PUR 6/04/09 60 BRITISH AMERICAN TOBAC 100.00 4.66 4,391.26 4,391.26 239832 6/09/09 MYR 213086 43.750 3.490 1,258.24 1,258.24

PUR 6/04/09 60 BRITISH AMERICAN TOBAC 2,700.00 118.71 118,539.31 118,539.31 239832 6/09/09 MYR 213084 43.750 3.490 33,965.42 33,965.42

PUR 6/08/09 60 BRITISH AMERICAN TOBAC 2,200.00 96.14 96,863.31 96,863.31 239832 6/11/09 MYR 213189 43.875 3.519 27,525.81 27,525.81

PUR 6/08/09 60 BRITISH AMERICAN TOBAC 500.00 18.05 21,816.83 21,816.83 239832 6/11/09 MYR 213191 43.507 3.519 6,199.72 6,199.72

PUR 6/09/09 60 BRITISH AMERICAN TOBAC 300.00 11.02 13,088.84 13,088.84 239832 6/12/09 MYR 213237 43.500 3.525 3,713.15 3,713.15

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PUR 6/10/09 60 BRITISH AMERICAN TOBAC 400.00 19.14 17,516.86 17,516.86 239832 6/15/09 MYR 213290 43.625 3.493 5,014.85 5,014.85

PUR 6/11/09 60 BRITISH AMERICAN TOBAC 500.00 23.83 22,051.07 22,051.07 239832 6/16/09 MYR 213342 43.935 3.505 6,291.32 6,291.32

PUR 6/12/09 60 BRITISH AMERICAN TOBAC 500.00 23.87 22,083.60 22,083.60 239832 6/17/09 MYR 213385 44.000 3.503 6,304.20 6,304.20

PUR 6/12/09 60 BRITISH AMERICAN TOBAC 500.00 24.22 22,170.64 22,170.64 239832 6/17/09 MYR 213387 44.172 3.503 6,329.04 6,329.04

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 115 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/16/09 60 BRITISH AMERICAN TOBAC 500.00 24.25 22,335.31 22,335.31 239832 6/19/09 MYR 213471 44.500 3.518 6,348.87 6,348.87

PUR 6/17/09 60 BRITISH AMERICAN TOBAC 500.00 24.45 22,696.32 22,696.32 239832 6/22/09 MYR 213523 45.220 3.531 6,427.73 6,427.73

PUR 6/18/09 60 BRITISH AMERICAN TOBAC 500.00 24.32 22,601.15 22,601.15 239832 6/23/09 MYR 213578 45.030 3.538 6,388.11 6,388.11

PUR 6/22/09 60 BRITISH AMERICAN TOBAC 1,000.00 43.26 43,778.06 43,778.06 239832 6/25/09 MYR GT1RS4 43.625 3.538 12,373.67 12,373.67

PUR 6/25/09 60 BRITISH AMERICAN TOBAC 500.00 18.58 21,815.66 21,815.66 239832 6/30/09 MYR GT1RVQ 43.500 3.534 6,173.08 6,173.08 ------233,900.00 1,808.91 2,657,189.02 2,657,189.02 763,798.56 763,798.56 25 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

PUR 6/01/09 60 PHILIPPINE LONG DIST - 11,600.00 556,149.24 556,149.24 240079 6/04/09 USD 47.944 1.000 556,149.24 556,149.24 ------11,600.00 556,149.24 556,149.24 556,149.24 556,149.24 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)

PUR 5/28/09 60 PAKISTAN PETROLEUM LTD 2,700.00 24.95 483,021.15 483,021.15 241890 6/01/09 PKR 212814 178.149 80.980 5,964.70 5,964.70

PUR 5/29/09 60 PAKISTAN PETROLEUM LTD 16,500.00 107.03 2,998,720.81 2,998,720.81 241890 6/02/09 PKR 212869 181.215 81.000 37,021.24 37,021.24

PUR 6/01/09 60 PAKISTAN PETROLEUM LTD 188,300.00 1,291.07 33,901,720.73 33,901,720.73 241890 6/03/09 PKR 212917 179.485 81.150 417,766.12 417,766.12

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: 116 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 PAKISTAN PETROLEUM LTD 3,000.00 20.57 540,123.01 540,123.01 241890 6/03/09 PKR 212917 179.485 81.150 6,655.86 6,655.86

PUR 6/02/09 60 PAKISTAN PETROLEUM LTD 4,400.00 30.14 790,168.24 790,168.24 241890 6/04/09 PKR 212967 179.029 81.030 9,751.55 9,751.55

PUR 6/03/09 60 PAKISTAN PETROLEUM LTD 7,000.00 48.88 1,274,692.03 1,274,692.03 241890 6/05/09 PKR 213035 181.536 80.600 15,815.04 15,815.04

PUR 6/04/09 60 PAKISTAN PETROLEUM LTD 2,700.00 18.52 483,361.17 483,361.17 241890 6/08/09 PKR 213077 178.469 80.650 5,993.32 5,993.32

PUR 6/05/09 60 PAKISTAN PETROLEUM LTD 3,700.00 25.55 667,761.74 667,761.74 241890 6/09/09 PKR 213116 179.918 80.780 8,266.42 8,266.42

PUR 6/08/09 60 PAKISTAN PETROLEUM LTD 4,400.00 30.70 801,706.81 801,706.81 241890 6/10/09 PKR 213190 181.643 80.700 9,934.41 9,934.41

PUR 6/09/09 60 PAKISTAN PETROLEUM LTD 9,300.00 66.41 1,740,592.69 1,740,592.69

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241890 6/11/09 PKR 213237 186.582 81.000 21,488.80 21,488.80

PUR 6/10/09 60 PAKISTAN PETROLEUM LTD 5,000.00 36.61 959,050.37 959,050.37 241890 6/12/09 PKR 213293 191.217 80.950 11,847.44 11,847.44

PUR 6/11/09 60 PAKISTAN PETROLEUM LTD 2,700.00 19.35 505,905.64 505,905.64 241890 6/15/09 PKR 213341 186.793 80.800 6,261.21 6,261.21

PUR 6/12/09 60 PAKISTAN PETROLEUM LTD 1,700.00 12.13 317,919.29 317,919.29 241890 6/16/09 PKR 213390 186.433 80.990 3,925.41 3,925.41

PUR 6/15/09 60 PAKISTAN PETROLEUM LTD 2,000.00 14.24 373,554.24 373,554.24 241890 6/17/09 PKR 213442 186.200 81.050 4,608.94 4,608.94

PUR 6/16/09 60 PAKISTAN PETROLEUM LTD 10,800.00 76.36 2,003,826.55 2,003,826.55 241890 6/18/09 PKR 213471 184.966 81.100 24,708.10 24,708.10

PUR 6/17/09 60 PAKISTAN PETROLEUM LTD 2,600.00 18.82 493,001.59 493,001.59 241890 6/19/09 PKR 213520 189.030 80.950 6,090.20 6,090.20

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 117 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/18/09 60 PAKISTAN PETROLEUM LTD 2,000.00 14.47 379,593.10 379,593.10 241890 6/22/09 PKR 213580 189.210 81.060 4,682.87 4,682.87

PUR 6/19/09 60 PAKISTAN PETROLEUM LTD 1,700.00 12.11 318,054.68 318,054.68 241890 6/23/09 PKR 213618 186.513 81.150 3,919.34 3,919.34

PUR 6/22/09 60 PAKISTAN PETROLEUM LTD 7,300.00 52.06 1,368,653.00 1,368,653.00 241890 6/24/09 PKR GT1RS4 186.907 81.250 16,844.96 16,844.96

PUR 6/23/09 60 PAKISTAN PETROLEUM LTD 2,000.00 14.23 372,722.26 372,722.26 241890 6/25/09 PKR GT1RS4 185.785 80.950 4,604.35 4,604.35

PUR 6/24/09 60 PAKISTAN PETROLEUM LTD 1,300.00 9.31 245,649.91 245,649.91 241890 6/26/09 PKR GT1RVQ 188.378 81.500 3,014.11 3,014.11

PUR 6/25/09 60 PAKISTAN PETROLEUM LTD 3,500.00 25.30 666,430.60 666,430.60 241890 6/29/09 PKR GT1RVQ 189.820 81.400 8,187.11 8,187.11

PUR 6/26/09 60 PAKISTAN PETROLEUM LTD 2,200.00 16.04 422,038.88 422,038.88 241890 6/30/09 PKR GT1RVQ 191.243 81.300 5,191.13 5,191.13 ------286,800.00 1,984.85 52,108,268.49 52,108,268.49 642,542.63 642,542.63 23 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)

PUR 6/01/09 60 DELEK AUTOMOTIVE SYSTE 17,800.00 227.50 589,418.44 589,418.44 240256 6/03/09 ILS 212919 33.064 3.880 151,892.40 151,892.40

PUR 6/01/09 60 ISRAEL CHEMICALS LIMIT 88,300.00 1,550.03 4,015,956.32 4,015,956.32 239829 6/03/09 ILS 212919 45.413 3.881 1,034,906.92 1,034,906.92

PUR 6/05/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,600.19 2,600.19 247007 6/10/09 USD 26.002 1.000 2,600.19 2,600.19

PUR 6/10/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,599.53 2,599.53 247007 6/15/09 USD 25.995 1.000 2,599.53 2,599.53

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: 118 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/15/09 60 CELLCOM ISRAEL LTD ILS 300.00 7,685.31 7,685.31 247007 6/18/09 USD 25.618 1.000 7,685.31 7,685.31

PUR 6/17/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,539.58 2,539.58 247007 6/22/09 USD 25.396 1.000 2,539.58 2,539.58

PUR 6/17/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,539.58 2,539.58 247007 6/22/09 USD 25.396 1.000 2,539.58 2,539.58

PUR 6/17/09 60 CELLCOM ISRAEL LTD ILS 500.00 12,697.90 12,697.90 247007 6/22/09 USD 25.396 1.000 12,697.90 12,697.90 ------

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

107,300.00 1,777.53 4,636,036.85 4,636,036.85 1,217,461.41 1,217,461.41 8 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 6/01/09 60 MOBILE TELESYSTEMS OJS 14,900.00 641,516.52 641,516.52 240075 6/04/09 USD 43.055 1.000 641,516.52 641,516.52 ------14,900.00 641,516.52 641,516.52 641,516.52 641,516.52 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

PUR 6/01/09 60 INFOSYS TECHNOLOGIES L 10,500.00 375,965.10 375,965.10 247492 6/04/09 USD 35.806 1.000 375,965.10 375,965.10

PUR 6/01/09 60 INFOSYS TECHNOLOGIES L 1,300.00 46,548.06 46,548.06 247492 6/04/09 USD 35.806 1.000 46,548.06 46,548.06

PUR 6/02/09 60 INFOSYS TECHNOLOGIES L 6,500.00 235,395.55 235,395.55 247492 6/05/09 USD 36.215 1.000 235,395.55 235,395.55

PUR 6/02/09 60 INFOSYS TECHNOLOGIES L 2,000.00 72,922.80 72,922.80 247492 6/05/09 USD 36.461 1.000 72,922.80 72,922.80

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/02/09 60 INFOSYS TECHNOLOGIES L 200.00 7,292.28 7,292.28 247492 6/05/09 USD 36.461 1.000 7,292.28 7,292.28

PUR 6/02/09 60 INFOSYS TECHNOLOGIES L 800.00 28,971.76 28,971.76 247492 6/05/09 USD 36.215 1.000 28,971.76 28,971.76

PUR 6/03/09 60 INFOSYS TECHNOLOGIES L 2,700.00 94,723.83 94,723.83 247492 6/08/09 USD 35.083 1.000 94,723.83 94,723.83

PUR 6/03/09 60 INFOSYS TECHNOLOGIES L 300.00 10,524.87 10,524.87 247492 6/08/09 USD 35.083 1.000 10,524.87 10,524.87

PUR 6/03/09 60 INFOSYS TECHNOLOGIES L 400.00 14,081.44 14,081.44 247492 6/08/09 USD 35.204 1.000 14,081.44 14,081.44

PUR 6/03/09 60 INFOSYS TECHNOLOGIES L 3,300.00 116,171.88 116,171.88 247492 6/08/09 USD 35.204 1.000 116,171.88 116,171.88

PUR 6/04/09 60 INFOSYS TECHNOLOGIES L 3,300.00 116,567.55 116,567.55 247492 6/09/09 USD 35.324 1.000 116,567.55 116,567.55

PUR 6/04/09 60 INFOSYS TECHNOLOGIES L 400.00 14,129.40 14,129.40 247492 6/09/09 USD 35.324 1.000 14,129.40 14,129.40

PUR 6/05/09 60 INFOSYS TECHNOLOGIES L 100.00 3,575.14 3,575.14 247492 6/10/09 USD 35.751 1.000 3,575.14 3,575.14

PUR 6/08/09 60 INFOSYS TECHNOLOGIES L 2,300.00 82,370.59 82,370.59 247492 6/11/09 USD 35.813 1.000 82,370.59 82,370.59

PUR 6/08/09 60 INFOSYS TECHNOLOGIES L 300.00 10,743.99 10,743.99 247492 6/11/09 USD 35.813 1.000 10,743.99 10,743.99

PUR 6/10/09 60 INFOSYS TECHNOLOGIES L 400.00 14,827.64 14,827.64 247492 6/15/09 USD 37.069 1.000 14,827.64 14,827.64

PUR 6/10/09 60 INFOSYS TECHNOLOGIES L 3,000.00 111,207.30 111,207.30 247492 6/15/09 USD 37.069 1.000 111,207.30 111,207.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/12/09 60 INFOSYS TECHNOLOGIES L 2,200.00 81,211.68 81,211.68 247492 6/17/09 USD 36.914 1.000 81,211.68 81,211.68

PUR 6/12/09 60 INFOSYS TECHNOLOGIES L 300.00 11,074.32 11,074.32 247492 6/17/09 USD 36.914 1.000 11,074.32 11,074.32

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PUR 6/15/09 60 INFOSYS TECHNOLOGIES L 200.00 7,103.10 7,103.10 247492 6/18/09 USD 35.516 1.000 7,103.10 7,103.10

PUR 6/15/09 60 INFOSYS TECHNOLOGIES L 1,600.00 56,824.80 56,824.80 247492 6/18/09 USD 35.516 1.000 56,824.80 56,824.80

PUR 6/15/09 60 INFOSYS TECHNOLOGIES L 100.00 3,526.96 3,526.96 247492 6/18/09 USD 35.270 1.000 3,526.96 3,526.96

PUR 6/15/09 60 INFOSYS TECHNOLOGIES L 500.00 17,634.80 17,634.80 247492 6/18/09 USD 35.270 1.000 17,634.80 17,634.80

PUR 6/16/09 60 INFOSYS TECHNOLOGIES L 1,100.00 38,510.56 38,510.56 247492 6/19/09 USD 35.010 1.000 38,510.56 38,510.56

PUR 6/16/09 60 INFOSYS TECHNOLOGIES L 100.00 3,500.96 3,500.96 247492 6/19/09 USD 35.010 1.000 3,500.96 3,500.96

PUR 6/17/09 60 INFOSYS TECHNOLOGIES L 100.00 3,478.04 3,478.04 247492 6/22/09 USD 34.780 1.000 3,478.04 3,478.04

PUR 6/22/09 60 INFOSYS TECHNOLOGIES L 1,100.00 38,752.23 38,752.23 247492 6/25/09 USD 35.229 1.000 38,752.23 38,752.23

PUR 6/22/09 60 INFOSYS TECHNOLOGIES L 100.00 3,522.93 3,522.93 247492 6/25/09 USD 35.229 1.000 3,522.93 3,522.93

PUR 6/23/09 60 INFOSYS TECHNOLOGIES L 600.00 21,150.12 21,150.12 247492 6/26/09 USD 35.250 1.000 21,150.12 21,150.12

PUR 6/23/09 60 INFOSYS TECHNOLOGIES L 100.00 3,525.02 3,525.02 247492 6/26/09 USD 35.250 1.000 3,525.02 3,525.02 ------45,900.00 1,645,834.70 1,645,834.70 1,645,834.70 1,645,834.70 30 TRANSACTIONS IN COUNTRY: INDIA (9980)

------12,898,480.00 81,729.55 30567468826.18 30567468826.18 43,927,646.01 43,927,646.01

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 121 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------498 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------12,898,480.00 81,729.55 30567468826.18 30567468826.18 43,927,646.01 43,927,646.01 498 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 122 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 OTP BANK NYRT 8,287.00 542.80 30,408,003.93 49,055,240.54 -18,647,236.61 241705 6/05/09 HUF 212986 3682.25 196.762 154,541.90 315,444.87 -160,902.97

SALE 6/02/09 60 OTP BANK NYRT 15,538.00 437.19 57,262,378.30 91,977,836.08 -34,715,457.78 241705 6/05/09 HUF 212981 3690.84 196.762 291,023.27 591,454.38 -300,431.11

SALE 6/03/09 60 OTP BANK NYRT 11,440.00 306.47 41,203,101.12 67,719,554.95 -26,516,453.83 241705 6/08/09 HUF 213039 3607.08 201.966 204,009.88 435,463.90 -231,454.02

SALE 6/03/09 60 OTP BANK NYRT 8,287.00 517.00 29,728,783.80 49,055,240.54 -19,326,456.74 241705 6/08/09 HUF 213040 3600.00 201.966 147,196.83 315,444.87 -168,248.04

SALE 6/05/09 60 OTP BANK NYRT 15,947.00 844.08 57,588,839.87 94,398,928.56 -36,810,088.69 241705 6/10/09 HUF 213121 3622.13 205.296 280,515.86 607,022.98 -326,507.12

SALE 6/05/09 60 OTP BANK NYRT 2,224.00 57.92 7,915,587.46 13,165,060.33 -5,249,472.87 241705 6/10/09 HUF 213115 3564.51 205.296 38,556.91 84,656.62 -46,099.71 ------61,723.00 2,705.46 224,106,694.48 365,371,861.00 -141265166.52 1,115,844.65 2,349,487.62 -

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1,233,642.97 6 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

SALE 5/28/09 60 FORD OTOMOTIV SAN TRY 1,170.00 12.49 7,783.69 10,747.54 - 2,963.85 239836 6/01/09 TRY 212823 6.669 1.562 4,982.52 8,482.85 - 3,500.33

SALE 5/28/09 60 FORD OTOMOTIV SAN TRY 723.00 7.75 4,831.99 6,641.43 - 1,809.44 239836 6/01/09 TRY 212825 6.700 1.562 3,093.07 5,241.96 - 2,148.89

SALE 5/29/09 60 FORD OTOMOTIV SAN TRY 5,582.00 58.83 36,241.29 51,275.85 - 15,034.56 239836 6/02/09 TRY 212871 6.509 1.544 23,472.34 40,471.13 - 16,998.79

SALE 5/29/09 60 FORD OTOMOTIV SAN TRY 1,837.00 19.99 12,330.67 16,874.55 - 4,543.88 239836 6/02/09 TRY 212871 6.729 1.544 7,986.19 13,318.79 - 5,332.60

SALE 6/01/09 60 FORD OTOMOTIV SAN TRY 7,417.00 23.39 44,582.02 68,132.03 - 23,550.01 239836 6/03/09 TRY 212925 6.016 1.526 29,218.78 53,775.42 - 24,556.64

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 123 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 FORD OTOMOTIV SAN TRY 6,368.00 20.87 39,768.16 58,495.99 - 18,727.83 239836 6/04/09 TRY 212983 6.250 1.526 26,065.52 46,169.86 - 20,104.34

SALE 6/02/09 60 FORD OTOMOTIV SAN TRY 30,056.00 306.58 186,630.85 276,092.27 - 89,461.42 239836 6/04/09 TRY 212977 6.225 1.526 122,324.74 217,914.80 - 95,590.06

SALE 6/03/09 60 FORD OTOMOTIV SAN TRY 13,598.00 44.59 85,712.99 124,910.26 - 39,197.27 239836 6/05/09 TRY 213034 6.308 1.539 55,683.10 98,589.48 - 42,906.38

SALE 6/03/09 60 FORD OTOMOTIV SAN TRY 1,434.00 4.77 9,170.26 13,172.62 - 4,002.36 239836 6/05/09 TRY 213035 6.400 1.539 5,957.42 10,396.92 - 4,439.50

SALE 6/04/09 60 FORD OTOMOTIV SAN TRY 29,583.00 301.31 185,169.25 271,747.33 - 86,578.08 239836 6/08/09 TRY 213088 6.275 1.540 120,224.16 214,485.42 - 94,261.26

SALE 6/04/09 60 FORD OTOMOTIV SAN TRY 6,089.00 75.91 38,852.69 55,933.12 - 17,080.43 239836 6/08/09 TRY 213095 6.400 1.540 25,225.74 44,147.03 - 18,921.29

SALE 6/10/09 60 FORD OTOMOTIV SAN TRY 4,508.00 46.70 28,779.07 41,410.17 - 12,631.10 239836 6/12/09 TRY 213298 6.400 1.544 18,634.47 32,684.32 - 14,049.85

SALE 6/10/09 60 FORD OTOMOTIV SAN TRY 5,367.00 54.95 33,861.41 49,300.88 - 15,439.47 239836 6/12/09 TRY 213298 6.325 1.544 21,925.28 38,912.32 - 16,987.04

SALE 6/11/09 60 FORD OTOMOTIV SAN TRY 16,223.00 168.79 103,621.03 149,023.32 - 45,402.29 239836 6/15/09 TRY 213354 6.403 1.539 67,343.23 117,621.50 - 50,278.27

SALE 6/12/09 60 FORD OTOMOTIV SAN TRY 11,055.00 115.31 70,575.12 101,550.44 - 30,975.32 239836 6/16/09 TRY 213397 6.400 1.534 46,007.25 80,151.99 - 34,144.74

SALE 6/15/09 60 FORD OTOMOTIV SAN TRY 1,535.00 15.86 9,799.44 14,100.40 - 4,300.96 239836 6/17/09 TRY 213445 6.400 1.548 6,329.16 11,129.20 - 4,800.04

SALE 6/16/09 60 FORD OTOMOTIV SAN TRY 53,671.00 542.82 334,605.14 493,017.99 - 158,412.85 239836 6/18/09 TRY 213486 6.250 1.545 216,586.92 389,130.48 - 172,543.56

SALE 6/19/09 60 FORD OTOMOTIV SAN TRY 10,734.00 106.79 65,849.06 98,601.76 -

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

32,752.70 239836 6/23/09 TRY 213630 6.150 1.545 42,609.72 77,824.65 - 35,214.93

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 124 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/26/09 60 FORD OTOMOTIV SAN TRY 7,800.00 77.88 47,850.08 71,650.24 - 23,800.16 239836 6/30/09 TRY GT1RS4 6.150 1.540 31,073.50 56,552.28 - 25,478.78 ------214,750.00 2,005.58 1,346,014.21 1,972,678.19 - 626,663.98 874,743.11 1,557,000.40 - 682,257.29 19 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 6/12/09 60 SHOUGANG CONCORD INTER 2,852,000.00 1,740.91 4,352,634.59 4,386,299.56 -33,664.97 241650 6/16/09 HKD 213382 1.531 7.750 561,623.02 563,656.29 - 2,033.27 ------2,852,000.00 1,740.91 4,352,634.59 4,386,299.56 -33,664.97 561,623.02 563,656.29 - 2,033.27 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

SALE 5/28/09 60 HITE BREWERY 280.00 190.54 43,282,507.00 53,841,006.36 -10,558,499.36 242505 6/01/09 KRW 212810 155435. 1256.30 34,452.37 49,750.13 -15,297.76

SALE 5/29/09 60 HITE BREWERY 280.00 192.18 43,602,855.00 53,841,006.36 -10,238,151.36 242505 6/02/09 KRW 212854 156585. 1254.80 34,748.85 49,750.13 -15,001.28 ------560.00 382.72 86,885,362.00 107,682,012.72 -20,796,650.72 69,201.22 99,500.26 - 30,299.04 2 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 5/27/09 60 BANK MANDIRI 475,000.00 707.131,314,571,469.00 1,126,245,043.75 188,326,425.25 240057 6/01/09 IDR 212762 2782.85 10300.0 127,628.30 116,147.63 11,480.67

SALE 5/27/09 60 BANK MANDIRI 824,500.00 1,213.792,289,891,415.00 1,954,924,291.72 334,967,123.28 240057 6/01/09 IDR 212764 2792.47 10300.0 222,319.55 201,607.84 20,711.71

SALE 5/28/09 60 BANK MANDIRI 549,500.00 820.931,548,743,609.00 1,302,887,687.45 245,855,921.55 240057 6/02/09 IDR 212812 2833.84 10300.0 150,363.46 134,364.47 15,998.99

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: 125 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/08/09 60 UNITED TRACTORS TBK PT 42,500.00 215.34 475,563,800.00 300,241,190.37 175,322,609.63 242799 6/11/09 IDR 213191 11240.4 10005.0 47,532.61 30,346.71 17,185.90

SALE 6/09/09 60 UNITED TRACTORS TBK PT 54,000.00 268.83 596,361,594.00 381,482,924.23 214,878,669.77 242799 6/12/09 IDR 213237 11093.7 10050.0 59,339.46 38,558.17 20,781.29

SALE 6/10/09 60 UNITED TRACTORS TBK PT 63,500.00 316.50 699,657,609.00 448,595,660.90 251,061,948.10 242799 6/15/09 IDR 213291 11068.1 10015.0 69,860.97 45,341.55 24,519.42

SALE 6/11/09 60 UNITED TRACTORS TBK PT 99,000.00 490.301,090,901,831.00 699,385,361.09 391,516,469.91 242799 6/16/09 IDR 213341 11069.1 10080.0 108,224.39 70,689.97 37,534.42

SALE 6/12/09 60 BANK MANDIRI 125,000.00 410,845,444.00 313,670,152.78 97,175,291.22 240057 6/17/09 IDR 213385 3286.76 10059.9 40,839.51 31,974.57 8,864.94

SALE 6/12/09 60 BANK MANDIRI 210,000.00 311.40 688,409,661.00 526,965,856.67 161,443,804.33 240057 6/17/09 IDR 213386 3293.05 10060.0 68,430.38 53,717.28 14,713.10

SALE 6/12/09 60 UNITED TRACTORS TBK PT 37,000.00 178.49 396,345,437.00 261,386,448.08 134,958,988.92 242799 6/17/09 IDR 213385 10760.5 10060.0 39,398.15 26,419.49 12,978.66

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SALE 6/15/09 60 BANK MANDIRI 108,500.00 158.77 356,683,114.00 272,265,692.61 84,417,421.39 240057 6/18/09 IDR 213439 3302.19 10110.0 35,280.23 27,753.93 7,526.30

SALE 6/15/09 60 UNITED TRACTORS TBK PT 25,000.00 115.84 258,495,571.00 176,612,464.92 81,883,106.08 242799 6/18/09 IDR 213440 10386.6 10109.9 25,568.31 17,851.00 7,717.31

SALE 6/16/09 60 BANK MANDIRI 274,500.00 380.81 855,273,924.00 688,819,655.51 166,454,268.49 240057 6/19/09 IDR 213471 3129.86 10174.9 84,056.41 70,216.17 13,840.24

SALE 6/16/09 60 BANK MANDIRI 91,500.00 124.32 284,270,608.00 229,606,551.84 54,664,056.16 240057 6/19/09 IDR 213472 3120.60 10175.0 27,938.14 23,405.39 4,532.75

SALE 6/17/09 60 BANK MANDIRI 261,500.00 358.85 822,575,152.00 656,197,959.62 166,377,192.38 240057 6/22/09 IDR 213524 3159.60 10200.0 80,644.62 66,890.81 13,753.81

SALE 6/17/09 60 UNITED TRACTORS TBK PT 103,000.00 464.691,046,212,661.00 727,643,355.48 318,569,305.52 242799 6/22/09 IDR 213524 10203.4 10200.0 102,569.87 73,546.13 29,023.74

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 126 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/18/09 60 ASTRA INTERNATIONAL TB 26,500.00 251.10 579,537,678.00 516,361,364.57 63,176,313.43 240055 6/23/09 IDR 213578 21966.6 10270.0 56,430.15 53,697.83 2,732.32

SALE 6/18/09 60 BANK MANDIRI 457,000.00 605.241,396,898,826.00 1,146,778,078.56 250,120,747.44 240057 6/23/09 IDR 213579 3070.27 10270.0 136,017.41 116,899.04 19,118.37

SALE 6/18/09 60 BANK MANDIRI 120,000.00 163.43 367,212,442.00 301,123,346.67 66,089,095.33 240057 6/23/09 IDR 213578 3074.09 10269.9 35,755.84 30,695.59 5,060.25

SALE 6/18/09 60 UNITED TRACTORS TBK PT 45,000.00 198.64 450,284,697.00 317,902,436.86 132,382,260.14 242799 6/23/09 IDR 213578 10051.6 10270.0 43,844.66 32,131.81 11,712.85

SALE 6/19/09 60 ASTRA INTERNATIONAL TB 10,500.00 229,094,356.00 204,596,012.38 24,498,343.62 240055 6/24/09 IDR 21818.5 10295.0 22,252.97 21,276.50 976.47

SALE 6/19/09 60 ASTRA INTERNATIONAL TB 15,000.00 146.75 333,472,097.00 292,280,017.68 41,192,079.32 240055 6/24/09 IDR 213616 22332.1 10294.9 32,391.66 30,395.00 1,996.66

SALE 6/19/09 60 UNITED TRACTORS TBK PT 44,500.00 196.34 446,172,190.00 314,370,187.56 131,802,002.44 242799 6/24/09 IDR 213616 10071.7 10294.9 43,338.73 31,774.79 11,563.94

SALE 6/22/09 60 ASTRA INTERNATIONAL TB 9,000.00 88.39 205,007,405.00 175,368,010.61 29,639,394.39 240055 6/25/09 IDR GT1RS4 22879.9 10319.9 19,865.06 18,237.00 1,628.06

SALE 6/22/09 60 ASTRA INTERNATIONAL TB 124,000.00 2,825,878,363.00 2,416,181,479.49 409,696,883.51 240055 6/25/09 IDR GT1RS4 22789.3 10320.0 273,825.42 251,265.32 22,560.10

SALE 6/22/09 60 BANK MANDIRI 261,500.00 376.30 838,495,214.00 656,197,959.62 182,297,254.38 240057 6/25/09 IDR GT1RS4 3221.33 10320.0 81,249.54 66,890.81 14,358.73

SALE 6/22/09 60 BANK MANDIRI 190,500.00 270.29 619,852,311.00 478,033,312.84 141,818,998.16 240057 6/25/09 IDR GT1RS4 3268.46 10320.0 60,063.21 48,729.25 11,333.96

SALE 6/22/09 60 UNITED TRACTORS TBK PT 43,000.00 187.91 428,039,309.00 303,773,439.67 124,265,869.33 242799 6/25/09 IDR GT1RS4 9999.50 10319.9 41,476.68 30,703.73 10,772.95

SALE 6/23/09 60 ASTRA INTERNATIONAL TB 3,500.00 34.46 80,143,385.00 68,198,670.79 11,944,714.21 240055 6/26/09 IDR GT1RS4 23000.0 10350.0 7,743.32 7,092.17 651.15

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 127 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/23/09 60 ASTRA INTERNATIONAL TB 46,000.00 461.991,055,431,729.00 896,325,387.55 159,106,341.45 240055 6/26/09 IDR GT1RS4 23048.1 10350.0 101,974.08 93,211.33 8,762.75

SALE 6/24/09 60 ASTRA INTERNATIONAL TB 21,000.00 210.21 487,994,814.00 409,192,024.75 78,802,789.25 240055 6/29/09 IDR GT1RVQ 23341.2 10330.0 47,240.54 42,553.00 4,687.54

SALE 6/24/09 60 ASTRA INTERNATIONAL TB 63,500.00 647.171,475,644,406.00 1,237,318,741.51 238,325,664.49 240055 6/29/09 IDR GT1RVQ 23343.7 10330.0 142,850.38 128,672.16 14,178.22

SALE 6/24/09 60 BANK MANDIRI 18,500.00 26.67 59,483,064.00 46,423,182.61 13,059,881.39 240057 6/29/09 IDR GT1RS4 3230.19 10330.0 5,758.28 4,732.24 1,026.04

SALE 6/24/09 60 BANK MANDIRI 206,500.00 292.23 663,371,353.00 518,183,092.39 145,188,260.61 240057 6/29/09 IDR GT1RS4 3227.07 10330.0 64,217.94 52,822.00 11,395.94

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

SALE 6/24/09 60 UNITED TRACTORS TBK PT 122,000.00 535.241,220,425,496.00 861,868,828.82 358,556,667.18 242799 6/29/09 IDR GT1RS4 10048.8 10330.0 118,143.80 87,112.90 31,030.90

SALE 6/25/09 60 ASTRA INTERNATIONAL TB 44,000.00 467.881,035,506,306.00 857,354,718.53 178,151,587.47 240055 6/30/09 IDR GT1RS4 23643.2 10250.0 101,025.01 89,158.66 11,866.35

SALE 6/25/09 60 ASTRA INTERNATIONAL TB 19,500.00 199.23 458,927,111.00 379,964,022.98 78,963,088.02 240055 6/30/09 IDR GT1RS4 23639.4 10249.9 44,773.38 39,513.50 5,259.88

SALE 6/25/09 60 BANK MANDIRI 487,500.00 692.471,595,126,472.00 1,223,313,595.84 371,812,876.16 240057 6/30/09 IDR GT1RS4 3286.61 10250.0 155,622.09 124,700.84 30,921.25

SALE 6/25/09 60 BANK MANDIRI 271,000.00 400.59 886,566,395.00 680,036,891.23 206,529,503.77 240057 6/30/09 IDR GT1RS4 3286.61 10250.0 86,494.28 69,320.88 17,173.40

SALE 6/25/09 60 BANK MANDIRI 162,500.00 236.75 532,087,160.00 407,771,198.61 124,315,961.39 240057 6/30/09 IDR GT1RVQ 3289.31 10250.0 51,910.94 41,566.95 10,343.99

SALE 6/25/09 60 UNITED TRACTORS TBK PT 27,000.00 121.69 275,329,511.00 190,741,462.12 84,588,048.88 242799 6/30/09 IDR GT1RS4 10243.5 10249.9 26,861.42 19,279.08 7,582.34 ------6,183,000.00 12,936.96 31680784989.00 24966587761.26 6714197227.74 3,091,121.15 2,561,263.49 529,857.66 41 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: 128 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/11/09 60 TENARIS SA-ADR 17,400.00 547,845.78 764,536.20 - 216,690.42 239877 6/16/09 USD 31.485 1.000 547,845.78 764,536.20 - 216,690.42

SALE 6/12/09 60 TENARIS SA-ADR 6,400.00 196,625.34 281,208.72 - 84,583.38 239877 6/17/09 USD 30.723 1.000 196,625.34 281,208.72 - 84,583.38

SALE 6/15/09 60 TENARIS SA-ADR 5,600.00 162,454.05 246,057.63 - 83,603.58 239877 6/18/09 USD 29.010 1.000 162,454.05 246,057.63 - 83,603.58

SALE 6/16/09 60 TENARIS SA-ADR 2,300.00 67,826.86 101,059.38 - 33,232.52 239877 6/19/09 USD 29.490 1.000 67,826.86 101,059.38 - 33,232.52

SALE 6/18/09 60 TENARIS SA-ADR 3,600.00 99,142.89 158,179.90 - 59,037.01 239877 6/23/09 USD 27.540 1.000 99,142.89 158,179.90 - 59,037.01

SALE 6/22/09 60 TENARIS SA-ADR 8,100.00 205,247.09 355,904.78 - 150,657.69 239877 6/25/09 USD 25.339 1.000 205,247.09 355,904.78 - 150,657.69

SALE 6/22/09 60 TENARIS SA-ADR 4,500.00 111,934.62 197,724.88 - 85,790.26 239877 6/25/09 USD 24.874 1.000 111,934.62 197,724.88 - 85,790.26

SALE 6/23/09 60 TENARIS SA-ADR 3,900.00 100,545.65 171,361.56 - 70,815.91 239877 6/26/09 USD 25.781 1.000 100,545.65 171,361.56 - 70,815.91

SALE 6/24/09 60 TENARIS SA-ADR 4,500.00 121,658.41 197,724.88 - 76,066.47 239877 6/29/09 USD 27.035 1.000 121,658.41 197,724.88 - 76,066.47

SALE 6/25/09 60 TENARIS SA-ADR 5,900.00 158,610.33 259,239.29 - 100,628.96 239877 6/30/09 USD 26.883 1.000 158,610.33 259,239.29 - 100,628.96 ------62,200.00 1,771,891.02 2,732,997.22 - 961,106.20 1,771,891.02 2,732,997.22 - 961,106.20 10 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)

SALE 5/27/09 60 JHSF PARTICIPACOES SA 100.00 .20 169.59 674.74 - 505.15

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

240062 6/01/09 BRL 109147 1.700 2.014 84.21 405.26 - 321.05

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 129 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 5/27/09 60 KLABIN RIOCELL SA PRF 20,800.00 85.67 68,837.71 125,550.69 - 56,712.98 240063 6/01/09 BRL 212789 3.318 2.014 34,182.99 72,837.06 - 38,654.07

SALE 5/27/09 60 TAM S A NPV ADR 2,400.00 21,710.80 48,152.03 - 26,441.23 240082 6/01/09 USD 9.046 1.000 21,710.80 48,152.03 - 26,441.23

SALE 5/28/09 60 EMBRAER-EMPRESA BRAS A 3,000.00 54,996.98 88,652.25 - 33,655.27 240072 6/02/09 USD 18.332 1.000 54,996.98 88,652.25 - 33,655.27

SALE 5/28/09 60 JHSF PARTICIPACOES SA 3,300.00 7.10 5,942.53 22,266.33 - 16,323.80 240062 6/02/09 BRL 109149 1.805 2.014 2,950.17 13,373.42 - 10,423.25

SALE 5/28/09 60 KLABIN RIOCELL SA PRF 10,400.00 41.95 33,715.50 62,775.35 - 29,059.85 240063 6/02/09 BRL 212845 3.250 2.014 16,738.07 36,418.53 - 19,680.46

SALE 5/28/09 60 VALE SA -PREF A 24,600.00 995.81 801,941.83 930,312.51 - 128,370.68 240059 6/02/09 BRL 109149 32.681 2.014 398,124.33 520,168.81 - 122,044.48

SALE 5/29/09 60 VALE SA -PREF A 2,200.00 92.50 72,829.24 83,198.68 - 10,369.44 240059 6/03/09 BRL 109152 33.187 1.969 36,982.30 46,519.16 - 9,536.86

SALE 6/01/09 60 JHSF PARTICIPACOES SA 5,400.00 10.89 10,277.39 36,435.81 - 26,158.42 240062 6/04/09 BRL 212945 1.907 1.944 5,286.45 21,883.78 - 16,597.33

SALE 6/01/09 60 JHSF PARTICIPACOES SA 5,400.00 12.72 10,277.39 36,435.81 - 26,158.42 240062 6/04/09 BRL 1.908 1.944 5,286.45 21,883.78 - 16,597.33

SALE 6/01/09 60 KLABIN RIOCELL SA PRF 5,400.00 23.63 18,329.18 32,594.89 - 14,265.71 240063 6/04/09 BRL 212945 3.403 1.944 9,428.11 18,909.62 - 9,481.51

SALE 6/01/09 60 VALE SA -PREF A 11,200.00 417.11 376,223.46 423,556.91 - 47,333.45 240059 6/04/09 BRL 212945 33.664 1.944 193,520.63 236,824.82 - 43,304.19

SALE 6/01/09 60 VALE SA -PREF A 11,200.00 484.04 376,223.46 423,556.91 - 47,333.45 240059 6/04/09 BRL 33.675 1.944 193,520.63 236,824.82 - 43,304.19

SALE 6/02/09 60 KLABIN RIOCELL SA PRF 7,400.00 31.83 24,691.12 44,667.07 - 19,975.95 240063 6/05/09 BRL 212995 3.345 1.944 12,699.89 25,913.18 - 13,213.29

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 130 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 VALE SA -PREF A 5,300.00 153.49 175,751.70 200,433.18 - 24,681.48 240059 6/05/09 BRL 212998 33.217 1.944 90,397.95 112,068.89 - 21,670.94

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SALE 6/03/09 60 VALE SA -PREF A 33,500.00 1,182.03 1,065,997.08 1,266,888.98 -200,891.90 240059 6/08/09 BRL 213060 31.889 1.944 548,408.83 708,359.96 - 159,951.13

SALE 6/04/09 60 JHSF PARTICIPACOES SA 5,800.00 7.57 10,763.76 39,134.76 - 28,371.00 240062 6/09/09 BRL 213106 1.858 1.946 5,530.65 23,504.80 - 17,974.15

SALE 6/04/09 60 VALE SA -PREF A 24,600.00 958.86 775,688.20 930,312.51 - 154,624.31 240059 6/09/09 BRL 213104 31.608 1.946 398,565.51 520,168.81 - 121,603.30

SALE 6/05/09 60 VALE SA -PREF A 6,700.00 192.38 221,647.98 253,377.80 - 31,729.82 240059 6/10/09 BRL 213145 33.138 1.958 113,218.56 141,671.99 - 28,453.43

SALE 6/08/09 60 EMBRAER-EMPRESA BRAS A 2,000.00 34,794.30 59,101.50 - 24,307.20 240072 6/11/09 USD 17.397 1.000 34,794.30 59,101.50 - 24,307.20

SALE 6/08/09 60 EMBRAER-EMPRESA BRAS A 3,700.00 64,192.97 109,337.77 - 45,144.80 240072 6/11/09 USD 17.349 1.000 64,192.97 109,337.77 - 45,144.80

SALE 6/08/09 60 KLABIN RIOCELL SA PRF 1,400.00 5.70 4,496.73 8,450.53 - 3,953.80 240063 6/12/09 BRL 213217 3.220 1.977 2,274.06 4,902.50 - 2,628.44

SALE 6/08/09 60 VALE SA -PREF A 9,500.00 265.93 308,560.45 359,267.02 - 50,706.57 240059 6/12/09 BRL 213215 32.535 1.977 156,043.52 200,878.20 - 44,834.68

SALE 6/09/09 60 EMBRAER-EMPRESA BRAS A 1,200.00 21,375.88 35,460.90 - 14,085.02 240072 6/12/09 USD 17.813 1.000 21,375.88 35,460.90 - 14,085.02

SALE 6/09/09 60 EMBRAER-EMPRESA BRAS A 500.00 8,905.87 14,775.37 - 5,869.50 240072 6/12/09 USD 17.812 1.000 8,905.87 14,775.37 - 5,869.50

SALE 6/09/09 60 KLABIN RIOCELL SA PRF 2,500.00 10.34 8,029.87 15,090.23 - 7,060.36 240063 6/15/09 BRL 213277 3.220 1.946 4,125.71 8,754.46 - 4,628.75

SALE 6/09/09 60 VALE SA -PREF A 2,200.00 63.79 72,915.84 83,198.68 - 10,282.84 240059 6/15/09 BRL 33.200 1.946 37,463.82 46,519.16 - 9,055.34

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 131 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/10/09 60 EMBRAER-EMPRESA BRAS A 600.00 10,518.68 17,730.45 - 7,211.77 240072 6/15/09 USD 17.531 1.000 10,518.68 17,730.45 - 7,211.77

SALE 6/10/09 60 JHSF PARTICIPACOES SA 3,700.00 4.73 6,687.34 24,965.28 - 18,277.94 240062 6/16/09 BRL 213324 1.810 1.944 3,439.11 14,994.44 - 11,555.33

SALE 6/10/09 60 VALE SA -PREF A 11,200.00 548.02 373,498.21 423,556.91 - 50,058.70 240059 6/16/09 BRL 213324 33.443 1.944 192,079.31 236,824.82 - 44,745.51

SALE 6/11/09 60 EMBRAER-EMPRESA BRAS A 2,200.00 38,415.85 65,011.65 - 26,595.80 240072 6/16/09 USD 17.462 1.000 38,415.85 65,011.65 - 26,595.80

SALE 6/12/09 60 EMBRAER-EMPRESA BRAS A 1,500.00 26,183.17 44,326.12 - 18,142.95 240072 6/17/09 USD 17.455 1.000 26,183.17 44,326.12 - 18,142.95

SALE 6/12/09 60 VALE SA -PREF A 5,600.00 239.18 184,495.33 211,778.46 - 27,283.13 240059 6/17/09 BRL 213415 33.028 1.929 95,623.16 118,412.41 - 22,789.25

SALE 6/15/09 60 EMBRAER-EMPRESA BRAS A 100.00 1,713.62 2,955.07 - 1,241.45

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240072 6/18/09 USD 17.136 1.000 1,713.62 2,955.07 - 1,241.45

SALE 6/15/09 60 JHSF PARTICIPACOES SA 1,300.00 2.05 2,347.58 8,771.58 - 6,424.00 240062 6/18/09 BRL 213462 1.809 1.944 1,207.60 5,268.31 - 4,060.71

SALE 6/15/09 60 VALE SA -PREF A 11,200.00 464.86 361,290.88 423,556.91 - 62,266.03 240059 6/18/09 BRL 213460 32.339 1.944 185,849.22 236,824.82 - 50,975.60

SALE 6/16/09 60 EMBRAER-EMPRESA BRAS A 100.00 1,640.19 2,955.07 - 1,314.88 240072 6/19/09 USD 16.402 1.000 1,640.19 2,955.07 - 1,314.88

SALE 6/16/09 60 JHSF PARTICIPACOES SA 3,200.00 7.11 5,747.13 21,591.59 - 15,844.46 240062 6/19/09 BRL 213504 1.800 1.946 2,953.30 12,968.16 - 10,014.86

SALE 6/17/09 60 EMBRAER-EMPRESA BRAS A 4,800.00 79,434.59 141,843.60 - 62,409.01 240072 6/22/09 USD 16.549 1.000 79,434.59 141,843.60 - 62,409.01

SALE 6/17/09 60 EMBRAER-EMPRESA BRAS A 3,400.00 55,969.02 100,472.55 - 44,503.53 240072 6/22/09 USD 16.461 1.000 55,969.02 100,472.55 - 44,503.53

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 132 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/17/09 60 VALE SA -PREF A 17,800.00 707.19 563,151.66 673,152.95 - 110,001.29 240059 6/22/09 BRL 213558 31.717 1.997 282,069.45 376,382.31 - 94,312.86

SALE 6/18/09 60 EMBRAER-EMPRESA BRAS A 600.00 10,168.35 17,730.45 - 7,562.10 240072 6/23/09 USD 16.947 1.000 10,168.35 17,730.45 - 7,562.10

SALE 6/18/09 60 EMBRAER-EMPRESA BRAS A 2,200.00 36,980.82 65,011.65 - 28,030.83 240072 6/23/09 USD 16.809 1.000 36,980.82 65,011.65 - 28,030.83

SALE 6/18/09 60 JHSF PARTICIPACOES SA 1,000.00 1.88 1,795.68 6,747.37 - 4,951.69 240062 6/23/09 BRL 213607 1.799 1.963 914.72 4,052.55 - 3,137.83

SALE 6/18/09 60 VALE SA -PREF A 1,400.00 56.67 44,478.75 52,944.61 - 8,465.86 240059 6/23/09 BRL 213607 31.850 1.963 22,657.40 29,603.10 - 6,945.70

SALE 6/19/09 60 EMBRAER-EMPRESA BRAS A 2,200.00 36,991.16 65,011.65 - 28,020.49 240072 6/24/09 USD 16.814 1.000 36,991.16 65,011.65 - 28,020.49

SALE 6/19/09 60 JHSF PARTICIPACOES SA 12,500.00 29.78 24,191.80 84,342.16 - 60,150.36 240062 6/24/09 BRL 213641 1.940 1.955 12,376.85 50,656.89 - 38,280.04

SALE 6/19/09 60 KLABIN RIOCELL SA PRF 3,100.00 6.43 9,292.90 18,711.88 - 9,418.98 240063 6/24/09 BRL 213640 3.002 1.955 4,754.37 10,855.52 - 6,101.15

SALE 6/19/09 60 VALE SA -PREF A 4,100.00 166.69 130,264.92 155,052.09 - 24,787.17 240059 6/24/09 BRL 213640 31.851 1.955 66,645.31 86,694.80 - 20,049.49

SALE 6/22/09 60 EMBRAER-EMPRESA BRAS A 400.00 6,446.95 11,820.30 - 5,373.35 240072 6/25/09 USD 16.117 1.000 6,446.95 11,820.30 - 5,373.35

SALE 6/22/09 60 JHSF PARTICIPACOES SA 1,000.00 2.24 1,864.71 6,747.37 - 4,882.66 240062 6/25/09 BRL GT1RS4 1.869 2.002 931.42 4,052.55 - 3,121.13

SALE 6/22/09 60 VALE SA -PREF A 11,200.00 426.82 340,945.98 423,556.91 - 82,610.93 240059 6/25/09 BRL GT1RS4 30.518 2.002 170,302.69 236,824.82 -

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66,522.13

SALE 6/23/09 60 EMBRAER-EMPRESA BRAS A 2,500.00 40,289.96 73,876.87 - 33,586.91 240072 6/26/09 USD 16.116 1.000 40,289.96 73,876.87 - 33,586.91

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 133 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/23/09 60 JHSF PARTICIPACOES SA 2,600.00 5.69 4,798.54 17,543.17 - 12,744.63 240062 6/26/09 BRL GT1RS4 1.850 2.015 2,382.00 10,536.63 - 8,154.63

SALE 6/23/09 60 VALE SA -PREF A 11,200.00 417.92 335,919.70 423,556.92 - 87,637.22 240059 6/26/09 BRL GT1RS4 30.068 2.014 166,750.91 236,824.83 - 70,073.92

SALE 6/24/09 60 EMBRAER-EMPRESA BRAS A 100.00 1,662.95 2,955.07 - 1,292.12 240072 6/29/09 USD 16.630 1.000 1,662.95 2,955.07 - 1,292.12

SALE 6/24/09 60 EMBRAER-EMPRESA BRAS A 1,900.00 31,707.14 56,146.42 - 24,439.28 240072 6/29/09 USD 16.688 1.000 31,707.14 56,146.42 - 24,439.28

SALE 6/24/09 60 JHSF PARTICIPACOES SA 1,400.00 3.16 2,584.35 9,446.32 - 6,861.97 240062 6/29/09 BRL GT1RVQ 1.850 1.964 1,316.13 5,673.57 - 4,357.44

SALE 6/24/09 60 JHSF PARTICIPACOES SA 140.00 2.71 2,585.24 944.63 1,640.61 240062 6/29/09 BRL GT1RVQ 18.504 1.964 1,316.58 567.36 749.22

SALE 6/24/09 60 VALE SA -PREF A 7,800.00 302.92 237,330.93 294,977.14 - 57,646.21 240059 6/29/09 BRL GT1RS4 30.503 1.964 120,865.21 164,931.58 - 44,066.37

SALE 6/25/09 60 EMBRAER-EMPRESA BRAS A 6,100.00 100,455.87 180,259.57 - 79,803.70 240072 6/30/09 USD 16.468 1.000 100,455.87 180,259.57 - 79,803.70

SALE 6/25/09 60 JHSF PARTICIPACOES SA 4,500.00 10.17 8,314.44 30,363.18 - 22,048.74 240062 6/30/09 BRL 1.852 1.968 4,224.60 18,236.48 - 14,011.88

SALE 6/25/09 60 KLABIN RIOCELL SA PRF 10,900.00 41.52 32,665.16 65,793.39 - 33,128.23 240063 6/30/09 BRL GT1RS8 3.004 1.968 16,597.31 38,169.42 - 21,572.11

SALE 6/25/09 60 VALE SA -PREF A 15,000.00 575.75 452,118.87 567,263.72 - 115,144.85 240059 6/30/09 BRL 30.217 1.968 229,723.53 317,176.10 - 87,452.57 ------382,240.00 9,067.03 8,254,235.23 10,527,130.24 -2,272,895.01 4,534,368.14 6,438,908.79 - 1,904,540.65 64 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

------9,756,473.00 28,838.66 32007501820.53 25459260740.19 6548241080.34 12,018,792.31 16,302,814.07 - 4,284,021.76 143 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------9,756,473.00 28,838.66 32007501820.53 25459260740.19 6548241080.34 12,018,792.31 16,302,814.07 - 4,284,021.76 143 "SALE" 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: 134

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TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

------22,654,953.00 110,568.21 62574970646.71 56026729566.37 6548241080.34 55,946,438.32 60,230,460.08 - 4,284,021.76 641 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 135 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 5/29/09 60 ISHARES INC MSCI TAIWA 120,000.00 202.85 1,352,506.85 1,352,506.85 240397 6/03/09 USD 829635 11.269 1.000 1,352,506.85 1,352,506.85 ------120,000.00 202.85 1,352,506.85 1,352,506.85 1,352,506.85 1,352,506.85 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

PUR 6/01/09 60 ISHARES MSCI INDIA ETF 1,000,000.00 1,682.09 5,632,182.09 5,632,182.09 240129 6/04/09 USD 829635 5.631 1.000 5,632,182.09 5,632,182.09 ------1,000,000.00 1,682.09 5,632,182.09 5,632,182.09 5,632,182.09 5,632,182.09 1 TRANSACTION IN COUNTRY: INDIA (9980)

------1,120,000.00 1,884.94 6,984,688.94 6,984,688.94 6,984,688.94 6,984,688.94 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

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

PUR 5/29/09 60 CREDICORP COM STK USD5 2,978.00 26.82 178,839.94 178,839.94 246073 6/03/09 USD 829634 60.045 1.000 178,839.94 178,839.94 ------2,978.00 26.82 178,839.94 178,839.94 178,839.94 178,839.94 1 TRANSACTION IN COUNTRY: BERMUDA ( 250)

PUR 5/29/09 60 MILLICOM INTERNATIONAL 2,355.00 21.44 142,969.94 142,969.94 246370 6/03/09 USD 829635 60.700 1.000 142,969.94 142,969.94 ------2,355.00 21.44 142,969.94 142,969.94 142,969.94 142,969.94 1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 136 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 OTP BANK NYRT HUF 100. 14,502.00 38.36 51,214,242.98 51,214,242.98 246373 6/04/09 HUF 829634 3531.00 200.226 255,782.05 255,782.05 ------

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- 14,502.00 38.36 51,214,242.98 51,214,242.98 255,782.05 255,782.05 1 TRANSACTION IN COUNTRY: HUNGARY (2800)

PUR 5/29/09 60 TURKCELL ILETISIM HIZM 31,200.00 24.55 252,757.91 252,757.91 244494 6/02/09 TRY 829634 8.100 1.544 163,703.31 163,703.31

PUR 5/29/09 60 TURKIYE VAKIFLAR BANKA 55,900.00 11.62 119,643.94 119,643.94 246996 6/02/09 TRY 829634 2.140 1.544 77,489.60 77,489.60

PUR 6/08/09 60 TURKIYE GARANTI BANKAS 518,130.00 3,039.69 1,901,875.83 1,901,875.83 247490 6/10/09 TRY 829787 3.662 1.560 1,218,916.77 1,218,916.77

PUR 6/16/09 60 TURKIYE GARANTI BANKAS 200,000.00 1,249.27 773,930.00 773,930.00 247490 6/18/09 TRY 829955 3.860 1.545 500,957.99 500,957.99

PUR 6/16/09 60 TURKIYE VAKIFLAR BANKA 450,000.00 1,488.74 922,279.95 922,279.95 246996 6/18/09 TRY 829955 2.044 1.545 596,983.59 596,983.59 ------1,255,230.00 5,813.87 3,970,487.63 3,970,487.63 2,558,051.26 2,558,051.26 5 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 5/29/09 60 CHUNGHWA TELECOM LTD A 11,366.00 32.44 216,278.55 216,278.55 246131 6/03/09 USD 829635 19.026 1.000 216,278.55 216,278.55

PUR 5/29/09 60 TAIWAN SEMICONDUCT ADS 25,099.00 41.19 274,624.25 274,624.25 243524 6/03/09 USD 829635 10.940 1.000 274,624.25 274,624.25

PUR 6/05/09 60 CHUNGHWA TELECOM LTD A 5,915.00 232.12 116,293.88 116,293.88 246131 6/10/09 USD 829758 19.622 1.000 116,293.88 116,293.88 ------42,380.00 305.75 607,196.68 607,196.68 607,196.68 607,196.68 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 137 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 ANGANG NEW STEEL ''H'' 86,000.00 165.11 1,033,279.68 1,033,279.68 244202 6/03/09 HKD 829635 12.000 7.750 133,317.81 133,317.81

PUR 6/01/09 60 BANK OF CHINA LTD H 736,000.00 420.44 2,630,778.61 2,630,778.61 244492 6/03/09 HKD 829635 3.570 7.750 339,433.41 339,433.41

PUR 6/01/09 60 CHINA CITIC BANK C 403,000.00 287.00 1,795,574.40 1,795,574.40 239771 6/03/09 HKD 829635 4.450 7.751 231,672.07 231,672.07

PUR 6/01/09 60 CHINA COAL ENERGY 214,000.00 328.76 2,056,948.06 2,056,948.06 244708 6/03/09 HKD 829635 9.600 7.751 265,395.53 265,395.53

PUR 6/01/09 60 CHINA NATIONAL BUILDIN 80,000.00 223.99 1,401,736.00 1,401,736.00 244805 6/03/09 HKD 829635 17.500 7.751 180,857.49 180,857.49

PUR 6/01/09 60 CHINA RAILWAY CONS 62,000.00 114.07 713,884.12 713,884.12 244203 6/03/09 HKD 829635 11.500 7.750 92,108.14 92,108.14

PUR 6/01/09 60 HUADIAN POWER INTL COR 464,000.00 163.34 1,021,787.53 1,021,787.53 242611 6/03/09 HKD 829635 2.199 7.750 131,835.05 131,835.05

PUR 6/01/09 60 INDUSTRIAL + COMME 628,000.00 491.33 3,074,728.03 3,074,728.03 240853 6/03/09 HKD 829635 4.890 7.750 396,713.51 396,713.51

PUR 6/01/09 60 ZIJIN MINING GROUP CO 198,000.00 227.18 1,421,420.72 1,421,420.72 240854 6/03/09 HKD 829635 7.170 7.751 183,397.29 183,397.29

PUR 6/08/09 60 BANK OF CHINA LTD H 1,765,000.00 1,273.08 6,215,784.00 6,215,784.00 244492 6/10/09 HKD 829787 3.516 7.751 801,943.52 801,943.52

PUR 6/18/09 60 CHINA CONSTRUCTION 2,262,000.00 5,681.46 12,660,109.53 12,660,109.53 247574 6/22/09 HKD 830000 5.577 7.750 1,633,583.60 1,633,583.60 ------6,898,000.00 9,375.76 34,026,030.68 34,026,030.68 4,390,257.42 4,390,257.42 11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 138 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 CHINA LIFE INS 119,000.00 549.38 3,437,407.96 3,437,407.96 243217 6/03/09 HKD 829635 28.850 7.750 443,507.90 443,507.90

PUR 6/01/09 60 CHINA MOBILE LTD HKD 0 51,000.00 626.67 3,921,657.03 3,921,657.03 239773 6/03/09 HKD 829635 76.800 7.750 505,987.62 505,987.62

PUR 6/01/09 60 CHINA OVERSEAS LAND I 64,000.00 174.07 1,089,349.12 1,089,349.12 242798 6/03/09 HKD 829635 17.000 7.750 140,552.11 140,552.11

PUR 6/01/09 60 CHINA UNICOM HONG KONG 286,000.00 434.69 2,720,369.08 2,720,369.08 243862 6/03/09 HKD 829635 9.500 7.751 350,992.72 350,992.72

PUR 6/01/09 60 CNOOC LTD HKD 0.02 311,000.00 522.51 3,269,549.73 3,269,549.73 239779 6/03/09 HKD 829635 10.500 7.750 421,850.17 421,850.17

PUR 6/01/09 60 PORTS DESIGN LTD HKD 0 32,500.00 85.74 536,264.54 536,264.54 240128 6/03/09 HKD 829635 16.480 7.751 69,190.96 69,190.96

PUR 6/01/09 60 SHANGHAI INDUSTRIAL HL 97,000.00 493.56 3,088,425.30 3,088,425.30 239784 6/03/09 HKD 829635 31.800 7.751 398,480.78 398,480.78

PUR 6/04/09 60 CNOOC LTD HKD 0.02 716,000.00 3,415.12 7,611,058.62 7,611,058.62 239779 6/08/09 HKD 829710 10.593 7.751 981,945.38 981,945.38 ------1,676,500.00 6,301.74 25,674,081.38 25,674,081.38 3,312,507.64 3,312,507.64 8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 6/01/09 60 HYUNDAI DEVELOPMENT CO 5,000.00 24.76 204,280,630.00 204,280,630.00 246230 6/03/09 KRW 829635 40850.0 1237.00 165,141.98 165,141.98

PUR 6/01/09 60 HYUNDAI MIPO DOCKYARD 1,141.00 19.37 159,763,960.00 159,763,960.00 247092 6/03/09 KRW 829635 140000. 1237.00 129,154.37 129,154.37

PUR 6/01/09 60 HYUNDAI MOTOR CO 3,944.00 33.48 276,121,410.00 276,121,410.00 241565 6/03/09 KRW 829635 70000.0 1237.00 223,218.60 223,218.60

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 139 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 KB FINANCIAL GROUP 7,350.00 36.05 297,352,090.00 297,352,090.00 243106 6/03/09 KRW 829635 40450.0 1237.00 240,381.64 240,381.64

PUR 6/01/09 60 KOREA ELECTRIC POWER C 7,780.00 26.79 220,985,140.00 220,985,140.00 244074 6/03/09 KRW 829635 28400.0 1237.00 178,646.03 178,646.03

PUR 6/01/09 60 KT+G CORP KRW 5000.0 3,146.00 26.13 215,533,320.00 215,533,320.00 243871 6/03/09 KRW 829635 68500.0 1237.00 174,238.74 174,238.74

PUR 6/01/09 60 LG ELECTRONICS INC KRW 2,349.00 34.32 283,096,950.00 283,096,950.00 246568 6/03/09 KRW 829635 120500. 1237.00 228,857.68 228,857.68

PUR 6/01/09 60 NHN CORP 1,132.00 27.18 224,169,620.00 224,169,620.00 239558 6/03/09 KRW 829635 198000. 1237.00 181,220.39 181,220.39

PUR 6/01/09 60 POSCO 848.00 42.77 352,820,910.00 352,820,910.00 239562 6/03/09 KRW 829635 416000. 1237.00 285,223.05 285,223.05

PUR 6/01/09 60 SAMSUNG CO KSWN5000 7,150.00 40.49 333,955,080.00 333,955,080.00 239563 6/03/09 KRW 829635 46700.0 1237.00 269,971.77 269,971.77

PUR 6/01/09 60 SAMSUNG ELECTRONICS CO 1,365.00 91.37 753,593,020.00 753,593,020.00 239564 6/03/09 KRW 829635 552000. 1237.00 609,210.20 609,210.20

PUR 6/01/09 60 SAMSUNG FIRE + MARINE 1,306.00 29.14 240,340,040.00 240,340,040.00 239565 6/03/09 KRW 829635 184000. 1237.00 194,292.68 194,292.68

PUR 6/01/09 60 SHINHAN FINANCIAL GROU 13,080.00 50.36 415,352,290.00 415,352,290.00 244493 6/03/09 KRW 829635 31750.0 1237.00 335,773.88 335,773.88

PUR 6/01/09 60 WOORI FINANCE HOLDINGS 13,870.00 18.58 153,286,480.00 153,286,480.00 240852 6/03/09 KRW 829635 11050.0 1237.00 123,917.93 123,917.93

PUR 6/08/09 60 KOREA EXCHANGE BANK KR 247,770.00 1,447.202,590,849,857.00 2,590,849,857.00 247488 6/10/09 KRW 829792 10449.3 1252.30 2,068,873.16 2,068,873.16

PUR 6/08/09 60 SAMSUNG ELECTRONICS CO 1,704.00 782.44 980,832,824.00 980,832,824.00 239564 6/10/09 KRW 829787 575031. 1252.30 783,225.12 783,225.12

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 140 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/15/09 60 SAMSUNG ELECTRONICS CO 1,099.00 351.78 634,499,039.00 634,499,039.00 239564 6/17/09 KRW 829924 576938. 1261.70 502,892.16 502,892.16

PUR 6/18/09 60 POSCO 1,909.00 437.58 792,075,565.00 792,075,565.00 239562 6/22/09 KRW 829981 414626. 1266.20 625,553.28 625,553.28

PUR 6/18/09 60 SAMSUNG ELECTRONICS CO 1,393.00 439.04 794,723,918.00 794,723,918.00 239564 6/22/09 KRW 829981 570113. 1266.20 627,644.86 627,644.86

PUR 6/18/09 60 SAMSUNG FIRE + MARINE 3,998.00 409.34 740,958,808.00 740,958,808.00 239565 6/22/09 KRW 829981 185202. 1266.20 585,183.07 585,183.07

PUR 6/23/09 60 SAMSUNG ELECTRONICS CO 2,121.00 660.731,218,955,672.00 1,218,955,672.00 239564 6/25/09 KRW 830040 574305. 1290.50 944,560.77 944,560.77 ------329,455.00 5,028.90 11883546623.00 11883546623.00 9,477,181.36 9,477,181.36 21 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 5/29/09 60 P T TELEKOMUNIKASI IND 5,922.00 26.21 174,786.21 174,786.21 239560 6/03/09 USD 829635 29.510 1.000 174,786.21 174,786.21

PUR 6/01/09 60 BANK DANAMON PT 121,000.00 29.79 469,179,769.00 469,179,769.00 244925 6/04/09 IDR 829635 3875.00 10229.9 45,863.13 45,863.13

PUR 6/01/09 60 BANK MANDIRI 1,007,500.00 193.653,049,668,497.00 3,049,668,497.00 240115 6/04/09 IDR 829635 3025.00 10230.0 298,110.31 298,110.31

PUR 6/01/09 60 PERUSAHAAN GAS NEGARA 529,500.00 98.411,549,794,212.00 1,549,794,212.00 247002 6/04/09 IDR 829635 2925.00 10230.0 151,495.04 151,495.04

PUR 6/01/09 60 TELEKOMUNIKASI INDONES 96,500.00 46.60 733,876,710.00 733,876,710.00 244926 6/04/09 IDR 829635 7600.00 10230.0 71,737.70 71,737.70 ------1,760,422.00 394.665,802,693,974.21 5,802,693,974.21 741,992.39 741,992.39 5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 141 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 ABSA GROUP LTD 21,818.00 731.24 2,221,489.28 2,221,489.28 243087 6/05/09 ZAR 829634 101.550 8.029 276,669.40 276,669.40

PUR 5/29/09 60 ANGLOGOLD LIMITED ZAR 1,208.00 137.95 419,075.62 419,075.62 239788 6/05/09 ZAR 829634 346.000 8.029 52,192.64 52,192.64

PUR 5/29/09 60 ANGLOGOLD LTD NPV ADR 7,314.00 46.44 309,648.06 309,648.06 241173 6/03/09 USD 829634 42.330 1.000 309,648.06 309,648.06

PUR 5/29/09 60 FIRSTRAND LTD 85,189.00 383.78 1,165,911.34 1,165,911.34 244076 6/05/09 ZAR 829634 13.650 8.029 145,205.29 145,205.29

PUR 5/29/09 60 GOLD FIELDS LTD ZAR 0. 9,726.00 353.12 1,072,792.64 1,072,792.64 243218 6/05/09 ZAR 829634 110.010 8.029 133,608.07 133,608.07

PUR 5/29/09 60 NASPERS LTD ZAR 0.02 9,459.00 595.05 1,807,757.89 1,807,757.89 244867 6/05/09 ZAR 829634 190.610 8.029 225,142.34 225,142.34

PUR 5/29/09 60 TELKOM SA LTD ZAR 10.0 8,534.00 101.39 308,038.14 308,038.14 246566 6/05/09 ZAR 829634 36.000 8.029 38,363.78 38,363.78

PUR 5/29/09 60 VODACOM GROUP PTY LTD 8,500.00 145.88 443,171.30 443,171.30 247192 6/05/09 ZAR 829634 52.000 8.029 55,193.58 55,193.58 ------151,748.00 2,494.85 7,747,884.27 7,747,884.27 1,236,023.16 1,236,023.16 8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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PUR 6/01/09 60 ADVANCED INFO SERVICE 64,500.00 39.59 5,290,348.70 5,290,348.70 243399 6/04/09 THB 829635 82.000 34.070 155,278.80 155,278.80

PUR 6/01/09 60 BANGKOK BANK PCL-FOREI 74,900.00 52.12 6,965,550.84 6,965,550.84 239803 6/04/09 THB 829635 92.974 34.070 204,448.22 204,448.22

PUR 6/01/09 60 KASIKORNBANK PCL-FOREI 27,300.00 12.26 1,638,417.69 1,638,417.69 239802 6/04/09 THB 829635 60.000 34.070 48,089.75 48,089.75

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 142 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 KASIKORNBANK PCL-NVDR 55,000.00 23.46 3,135,799.43 3,135,799.43 239801 6/04/09 THB 829635 57.000 34.070 92,039.90 92,039.90

PUR 6/01/09 60 PTT PCL/FOREIGN 20,900.00 35.04 4,682,793.81 4,682,793.81 241340 6/04/09 THB 829635 224.000 34.070 137,446.25 137,446.25 ------242,600.00 162.47 21,712,910.47 21,712,910.47 637,302.92 637,302.92 5 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 5/28/09 60 VALE SA - PREF A 97,000.00 5,280.81 3,190,646.33 3,190,646.33 239762 6/02/09 BRL 829630 32.784 2.014 1,583,997.58 1,583,997.58

PUR 5/29/09 60 BANCO DO BRASIL SA 22,291.00 118.57 471,955.64 471,955.64 239759 6/03/09 BRL 829634 21.162 1.969 239,656.55 239,656.55

PUR 5/29/09 60 BANCO ESTADO RIO GRAND 39,642.00 75.73 301,444.20 301,444.20 239760 6/03/09 BRL 829634 7.600 1.969 153,071.75 153,071.75

PUR 5/29/09 60 BRADESPAR SA - PREF NP 12,331.00 89.49 356,191.93 356,191.93 243088 6/03/09 BRL 829634 28.872 1.969 180,872.36 180,872.36

PUR 5/29/09 60 CENTRAIS ELETRICAS BRA 18,918.00 127.62 507,989.64 507,989.64 243401 6/03/09 BRL 829634 26.839 1.969 257,954.42 257,954.42

PUR 5/29/09 60 ITAU UNIBANCO BANCO MU 9,949.00 23.95 159,705.40 159,705.40 246310 6/03/09 USD 829634 16.050 1.000 159,705.40 159,705.40

PUR 5/29/09 60 JHSF PARTICIPACOES SA 54,435.00 25.59 101,849.28 101,849.28 239765 6/03/09 BRL 829634 1.870 1.969 51,718.52 51,718.52

PUR 5/29/09 60 OGX PETROLEO E GAS PAR 100.00 24.26 96,548.77 96,548.77 241566 6/03/09 BRL 829634 965.010 1.969 49,026.95 49,026.95

PUR 5/29/09 60 USINAS SIDER MINAS GER 9,553.00 94.83 377,424.20 377,424.20 240307 6/03/09 BRL 829634 39.489 1.969 191,653.99 191,653.99

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 143 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 VALE SA - PREF A 41,548.00 339.42 1,351,015.81 1,351,015.81 239762 6/03/09 BRL 829634 32.501 1.969 686,038.60 686,038.60

PUR 5/29/09 60 VIVO PARTICIPACOES S A 96,900.00 290.31 1,935,703.08 1,935,703.08 247236 6/03/09 USD 829634 19.973 1.000 1,935,703.08 1,935,703.08

PUR 6/03/09 60 OGX PETROLEO E GAS PAR 2,500.00 4,707.72 2,744,833.86 2,744,833.86 241566 6/08/09 BRL 829710 1094.27 1.944 1,412,096.85 1,412,096.85 ------405,167.00 11,198.30 11,595,308.14 11,595,308.14 6,901,496.05 6,901,496.05 12 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 5/29/09 60 ENERSIS SA 931,696.00 47.52 177,421,527.00 177,421,527.00 239768 6/02/09 CLP 829634 190.400 560.000 316,824.16 316,824.16 ------931,696.00 47.52 177,421,527.00 177,421,527.00 316,824.16 316,824.16

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1 TRANSACTION IN COUNTRY: CHILE (7000)

PUR 5/29/09 60 SHANDA INTERACTIVE ENT 3,857.00 33.35 222,357.77 222,357.77 243523 6/03/09 USD 829635 57.642 1.000 222,357.77 222,357.77

PUR 5/29/09 60 SHUI ON LAND LTD U 149,500.00 326.22 706,733.69 706,733.69 247233 6/02/09 HKD 829635 4.710 7.752 91,165.56 91,165.56

PUR 5/29/09 60 SUNTECH PWR HLDGS CO L 8,600.00 21.08 140,545.08 140,545.08 247231 6/03/09 USD 829635 16.340 1.000 140,545.08 140,545.08

PUR 6/01/09 60 SHIMAO PROPERTY HOLDIN 131,500.00 280.29 1,753,752.38 1,753,752.38 244204 6/03/09 HKD 829635 13.320 7.751 226,276.03 226,276.03

PUR 6/01/09 60 SHUI ON LAND LTD U 152,000.00 125.57 785,293.24 785,293.24 247233 6/03/09 HKD 829635 5.160 7.751 101,321.62 101,321.62

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 144 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/01/09 60 TENCENT HOLDINGS LTD 18,200.00 246.69 1,543,451.97 1,543,451.97 244134 6/03/09 HKD 829635 84.700 7.750 199,142.25 199,142.25

PUR 6/03/09 60 SHUI ON LAND LTD U 207,000.00 547.38 1,186,047.27 1,186,047.27 247233 6/05/09 HKD 829634 5.709 7.751 153,014.66 153,014.66

PUR 6/05/09 60 SHUI ON LAND LTD U 274,500.00 688.88 1,492,443.35 1,492,443.35 247233 6/09/09 HKD 829706 5.418 7.751 192,546.01 192,546.01

PUR 6/08/09 60 SHUI ON LAND LTD U 77,500.00 193.11 418,400.28 418,400.28 247233 6/10/09 HKD 829759 5.379 7.751 53,980.86 53,980.86

PUR 6/11/09 60 SHUI ON LAND LTD U 106,000.00 239.20 518,074.01 518,074.01 247233 6/15/09 HKD 829867 4.870 7.751 66,840.50 66,840.50

PUR 6/16/09 60 SHUI ON LAND LTD U 126,500.00 273.23 608,760.94 608,760.94 247233 6/18/09 HKD 829883 4.796 7.750 78,549.80 78,549.80

PUR 6/18/09 60 SHUI ON LAND LTD U 5,500.00 12.10 26,922.80 26,922.80 247233 6/22/09 HKD 829960 4.878 7.750 3,473.95 3,473.95

PUR 6/19/09 60 SHUI ON LAND LTD U 83,000.00 180.78 402,631.36 402,631.36 247233 6/23/09 HKD 830000 4.834 7.750 51,952.43 51,952.43

PUR 6/23/09 60 SHUI ON LAND LTD U 51,300.00 111.94 249,262.11 249,262.11 247233 6/25/09 HKD 830022 4.842 7.750 32,163.27 32,163.27 ------1,394,957.00 3,279.82 10,054,676.25 10,054,676.25 1,613,329.79 1,613,329.79 14 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

PUR 5/29/09 60 AMERICA MOVIL-ADR SERI 17,717.00 101.81 678,840.08 678,840.08 239544 6/03/09 USD 829634 38.310 1.000 678,840.08 678,840.08

PUR 5/29/09 60 DESARROLLADORA HOMEX S 23,289.00 15.55 1,364,460.29 1,364,460.29 247091 6/03/09 MXN 829634 58.579 13.164 103,654.04 103,654.04

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 145 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 GRUPO FINANCIERO BANOR 68,949.00 24.55 2,154,965.66 2,154,965.66 243594 6/03/09 MXN 829634 31.250 13.164 163,706.41 163,706.41

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 8,434.00 22.49 149,979.01 149,979.01 245189 6/03/09 USD 829634 17.780 1.000 149,979.01 149,979.01 ------118,389.00 164.40 4,348,245.04 4,348,245.04 1,096,179.54 1,096,179.54 4 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 6/01/09 60 BUMIPUTRA-COMMERCE HLD 120,000.00 193.03 1,044,669.80 1,044,669.80

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239575 6/04/09 MYR 829635 8.700 3.470 301,057.58 301,057.58 ------120,000.00 193.03 1,044,669.80 1,044,669.80 301,057.58 301,057.58 1 TRANSACTION IN COUNTRY: MALAYSIA (8700)

PUR 6/01/09 60 AYALA LAND INC 429,000.00 79.30 3,864,732.30 3,864,732.30 240110 6/04/09 PHP 829635 9.000 47.065 82,114.78 82,114.78 ------429,000.00 79.30 3,864,732.30 3,864,732.30 82,114.78 82,114.78 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)

PUR 5/29/09 60 TEVA PHARMA IND ADR EA 9,453.00 65.74 438,306.82 438,306.82 239572 6/03/09 USD 829634 46.360 1.000 438,306.82 438,306.82

PUR 6/01/09 60 ISRAEL DISC BK LTD ILS 12,967.00 2.63 68,086.96 68,086.96 239550 6/03/09 ILS 829704 5.250 3.881 17,545.92 17,545.92 ------22,420.00 68.37 506,393.78 506,393.78 455,852.74 455,852.74 2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 146 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 CEZ AS CZK 100.0 5,038.00 34.15 4,333,329.90 4,333,329.90 246367 6/03/09 CZK 829634 860.000 19.029 227,726.01 227,726.01

PUR 5/29/09 60 KOMERCNI BANKA AS CZK 305.00 5.72 725,703.84 725,703.84 245020 6/03/09 CZK 829634 2379.00 19.029 38,137.33 38,137.33 ------5,343.00 39.87 5,059,033.74 5,059,033.74 265,863.34 265,863.34 2 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

PUR 5/29/09 60 FEDERAL GRID CO UNIFIE 15,540,065.00 20.75 138,327.33 138,327.33 246369 6/05/09 USD .009 1.000 138,327.33 138,327.33

PUR 5/29/09 60 MOBILE TELESYSTEMS-SP 5,348.00 33.28 221,921.80 221,921.80 239557 6/03/09 USD 829634 41.490 1.000 221,921.80 221,921.80

PUR 5/29/09 60 OAO ROSNEFT OIL GDS 107,315.00 108.01 720,191.66 720,191.66 240202 6/03/09 USD 829634 6.710 1.000 720,191.66 720,191.66

PUR 5/29/09 60 SISTEMA JSFC-REG S SPO 17,673.00 36.58 243,923.98 243,923.98 239567 6/03/09 USD 829634 13.800 1.000 243,923.98 243,923.98

PUR 5/29/09 60 URALKALI JSC NPV GDR 8,800.00 24.96 166,432.96 166,432.96 247235 6/03/09 USD 829634 18.910 1.000 166,432.96 166,432.96

PUR 5/29/09 60 VIMPEL COMMUNICATI SPN 7,328.00 14.36 95,718.04 95,718.04 240124 6/03/09 USD 829634 13.060 1.000 95,718.04 95,718.04

PUR 5/29/09 60 VTB BANK OJSC-GDR-REG 60,189.00 26.45 176,380.22 176,380.22 239867 6/03/09 USD 829634 2.930 1.000 176,380.22 176,380.22

PUR 6/05/09 60 FEDERAL GRID CO UNIFIE 6,536,481.00 121.25 60,747.11 60,747.11 246369 6/10/09 USD 829891 .009 1.000 60,747.11 60,747.11

PUR 6/08/09 60 FEDERAL GRID CO UNIFIE 23,450,710.00 459.63 230,276.59 230,276.59 246369 6/11/09 USD 829891 .010 1.000 230,276.59 230,276.59

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 147 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/08/09 60 SEVERSTAL JT STK CO NP 55,445.00 597.92 299,557.36 299,557.36

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247489 6/11/09 USD 829801 5.392 1.000 299,557.36 299,557.36

PUR 6/09/09 60 SEVERSTAL JT STK CO NP 8,739.00 96.29 48,242.94 48,242.94 247489 6/12/09 USD 829830 5.509 1.000 48,242.94 48,242.94

PUR 6/09/09 60 SEVERSTAL JT STK CO NP 80,050.00 877.00 439,374.89 439,374.89 247489 6/12/09 USD 829802 5.478 1.000 439,374.89 439,374.89

PUR 6/09/09 60 SEVERSTAL JT STK CO NP 9,781.00 107.40 53,805.09 53,805.09 247489 6/12/09 USD 829830 5.490 1.000 53,805.09 53,805.09

PUR 6/09/09 60 SEVERSTAL JT STK CO NP 2,001.00 2.19 10,962.27 10,962.27 247489 6/12/09 USD 829830 5.477 1.000 10,962.27 10,962.27

PUR 6/10/09 60 SEVERSTAL JT STK CO NP 2,856.00 32.54 16,304.89 16,304.89 247489 6/15/09 USD 829828 5.698 1.000 16,304.89 16,304.89

PUR 6/11/09 60 SEVERSTAL JT STK CO NP 7,761.00 87.85 44,015.11 44,015.11 247489 6/16/09 USD 829872 5.660 1.000 44,015.11 44,015.11

PUR 6/11/09 60 SEVERSTAL JT STK CO NP 5,237.00 5.91 29,558.82 29,558.82 247489 6/16/09 USD 829898 5.643 1.000 29,558.82 29,558.82

PUR 6/12/09 60 SEVERSTAL JT STK CO NP 8,105.00 92.37 46,278.71 46,278.71 247489 6/17/09 USD 829896 5.698 1.000 46,278.71 46,278.71

PUR 6/12/09 60 SEVERSTAL JT STK CO NP 12,768.00 14.50 72,508.65 72,508.65 247489 6/17/09 USD 829924 5.678 1.000 72,508.65 72,508.65

PUR 6/15/09 60 SEVERSTAL JT STK CO NP 4,470.00 49.35 24,724.20 24,724.20 247489 6/18/09 USD 829919 5.520 1.000 24,724.20 24,724.20

PUR 6/15/09 60 SEVERSTAL JT STK CO NP 22,787.00 25.27 126,383.74 126,383.74 247489 6/18/09 USD 829930 5.545 1.000 126,383.74 126,383.74 ------45,953,909.00 2,833.86 3,265,636.36 3,265,636.36 3,265,636.36 3,265,636.36 21 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 148 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 INFOSYS TECHNOLOGIES L 3,332.00 17.28 115,237.84 115,237.84 246074 6/03/09 USD 829635 34.580 1.000 115,237.84 115,237.84 ------3,332.00 17.28 115,237.84 115,237.84 115,237.84 115,237.84 1 TRANSACTION IN COUNTRY: INDIA (9980)

------61,760,383.00 47,886.37 18048790701.43 18048790701.43 37,951,696.94 37,951,696.94 128 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------62,880,383.00 49,771.31 18055775390.37 18055775390.37 44,936,385.88 44,936,385.88 130 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 149 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

SALE 6/16/09 60 ISHARES MSCI INDIA ETF 150,000.00 2,312.39 823,542.61 991,203.71 - 167,661.10 240129 6/19/09 USD 829955 5.506 1.000 823,542.61 991,203.71 - 167,661.10 ------

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150,000.00 2,312.39 823,542.61 991,203.71 - 167,661.10 823,542.61 991,203.71 - 167,661.10 1 TRANSACTION IN COUNTRY: INDIA (9980)

------150,000.00 2,312.39 823,542.61 991,203.71 - 167,661.10 823,542.61 991,203.71 - 167,661.10 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

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

SALE 6/04/09 60 OTP BANK NYRT HUF 100. 21,923.00 1,150.96 77,165,970.47 59,426,612.97 17,739,357.50 246373 6/09/09 HUF 829733 3530.45 201.741 382,500.76 269,055.37 113,445.39

SALE 6/05/09 60 OTP BANK NYRT HUF 100. 2,947.00 177.25 10,360,626.44 7,988,424.41 2,372,202.03 246373 6/10/09 HUF 829747 3528.00 205.296 50,466.72 36,167.78 14,298.94 ------24,870.00 1,328.21 87,526,596.91 67,415,037.38 20,111,559.53 432,967.48 305,223.15 127,744.33 2 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

SALE 6/05/09 60 TAIWAN SEMICONDUCT ADS 59,842.00 1,264.18 622,804.10 548,487.93 74,316.17 243524 6/10/09 USD 829758 10.429 1.000 622,804.10 548,487.93 74,316.17 ------59,842.00 1,264.18 622,804.10 548,487.93 74,316.17 622,804.10 548,487.93 74,316.17 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 150 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/08/09 60 CHINA COAL ENERGY 787,000.00 1,606.20 7,817,177.42 4,772,786.21 3,044,391.21 244708 6/10/09 HKD 829787 9.949 7.751 1,008,550.93 615,533.00 393,017.93 ------787,000.00 1,606.20 7,817,177.42 4,772,786.21 3,044,391.21 1,008,550.93 615,533.00 393,017.93 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 5/29/09 60 CHINA LIFE INS 18,000.00 233.07 501,201.41 521,203.54 - 20,002.13 243217 6/02/09 HKD 829550 27.945 7.752 64,652.80 67,071.15 - 2,418.35

SALE 5/29/09 60 CHINA OVERSEAS LAND I 18,000.00 130.88 281,471.96 221,414.12 60,057.84 242798 6/02/09 HKD 829551 15.694 7.752 36,308.66 28,431.95 7,876.71

SALE 6/04/09 60 DATANG INTL 2,040,000.00 1,801.65 8,768,439.38 9,523,960.67 -755,521.29 242610 6/08/09 HKD 829714 4.305 7.751 1,131,265.56 1,220,978.79 -89,713.23

SALE 6/18/09 60 CHINA LIFE INS 220,000.00 1,527.04 6,249,761.58 6,368,881.90 -119,120.32 243217 6/22/09 HKD 829981 28.462 7.750 806,431.25 819,774.01 - 13,342.76

SALE 6/18/09 60 CHINA MOBILE LTD HKD 0 25,500.00 399.04 1,941,907.20 2,900,716.61 -958,809.41 239773 6/22/09 HKD 829981 76.275 7.750 250,571.90 372,403.02 - 121,831.12 ------2,321,500.00 4,091.68 17,742,781.53 19,536,176.84 -1,793,395.31 2,289,230.17 2,508,658.92 - 219,428.75 5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 6/08/09 60 KB FINANCIAL GROUP 41,960.00 5,021.221,693,192,375.00 2,480,306,936.50 -787114561.50 243106 6/10/09 KRW 829792 40502.3 1252.30 1,352,066.10 2,500,644.39 -1,148,578.29

SALE 6/18/09 60 SAMSUNG CO KSWN5000 21,830.00 2,688.42 916,616,921.00 1,030,530,335.28 -113913414.28

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239563 6/22/09 KRW 829981 42144.8 1266.20 723,911.64 848,594.30 -124,682.66

SALE 6/18/09 60 SHINHAN FINANCIAL GROU 20,020.00 1,741.30 593,696,166.00 562,593,504.40 31,102,661.60 244493 6/22/09 KRW 829981 29765.2 1266.20 468,880.24 414,371.39 54,508.85

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 151 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/19/09 60 KOREA ELECTRIC POWER C 76,570.00 9,648.842,172,880,842.00 2,263,985,000.29 -91,104,158.29 244074 6/23/09 KRW 830017 28537.5 1268.20 1,713,358.18 1,673,745.51 39,612.67

SALE 6/23/09 60 LG ELECTRONICS INC KRW 23,110.00 7,389.622,567,842,198.00 2,454,083,767.00 113,758,431.00 246568 6/25/09 KRW 830040 111526. 1290.50 1,989,804.11 1,848,634.46 141,169.65 ------183,490.00 26,489.407,944,228,502.00 8,791,499,543.47 -847271041.47 6,248,020.27 7,285,990.05 - 1,037,969.78 5 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 6/08/09 60 P T TELEKOMUNIKASI IND 58,269.00 3,587.19 1,767,248.51 2,166,587.54 -399,339.03 239560 6/11/09 USD 829787 30.391 1.000 1,767,248.51 2,166,587.54 -399,339.03 ------58,269.00 3,587.19 1,767,248.51 2,166,587.54 - 399,339.03 1,767,248.51 2,166,587.54 - 399,339.03 1 TRANSACTION IN COUNTRY: INDONESIA (4600)

SALE 6/03/09 60 CEMIG CIA ENERG MG BRL 134,772.00 620.29 3,483,163.32 3,683,666.48 -200,503.16 239761 6/08/09 BRL MDJ090 25.854 1.944 1,791,935.03 2,174,939.99 -383,004.96

SALE 6/04/09 60 CEMIG CIA ENERG MG BRL 40,184.00 1,631.77 1,057,179.54 1,098,332.40 -41,152.86 239761 6/09/09 BRL MDJ090 26.388 1.946 543,201.90 648,486.25 - 105,284.35 ------174,956.00 2,252.06 4,540,342.86 4,781,998.88 - 241,656.02 2,335,136.93 2,823,426.24 - 488,289.31 2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 6/03/09 60 SHANDA INTERACTIVE ENT 34,419.00 4,294.12 2,115,527.35 1,078,018.51 1,037,508.84 243523 6/08/09 USD 829718 61.589 1.000 2,115,527.35 1,078,018.51 1,037,508.84

SALE 6/04/09 60 SHANDA INTERACTIVE ENT 3,527.00 447.43 220,429.89 110,467.22 109,962.67 243523 6/09/09 USD 829726 62.625 1.000 220,429.89 110,467.22 109,962.67 ------37,946.00 4,741.55 2,335,957.24 1,188,485.73 1,147,471.51 2,335,957.24 1,188,485.73 1,147,471.51 2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 152 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/17/09 60 DESARROLLADORA HOMEX S 229,127.00 2,930.01 13,129,338.66 10,842,089.69 2,287,248.97 247091 6/22/09 MXN 829981 57.474 13.483 973,740.95 814,296.81 159,444.14 ------229,127.00 2,930.01 13,129,338.66 10,842,089.69 2,287,248.97 973,740.95 814,296.81 159,444.14 1 TRANSACTION IN COUNTRY: MEXICO (7800)

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SALE 6/19/09 60 VTB BANK OJSC-GDR-REG 592,153.00 1,387.00 1,385,612.97 4,251,895.49 -2,866,282.52 239867 6/24/09 USD 830017 2.342 1.000 1,385,612.97 4,251,895.49 -2,866,282.52 ------592,153.00 1,387.00 1,385,612.97 4,251,895.49 -2,866,282.52 1,385,612.97 4,251,895.49 - 2,866,282.52 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

------4,469,153.00 49,677.488,081,096,362.20 8,907,003,089.16 -825906726.96 19,399,269.55 22,508,584.86 - 3,109,315.31 21 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------4,619,153.00 51,989.878,081,919,904.81 8,907,994,292.87 -826074388.06 20,222,812.16 23,499,788.57 - 3,276,976.41 22 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

------67,499,536.00 101,761.18 26137695295.18 26963769683.24 -826074388.06 65,159,198.04 68,436,174.45 - 3,276,976.41 152 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: 153 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 5/28/09 60 ISHARES TAIWAN WEBS IN 175,000.00 1,750.00 1,930,600.00 1,930,600.00 242792 6/02/09 USD TID758 11.022 1.000 1,930,600.00 1,930,600.00

PUR 5/29/09 60 ISHARES TAIWAN WEBS IN 86,600.00 866.00 976,674.80 976,674.80 242792 6/03/09 USD TID759 11.268 1.000 976,674.80 976,674.80 ------261,600.00 2,616.00 2,907,274.80 2,907,274.80 2,907,274.80 2,907,274.80 2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 5/29/09 60 ISHARES BSE SENSEX IND 279,200.00 216.31 3,812,756.87 3,812,756.87 239277 6/02/09 HKD TID758 13.650 7.752 491,829.01 491,829.01

PUR 6/01/09 60 ISHARES BSE SENSEX IND 227,600.00 182.00 3,207,270.37 3,207,270.37 239277 6/03/09 HKD TID759 14.086 7.751 413,814.64 413,814.64

PUR 6/01/09 60 ISHARES BSE SENSEX IND 255,600.00 977.36 3,631,983.02 3,631,983.02 239277 6/03/09 HKD TID759 14.180 7.750 468,612.74 468,612.74 ------762,400.00 1,375.67 10,652,010.26 10,652,010.26 1,374,256.39 1,374,256.39 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 6/25/09 60 ISHARES TR MSCI EMERGI 187,300.00 1,873.00 5,837,316.88 5,837,316.88 247590 6/30/09 USD TID774 31.156 1.000 5,837,316.88 5,837,316.88 ------187,300.00 1,873.00 5,837,316.88 5,837,316.88 5,837,316.88 5,837,316.88 1 TRANSACTION IN COUNTRY: KOREA (4500)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 154 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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PUR 5/29/09 60 INDIA FUND INC 7,700.00 77.00 226,343.04 226,343.04 239219 6/03/09 USD TID759 29.385 1.000 226,343.04 226,343.04

PUR 5/29/09 60 MORGAN STANLEY INDIA I 38,500.00 385.00 812,742.70 812,742.70 239218 6/03/09 USD TID759 21.100 1.000 812,742.70 812,742.70 ------46,200.00 462.00 1,039,085.74 1,039,085.74 1,039,085.74 1,039,085.74 2 TRANSACTIONS IN COUNTRY: INDIA (9980)

------1,257,500.00 6,326.67 20,435,687.68 20,435,687.68 11,157,933.81 11,157,933.81 8 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

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

PUR 5/29/09 60 HIKMA PHARMACEUTICALS 36,854.00 1,364.32 158,724.78 158,724.78 239225 6/03/09 UKP TID759 4.284 .620 255,991.19 255,991.19 ------36,854.00 1,364.32 158,724.78 158,724.78 255,991.19 255,991.19 1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)

PUR 5/29/09 60 MAGYAR TELEKOM RT 64,678.00 699.72 40,169,439.73 40,169,439.73 246998 6/04/09 HUF TID758 618.902 200.226 200,620.40 200,620.40

PUR 5/29/09 60 RICHTER GEDEON VEG HUF 1,630.00 286.23 47,816,310.80 47,816,310.80 240231 6/04/09 HUF TID759 29300.0 200.226 238,811.58 238,811.58 ------66,308.00 985.95 87,985,750.53 87,985,750.53 439,431.98 439,431.98 2 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 155 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 AKCANSA CIMENTO 29,039.00 79.90 102,921.42 102,921.42 241880 6/02/09 TRY TID758 3.540 1.544 66,658.95 66,658.95

PUR 5/29/09 60 AKSIGORTA 33,825.00 94.64 121,916.12 121,916.12 246991 6/02/09 TRY TID758 3.600 1.544 78,961.22 78,961.22

PUR 5/29/09 60 CIMSA CIMENTO SANAYI V 32,408.00 102.26 131,734.37 131,734.37 241881 6/02/09 TRY TID758 4.060 1.544 85,320.19 85,320.19

PUR 5/29/09 60 FORD OTOMOTIV SAN TRY 60,369.00 281.52 362,648.66 362,648.66 246567 6/02/09 TRY TID758 6.000 1.544 234,876.08 234,876.08

PUR 6/03/09 60 AKSIGORTA 167,605.00 1,081.63 667,643.42 667,643.42 246991 6/05/09 TRY TID761 3.974 1.539 433,731.84 433,731.84

PUR 6/04/09 60 AKSIGORTA 112,814.00 745.57 460,481.81 460,481.81 246991 6/08/09 TRY TID761 4.072 1.540 298,975.33 298,975.33 ------436,060.00 2,385.52 1,847,345.80 1,847,345.80 1,198,523.61 1,198,523.61 6 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 5/29/09 60 ADVANCED SEMICOND EN T 93,500.00 935.00 296,366.95 296,366.95 246569 6/03/09 USD TID759 3.160 1.000 296,366.95 296,366.95

PUR 5/29/09 60 CHUNGHWA TELECOM LTD A 27,800.00 278.00 528,767.12 528,767.12 246133 6/03/09 USD TID759 19.010 1.000 528,767.12 528,767.12

PUR 5/29/09 60 TAIWAN SEMICONDUCT ADS 62,400.00 624.00 683,417.28 683,417.28 242791 6/03/09 USD TID759 10.942 1.000 683,417.28 683,417.28

PUR 6/01/09 60 HON HAI PRECISION IND 95,107.00 2,853.21 659,091.51 659,091.51 239195 6/04/09 USD TID759 6.900 1.000 659,091.51 659,091.51

PUR 6/01/09 60 HTC CORP (formerly HIG 6,156.00 246.24 406,184.58 406,184.58 245019 6/04/09 USD TID759 65.942 1.000 406,184.58 406,184.58 ------284,963.00 4,936.45 2,573,827.44 2,573,827.44 2,573,827.44 2,573,827.44 5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 156 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/27/09 60 WEICHAI POWER CO LTD C 112,000.00 1,294.12 3,256,710.96 3,256,710.96 247228 6/01/09 HKD TID757 28.988 7.752 420,090.68 420,090.68

PUR 5/29/09 60 CHINA SHENHUA ENERGY C 148,500.00 710.83 3,831,657.56 3,831,657.56 239263 6/02/09 HKD TID758 25.765 7.752 494,267.12 494,267.12

PUR 5/29/09 60 INDUSTRIAL/COMMERCIAL- 777,000.00 705.30 3,802,355.83 3,802,355.83 239266 6/02/09 HKD TID758 4.887 7.752 490,487.32 490,487.32

PUR 5/29/09 60 SIMCERE PHARMACEUTICAL 14,200.00 142.00 108,265.06 108,265.06 239470 6/03/09 USD TID759 7.614 1.000 108,265.06 108,265.06

PUR 5/29/09 60 WEICHAI POWER CO LTD C 64,000.00 349.73 1,884,861.55 1,884,861.55 247228 6/02/09 HKD TID758 29.409 7.752 243,138.92 243,138.92

PUR 6/01/09 60 SIMCERE PHARMACEUTICAL 13,700.00 137.00 107,029.88 107,029.88 239470 6/04/09 USD TID759 7.802 1.000 107,029.88 107,029.88

PUR 6/09/09 60 WEICHAI POWER CO LTD C 21,000.00 232.36 584,653.91 584,653.91 247228 6/11/09 HKD TID765 27.755 7.751 75,429.48 75,429.48

PUR 6/09/09 60 WEICHAI POWER CO LTD C 45,000.00 490.49 1,234,146.76 1,234,146.76 247228 6/11/09 HKD TID765 27.341 7.751 159,224.20 159,224.20

PUR 6/10/09 60 WEICHAI POWER CO LTD C 44,000.00 488.99 1,230,400.22 1,230,400.22 247228 6/12/09 HKD TID766 27.878 7.751 158,738.79 158,738.79

PUR 6/15/09 60 CHINA CONSTRUCTION 2,417,000.00 2,535.78 13,667,001.63 13,667,001.63 247484 6/17/09 HKD TID768 5.646 7.750 1,763,438.57 1,763,438.57

PUR 6/18/09 60 CHINA CONSTRUCTION 1,313,000.00 1,385.94 7,469,631.30 7,469,631.30 247484 6/22/09 HKD TID771 5.681 7.750 963,835.83 963,835.83

PUR 6/22/09 60 CHINA CONSTRUCTION 1,645,000.00 1,719.04 9,598,080.06 9,598,080.06 247484 6/24/09 HKD TID772 5.827 7.750 1,238,414.00 1,238,414.00 ------6,614,400.00 10,191.58 46,774,794.72 46,774,794.72 6,222,359.85 6,222,359.85 12 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 157 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/28/09 60 CHINA MOBILE HONG KONG 53,200.00 532.00 2,585,913.68 2,585,913.68 239458 6/02/09 USD TID758 48.597 1.000 2,585,913.68 2,585,913.68

PUR 5/29/09 60 CHINA LIFE INS 132,000.00 694.70 3,744,985.02 3,744,985.02 239268 6/02/09 HKD TID758 28.330 7.752 483,086.74 483,086.74

PUR 5/29/09 60 CHINA MOBILE HONG KONG 16,100.00 161.00 792,245.58 792,245.58 239458 6/03/09 USD TID759 49.198 1.000 792,245.58 792,245.58

PUR 5/29/09 60 CHINA OVERSEAS LAND I 98,000.00 296.62 1,598,739.03 1,598,739.03 241829 6/02/09 HKD TID758 16.290 7.752 206,230.36 206,230.36

PUR 5/29/09 60 DATANG INTL 306,000.00 223.79 1,205,906.04 1,205,906.04 244619 6/02/09 HKD TID758 3.935 7.752 155,556.62 155,556.62

PUR 5/29/09 60 SHANGRI-LA ASIA LTD 326,000.00 718.08 3,870,720.47 3,870,720.47 239298 6/02/09 HKD TID758 11.856 7.752 499,306.06 499,306.06

PUR 6/12/09 60 CHINA MOBILE HONG KONG 9,400.00 94.00 495,707.12 495,707.12 239458 6/17/09 USD TID768 52.725 1.000 495,707.12 495,707.12

PUR 6/26/09 60 CHINA LIFE INS 163,000.00 1,875.43 4,717,997.04 4,717,997.04 239268 6/30/09 HKD TID774 28.856 7.750 608,789.52 608,789.52 ------1,103,700.00 4,595.62 19,012,213.98 19,012,213.98 5,826,835.68 5,826,835.68 8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

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PUR 5/29/09 60 DONG-A PHARMACEUTICAL 1,992.00 46.11 165,393,860.00 165,393,860.00 246990 6/02/09 KRW TID758 83000.0 1254.80 131,808.94 131,808.94

PUR 5/29/09 60 LG ELECTRONICS INC~KRW 4,189.00 140.21 502,855,930.00 502,855,930.00 239451 6/02/09 KRW TID758 120000. 1254.80 400,745.88 400,745.88

PUR 5/29/09 60 POSCO 782.00 91.61 328,554,950.00 328,554,950.00 244129 6/02/09 KRW TID758 420000. 1254.80 261,838.50 261,838.50

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 158 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 SAMSUNG CARD CO 5,490.00 72.66 260,591,670.00 260,591,670.00 246994 6/02/09 KRW TID758 47450.0 1254.80 207,675.86 207,675.86

PUR 5/29/09 60 SAMSUNG ELECTRONICS CO 768.00 119.53 428,693,990.00 428,693,990.00 244807 6/02/09 KRW TID758 558000. 1254.80 341,643.28 341,643.28

PUR 5/29/09 60 SHINSEGAE CO LTD KRW 5 785.00 95.90 343,950,340.00 343,950,340.00 244133 6/02/09 KRW TID758 438000. 1254.80 274,107.70 274,107.70 ------14,006.00 566.022,030,040,740.00 2,030,040,740.00 1,617,820.16 1,617,820.16 6 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 5/27/09 60 INDOSAT TBK PT IDR 100 211,000.00 373.901,101,051,172.00 1,101,051,172.00 246223 6/01/09 IDR TID757 5200.00 10300.0 106,898.17 106,898.17

PUR 5/28/09 60 INDOSAT TBK PT IDR 100 92,000.00 163.02 491,219,200.00 491,219,200.00 246223 6/02/09 IDR TID758 5321.08 10300.0 47,691.18 47,691.18

PUR 5/29/09 60 ASTRA AGRO LESTARI TBK 399,000.00 7,118,235,732.00 7,118,235,732.00 244131 6/03/09 IDR TID758 17840.1 10280.0 692,435.38 692,435.38

PUR 5/29/09 60 INDOSAT TBK PT IDR 100 488,000.00 877.122,637,832,823.00 2,637,832,823.00 246223 6/03/09 IDR TID758 5386.91 10280.0 256,598.52 256,598.52

PUR 6/02/09 60 BANK MANDIRI TBK PT ID 203,500.00 232.93 663,762,563.00 663,762,563.00 247479 6/05/09 IDR TID760 3250.00 10250.0 64,757.32 64,757.32

PUR 6/03/09 60 BANK MANDIRI TBK PT ID 202,500.00 235.11 660,500,831.00 660,500,831.00 247479 6/08/09 IDR TID760 3250.00 10105.0 65,363.76 65,363.76

PUR 6/04/09 60 BANK MANDIRI TBK PT ID 423,000.00 507.751,422,165,551.00 1,422,165,551.00 247479 6/09/09 IDR TID761 3350.00 10075.0 141,157.87 141,157.87

PUR 6/05/09 60 BANK MANDIRI TBK PT ID 1,260,500.00 4,511,587,211.00 4,511,587,211.00 247479 6/10/09 IDR TID762 3579.20 9930.00 454,339.09 454,339.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 159 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/08/09 60 BANK MANDIRI TBK PT ID 581,500.00 733.892,041,284,154.00 2,041,284,154.00 247479 6/11/09 IDR TID764 3497.75 10005.0 204,026.40 204,026.40

PUR 6/09/09 60 BANK MANDIRI TBK PT ID 379,000.00 491.491,373,224,257.00 1,373,224,257.00 247479 6/12/09 IDR TID765 3610.25 10050.0 136,639.23 136,639.23

PUR 6/10/09 60 BANK MANDIRI TBK PT ID 735,500.00 879.202,575,909,565.00 2,575,909,565.00 247479 6/15/09 IDR TID766 3490.28 10015.0 257,205.15 257,205.15

PUR 6/22/09 60 BANK MANDIRI TBK PT ID 659,500.00 2,149,344,057.00 2,149,344,057.00 247479 6/25/09 IDR TID772 3259.05 10320.0 208,269.77 208,269.77

PUR 6/23/09 60 BANK MANDIRI TBK PT ID 655,500.00 2,041,215,852.00 2,041,215,852.00 247479 6/26/09 IDR TID111 3113.98 10350.0 197,218.92 197,218.92 ------6,290,500.00 4,494.41 28787332968.00 28787332968.00 2,832,600.76 2,832,600.76 13 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

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PUR 5/29/09 60 ORASCOM TEL HLDG ITS U 8,000.00 82.60 236,082.60 236,082.60 246227 6/03/09 USD TID759 29.500 1.000 236,082.60 236,082.60

PUR 6/01/09 60 EFG-HERMES HOLDING SAE 92,166.00 2,493.06 2,343,741.51 2,343,741.51 244274 6/03/09 EGP TID759 25.278 5.607 418,002.77 418,002.77

PUR 6/09/09 60 ORASCOM TEL HLDG ITS U 3,800.00 152.00 115,292.00 115,292.00 246227 6/12/09 USD TID765 30.300 1.000 115,292.00 115,292.00 ------103,966.00 2,727.66 2,695,116.11 2,695,116.11 769,377.37 769,377.37 3 TRANSACTIONS IN COUNTRY: EGYPT (5100)

PUR 5/29/09 60 ADCOCK INGRAM HOLDINGS 52,277.00 789.43 2,230,427.02 2,230,427.02 242793 6/05/09 ZAR TID758 42.544 8.029 277,782.53 277,782.53

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 160 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 ASPEN PHARMACARE HOLDI 37,443.00 637.93 1,802,386.20 1,802,386.20 239337 6/05/09 ZAR TID758 48.000 8.029 224,473.34 224,473.34

PUR 5/29/09 60 BARLOWORLD LTD ZAR 0.0 68,635.00 902.60 2,550,174.09 2,550,174.09 246992 6/05/09 ZAR TID758 37.050 8.029 317,604.56 317,604.56

PUR 5/29/09 60 GOLD FIELDS LTD ZAR 0. 21,089.00 823.47 2,326,612.89 2,326,612.89 244407 6/05/09 ZAR TID758 110.010 8.029 289,761.74 289,761.74

PUR 5/29/09 60 HARMONY GOLD MNG USD 0 19,000.00 190.00 230,090.00 230,090.00 246222 6/03/09 USD TID759 12.100 1.000 230,090.00 230,090.00

PUR 5/29/09 60 IMPALA PLATINUM HOLDIN 35,286.00 2,417.25 6,829,607.07 6,829,607.07 240708 6/05/09 ZAR TID758 193.000 8.029 850,575.02 850,575.02

PUR 5/29/09 60 KUMBA IRON ORE LTD ZAR 10,870.00 749.21 2,116,781.63 2,116,781.63 244804 6/05/09 ZAR TID758 194.183 8.029 263,628.87 263,628.87

PUR 5/29/09 60 MASSMART ZAR0.01 19,508.00 535.57 1,513,169.94 1,513,169.94 243931 6/05/09 ZAR TID758 77.346 8.029 188,453.68 188,453.68

PUR 5/29/09 60 TRUWORTHS INTERNAT ZAR 50,868.00 656.57 1,855,045.99 1,855,045.99 239351 6/05/09 ZAR TID759 36.364 8.029 231,031.71 231,031.71

PUR 6/03/09 60 BARLOWORLD LTD ZAR 0.0 78,723.00 1,759.44 3,165,454.55 3,165,454.55 246992 6/10/09 ZAR TID761 40.030 8.060 392,746.04 392,746.04

PUR 6/04/09 60 ANGLO PLATINUM LTD ZAR 36,264.00 12,288.11 22,002,535.17 22,002,535.17 247482 6/11/09 ZAR TID761 604.014 8.021 2,742,979.43 2,742,979.43

PUR 6/05/09 60 ANGLO PLATINUM LTD ZAR 22,849.00 8,121.71 14,540,180.27 14,540,180.27 247482 6/12/09 ZAR TID762 633.509 8.020 1,812,944.85 1,812,944.85 ------452,812.00 29,871.29 61,162,464.82 61,162,464.82 7,822,071.77 7,822,071.77 12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 161 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 BANGKOK BANK PCL-FOREI 126,200.00 1,083.17 11,745,657.07 11,745,657.07 240198 6/03/09 THB TID758 92.777 34.320 342,239.43 342,239.43

PUR 5/29/09 60 SIAM CEMENT PUB CO-FOR 34,100.00 60.52 4,567,125.94 4,567,125.94 247001 6/03/09 THB TID758 133.872 34.320 133,074.77 133,074.77

PUR 6/03/09 60 SIAM CEMENT PUB CO-FOR 6,600.00 86.26 928,034.10 928,034.10 247001 6/08/09 THB TID760 140.166 34.050 27,255.04 27,255.04

PUR 6/04/09 60 SIAM CEMENT PUB CO-FOR 10,700.00 147.01 1,584,843.13 1,584,843.13 247001 6/09/09 THB TID761 147.647 34.120 46,449.10 46,449.10

PUR 6/09/09 60 BANGKOK BANK PCL-FOREI 21,500.00 209.60 2,312,454.60 2,312,454.60

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240198 6/12/09 THB TID765 107.223 34.150 67,714.63 67,714.63

PUR 6/09/09 60 BANGKOK BANK PCL-FOREI 16,900.00 168.05 1,854,034.50 1,854,034.50 240198 6/12/09 THB TID765 109.367 34.150 54,290.91 54,290.91

PUR 6/09/09 60 SIAM CEMENT PUB CO-FOR 7,700.00 115.44 1,273,602.23 1,273,602.23 247001 6/12/09 THB TID765 164.891 34.150 37,294.36 37,294.36

PUR 6/10/09 60 BANGKOK BANK PCL-FOREI 99,400.00 1,029.61 11,319,343.25 11,319,343.25 240198 6/15/09 THB TID766 113.524 34.030 332,628.36 332,628.36

PUR 6/11/09 60 BANGKOK BANK PCL-FOREI 33,200.00 350.15 3,851,698.39 3,851,698.39 240198 6/16/09 THB TID767 115.656 34.050 113,118.90 113,118.90 ------356,300.00 3,249.81 39,436,793.21 39,436,793.21 1,154,065.50 1,154,065.50 9 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 5/28/09 60 BANCO BRADESCO S A NPV 64,400.00 644.00 964,435.08 964,435.08 247229 6/02/09 USD TID758 14.966 1.000 964,435.08 964,435.08

PUR 5/28/09 60 ITAU UNIBANCO BANCO MU 14,000.00 140.00 224,417.20 224,417.20 246136 6/02/09 USD TID758 16.020 1.000 224,417.20 224,417.20

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 162 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 AMIL PARTICIPACOES SA 29,500.00 96.30 273,064.65 273,064.65 239255 6/03/09 BRL 109152 9.250 1.969 138,660.77 138,660.77

PUR 5/29/09 60 BANCO BRADESCO S A NPV 8,600.00 86.00 131,408.00 131,408.00 247229 6/03/09 USD TID759 15.270 1.000 131,408.00 131,408.00

PUR 5/29/09 60 BM&FBOVESPA SA 71,100.00 285.55 809,680.34 809,680.34 242812 6/02/09 BRL 11.380 1.969 411,151.34 411,151.34

PUR 5/29/09 60 BRASIL DISTR PAO ACU-S 9,600.00 96.00 358,716.48 358,716.48 241166 6/03/09 USD TID759 37.356 1.000 358,716.48 358,716.48

PUR 5/29/09 60 CEMIG SA -SPONS ADR 20,000.00 200.00 264,378.00 264,378.00 241706 6/03/09 USD TID759 13.209 1.000 264,378.00 264,378.00

PUR 5/29/09 60 CYRELA BRAZIL REALTY 42,400.00 225.95 640,684.96 640,684.96 243869 6/03/09 BRL 109152 15.100 1.969 325,336.39 325,336.39

PUR 5/29/09 60 ITAU UNIBANCO BANCO MU 39,300.00 393.00 631,158.00 631,158.00 246136 6/03/09 USD TID759 16.050 1.000 631,158.00 631,158.00

PUR 5/29/09 60 TAM S A NPV ADR 33,000.00 330.00 286,027.50 286,027.50 246366 6/03/09 USD TID759 8.658 1.000 286,027.50 286,027.50

PUR 5/29/09 60 VALE SA SP ADR 43,100.00 431.00 825,796.00 825,796.00 247279 6/03/09 USD TID759 19.150 1.000 825,796.00 825,796.00

PUR 5/29/09 60 VIVO PARTICIPACOES S A 8,100.00 114.06 323,414.62 323,414.62 247096 6/03/09 BRL 39.900 1.969 164,228.21 164,228.21

PUR 5/29/09 60 WEG SA 21,900.00 123.52 350,205.24 350,205.24 239252 6/03/09 BRL 109152 15.980 1.969 177,832.35 177,832.35

PUR 6/08/09 60 VIVO PARTICIPACOES S A 16,200.00 807.55 640,343.40 640,343.40 247096 6/12/09 BRL TID765 39.429 1.977 323,830.99 323,830.99

PUR 6/09/09 60 CIA PARANAENSE DE ENER 21,800.00 784.53 613,529.24 613,529.24 247483 6/15/09 BRL TID766 28.074 1.946 315,228.51 315,228.51

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 163 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/10/09 60 CIA PARANAENSE DE ENER 15,900.00 585.70 457,608.81 457,608.81 247483 6/16/09 BRL TID767 28.709 1.944 235,334.95 235,334.95

PUR 6/12/09 60 CIA PARANAENSE DE ENER 23,900.00 919.39 712,743.91 712,743.91 247483 6/17/09 BRL T1D768 29.748 1.929 369,412.21 369,412.21

PUR 6/15/09 60 CIA PARANAENSE DE ENER 19,500.00 741.48 579,169.88 579,169.88

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247483 6/18/09 BRL TID769 29.627 1.944 297,926.89 297,926.89

PUR 6/16/09 60 CIA PARANAENSE DE ENER 15,900.00 569.05 444,947.93 444,947.93 247483 6/19/09 BRL TID769 27.915 1.946 228,647.45 228,647.45 ------518,200.00 7,573.08 9,531,729.24 9,531,729.24 6,673,926.32 6,673,926.32 19 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 6/01/09 60 CTRIP COM INTL LTD 4,700.00 105.75 195,620.11 195,620.11 247478 6/04/09 USD TID759 41.599 1.000 195,620.11 195,620.11

PUR 6/01/09 60 CTRIP COM INTL LTD 31,500.00 1,260.00 1,324,622.25 1,324,622.25 247478 6/04/09 USD TID759 42.012 1.000 1,324,622.25 1,324,622.25

PUR 6/08/09 60 CTRIP COM INTL LTD 900.00 36.00 39,889.62 39,889.62 247478 6/11/09 USD TID765 44.282 1.000 39,889.62 39,889.62

PUR 6/09/09 60 CTRIP COM INTL LTD 1,800.00 72.00 80,535.24 80,535.24 247478 6/12/09 USD TID766 44.702 1.000 80,535.24 80,535.24

PUR 6/10/09 60 CTRIP COM INTL LTD 3,600.00 144.00 168,463.80 168,463.80 247478 6/15/09 USD TID767 46.756 1.000 168,463.80 168,463.80

PUR 6/11/09 60 CTRIP COM INTL LTD 2,300.00 92.00 106,425.83 106,425.83 247478 6/16/09 USD TID767 46.232 1.000 106,425.83 106,425.83

PUR 6/12/09 60 CTRIP COM INTL LTD 900.00 20.25 39,985.47 39,985.47 247478 6/17/09 USD TID768 44.406 1.000 39,985.47 39,985.47

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 164 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 6/12/09 60 CTRIP COM INTL LTD 900.00 20.25 40,733.64 40,733.64 247478 6/17/09 USD TID768 45.237 1.000 40,733.64 40,733.64

PUR 6/12/09 60 CTRIP COM INTL LTD 500.00 20.00 22,911.45 22,911.45 247478 6/17/09 USD TID768 45.783 1.000 22,911.45 22,911.45 ------47,100.00 1,770.25 2,019,187.41 2,019,187.41 2,019,187.41 2,019,187.41 9 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

PUR 5/29/09 60 CEMEX SAB-CPO 241,800.00 81.78 3,076,772.49 3,076,772.49 244806 6/03/09 MXN TID759 12.720 13.164 233,733.36 233,733.36

PUR 5/29/09 60 DESARROLLADORA HOMEX S 5,100.00 51.00 137,254.77 137,254.77 246224 6/03/09 USD TID759 26.903 1.000 137,254.77 137,254.77

PUR 5/29/09 60 GRUPO TELEVISA SA-SPON 14,100.00 141.00 250,434.33 250,434.33 241079 6/03/09 USD TID759 17.751 1.000 250,434.33 250,434.33

PUR 6/02/09 60 GRUPO AEROPORTUARIO DE 800.00 32.00 29,775.20 29,775.20 247481 6/05/09 USD TID760 37.179 1.000 29,775.20 29,775.20

PUR 6/02/09 60 GRUPO AEROPORTUARIO DE 3,600.00 72.00 134,531.64 134,531.64 247481 6/05/09 USD TID760 37.350 1.000 134,531.64 134,531.64

PUR 6/02/09 60 GRUPO AEROPORTUARIO DE 600.00 6.00 22,386.84 22,386.84 247481 6/05/09 USD TID760 37.301 1.000 22,386.84 22,386.84

PUR 6/03/09 60 GRUPO AEROPORTUARIO DE 3,000.00 30.00 108,621.00 108,621.00 247481 6/08/09 USD TID761 36.197 1.000 108,621.00 108,621.00

PUR 6/04/09 60 GRUPO AEROPORTUARIO DE 600.00 6.00 21,636.48 21,636.48 247481 6/09/09 USD TID762 36.051 1.000 21,636.48 21,636.48

PUR 6/05/09 60 GRUPO AEROPORTUARIO DE 16,700.00 668.00 637,923.30 637,923.30 247481 6/10/09 USD TID762 38.159 1.000 637,923.30 637,923.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 165 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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PUR 6/08/09 60 GRUPO AEROPORTUARIO DE 6,200.00 248.00 235,084.78 235,084.78 247481 6/11/09 USD TID765 37.877 1.000 235,084.78 235,084.78

PUR 6/11/09 60 GRUPO AEROPORTUARIO DE 4,700.00 47.00 180,327.72 180,327.72 247481 6/16/09 USD TID767 38.358 1.000 180,327.72 180,327.72

PUR 6/19/09 60 CEMEX SAB-CPO 242,300.00 587.66 3,140,018.35 3,140,018.35 244806 6/24/09 MXN TID771 12.927 13.325 235,652.19 235,652.19 ------539,500.00 1,970.44 7,974,766.90 7,974,766.90 2,227,361.61 2,227,361.61 12 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 5/29/09 60 COMPANIA DE MINAS BUEN 14,800.00 148.00 419,692.48 419,692.48 241165 6/03/09 USD TID759 28.348 1.000 419,692.48 419,692.48 ------14,800.00 148.00 419,692.48 419,692.48 419,692.48 419,692.48 1 TRANSACTION IN COUNTRY: PERU (8000)

PUR 5/29/09 60 GENTING BHD MYR 0.1 165,500.00 224.56 899,482.25 899,482.25 246226 6/03/09 MYR TID758 5.430 3.492 257,583.69 257,583.69

PUR 6/09/09 60 GENTING BHD MYR 0.1 38,600.00 236.64 227,315.78 227,315.78 246226 6/12/09 MYR TID765 5.867 3.525 64,486.75 64,486.75

PUR 6/09/09 60 GENTING BHD MYR 0.1 42,000.00 255.24 250,799.72 250,799.72 246226 6/12/09 MYR TID765 5.950 3.525 71,148.86 71,148.86

PUR 6/10/09 60 GENTING BHD MYR 0.1 180,700.00 826.82 1,090,286.47 1,090,286.47 246226 6/15/09 MYR TID766 6.018 3.493 312,134.69 312,134.69

PUR 6/11/09 60 GENTING BHD MYR 0.1 130,200.00 600.78 777,017.09 777,017.09 246226 6/16/09 MYR TID767 5.952 3.505 221,688.19 221,688.19 ------557,000.00 2,144.04 3,244,901.31 3,244,901.31 927,042.18 927,042.18 5 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 166 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 PHILIPPINE LONG DIST - 5,600.00 56.00 265,944.00 265,944.00 239469 6/03/09 USD TID759 47.480 1.000 265,944.00 265,944.00

PUR 6/22/09 60 PHILIPPINE LONG DIST - 1,800.00 18.00 87,557.94 87,557.94 239469 6/25/09 USD TID772 48.633 1.000 87,557.94 87,557.94 ------7,400.00 74.00 353,501.94 353,501.94 353,501.94 353,501.94 2 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)

PUR 5/29/09 60 TEVA PHARMA IND ADR EA 17,000.00 170.00 788,290.00 788,290.00 239858 6/03/09 USD TID759 46.360 1.000 788,290.00 788,290.00

PUR 6/01/09 60 BANK HAPOALIM BM 52,571.00 441.48 572,781.44 572,781.44 244705 6/03/09 ILS TID759 10.863 3.881 147,605.06 147,605.06

PUR 6/01/09 60 BANK LEUMI LE-ISRAEL 52,323.00 475.68 617,132.95 617,132.95 244706 6/03/09 ILS TID759 11.759 3.880 159,034.39 159,034.39

PUR 6/01/09 60 BEZEQ THE ISRAELI TELE 130,419.00 756.87 981,953.36 981,953.36 243383 6/03/09 ILS TID759 7.507 3.881 253,048.15 253,048.15

PUR 6/01/09 60 CELLCOM ISRAEL LTD ILS 9,400.00 777.71 1,008,982.40 1,008,982.40 244707 6/03/09 ILS TID759 107.018 3.881 260,013.50 260,013.50

PUR 6/08/09 60 TEVA PHARMA IND ADR EA 13,200.00 132.00 633,247.56 633,247.56 239858 6/11/09 USD TID765 47.963 1.000 633,247.56 633,247.56 ------274,913.00 2,753.74 4,602,387.71 4,602,387.71 2,241,238.66 2,241,238.66 6 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 5/29/09 60 JSC MMC NORILSK NICKEL 48,321.00 192.80 551,052.20 551,052.20 245191 6/03/09 USD TID759 11.400 1.000 551,052.20 551,052.20

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 167 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 MECHEL GROUP OAO RUB 1 33,300.00 333.00 367,195.77 367,195.77 246999 6/03/09 USD TID759 11.017 1.000 367,195.77 367,195.77

PUR 5/29/09 60 OJSC OC ROSNEFT USD 0. 276,746.00 649.94 1,857,615.60 1,857,615.60 244467 6/03/09 USD TID758 6.710 1.000 1,857,615.60 1,857,615.60

PUR 6/01/09 60 JSC MMC NORILSK NICKEL 51,198.00 2,047.92 610,269.92 610,269.92 245191 6/04/09 USD TID759 11.880 1.000 610,269.92 610,269.92

PUR 6/03/09 60 JSC MMC NORILSK NICKEL 41,268.00 412.68 487,135.73 487,135.73 245191 6/08/09 USD TID760 11.794 1.000 487,135.73 487,135.73

PUR 6/11/09 60 JSC MMC NORILSK NICKEL 99,301.00 3,972.04 1,109,172.31 1,109,172.31 245191 6/16/09 USD TID767 11.130 1.000 1,109,172.31 1,109,172.31

PUR 6/11/09 60 JSC MMC NORILSK NICKEL 27,457.00 1,098.28 310,376.67 310,376.67 245191 6/16/09 USD TID767 11.264 1.000 310,376.67 310,376.67

PUR 6/24/09 60 JSC MMC NORILSK NICKEL 45,180.00 1,355.40 381,644.50 381,644.50 245191 6/29/09 USD TID773 8.417 1.000 381,644.50 381,644.50 ------622,771.00 10,062.06 5,674,462.70 5,674,462.70 5,674,462.70 5,674,462.70 8 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 5/29/09 60 ICICI BK LTD USD 10.0 6,400.00 64.00 199,360.00 199,360.00 247094 6/03/09 USD TID759 31.140 1.000 199,360.00 199,360.00

PUR 5/29/09 60 LARSEN + TOUBRO LT 14,760.00 590.40 426,564.00 426,564.00 241423 6/03/09 USD TID758 28.860 1.000 426,564.00 426,564.00

PUR 5/29/09 60 MAHINDRA +MAHINDRA GDR 16,720.00 668.80 241,468.57 241,468.57 245278 6/03/09 USD TID758 14.402 1.000 241,468.57 241,468.57

PUR 5/29/09 60 STERLITE INDS INDIA LT 28,200.00 282.00 370,621.32 370,621.32 244130 6/03/09 USD TID759 13.133 1.000 370,621.32 370,621.32

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 168 TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 5/29/09 60 UNITED SPIRITS LTD INR 18,717.00 748.68 169,388.85 169,388.85 246372 6/03/09 USD TID758 9.010 1.000 169,388.85 169,388.85 ------84,797.00 2,353.88 1,407,402.74 1,407,402.74 1,407,402.74 1,407,402.74 5 TRANSACTIONS IN COUNTRY: INDIA (9980)

------18,426,350.00 94,218.12 31114248771.82 31114248771.82 52,656,721.35 52,656,721.35 144 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------19,683,850.00 100,544.79 31134684459.50 31134684459.50 63,814,655.16 63,814,655.16 152 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 169 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)

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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 ------

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

SALE 6/09/09 60 ISHARES BSE SENSEX IND 307,000.00 242.03 4,261,740.01 4,253,530.17 8,209.84 239277 6/11/09 HKD TID765 13.888 7.751 549,830.99 546,756.88 3,074.11 ------307,000.00 242.03 4,261,740.01 4,253,530.17 8,209.84 549,830.99 546,756.88 3,074.11 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

SALE 6/08/09 60 INDIA FUND INC 65,454.00 705.44 1,979,651.15 2,657,142.88 -677,491.73 239219 6/11/09 USD TID765 30.256 1.000 1,979,651.15 2,657,142.88 -677,491.73

SALE 6/22/09 60 MORGAN STANLEY INDIA I 1,250.00 13.15 24,966.85 34,236.86 - 9,270.01 239218 6/25/09 USD TID772 19.984 1.000 24,966.85 34,236.86 - 9,270.01

SALE 6/22/09 60 MORGAN STANLEY INDIA I 18,460.00 194.13 370,362.68 505,609.98 -135,247.30 239218 6/25/09 USD TID772 20.074 1.000 370,362.68 505,609.98 - 135,247.30

SALE 6/23/09 60 MORGAN STANLEY INDIA I 3,326.00 67,192.45 91,097.44 - 23,904.99 239218 6/26/09 USD 20.202 1.000 67,192.45 91,097.44 - 23,904.99

SALE 6/23/09 60 MORGAN STANLEY INDIA I 10,529.00 212,708.76 288,383.94 - 75,675.18 239218 6/26/09 USD TID773 20.202 1.000 212,708.76 288,383.94 - 75,675.18

SALE 6/23/09 60 MORGAN STANLEY INDIA I 7,700.00 81.00 155,231.85 210,899.07 - 55,667.22 239218 6/26/09 USD TID773 20.171 1.000 155,231.85 210,899.07 - 55,667.22

SALE 6/23/09 60 MORGAN STANLEY INDIA I 7,300.00 76.82 148,356.27 199,943.28 - 51,587.01 239218 6/26/09 USD TID773 20.333 1.000 148,356.27 199,943.28 - 51,587.01

SALE 6/23/09 60 MORGAN STANLEY INDIA I 13,855.00 145.75 279,901.21 379,481.38 -99,580.17 239218 6/26/09 USD TID773 20.213 1.000 279,901.21 379,481.38 - 99,580.17

SALE 6/24/09 60 MORGAN STANLEY INDIA I 10,035.00 105.71 208,134.59 274,853.53 -66,718.94 239218 6/29/09 USD TID773 20.751 1.000 208,134.59 274,853.53 - 66,718.94

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 170 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/24/09 60 MORGAN STANLEY INDIA I 8,780.00 92.38 178,115.28 240,479.72 - 62,364.44 239218 6/29/09 USD TID773 20.297 1.000 178,115.28 240,479.72 - 62,364.44

SALE 6/24/09 60 MORGAN STANLEY INDIA I 5,000.00 52.68 103,853.32 136,947.45 - 33,094.13 239218 6/29/09 USD TID773 20.781 1.000 103,853.32 136,947.45 - 33,094.13

SALE 6/25/09 60 MORGAN STANLEY INDIA I 5,000.00 52.65 102,718.35 136,947.45 - 34,229.10 239218 6/30/09 USD TID774 20.554 1.000 102,718.35 136,947.45 - 34,229.10

SALE 6/25/09 60 MORGAN STANLEY INDIA I 16,220.00 170.84 335,732.38 444,257.52 -108,525.14 239218 6/30/09 USD TID774 20.709 1.000 335,732.38 444,257.52 - 108,525.14 ------172,909.00 1,690.55 4,166,925.14 5,600,280.50 -1,433,355.36 4,166,925.14 5,600,280.50 - 1,433,355.36 13 TRANSACTIONS IN COUNTRY: INDIA (9980)

------479,909.00 1,932.58 8,428,665.15 9,853,810.67 -1,425,145.52 4,716,756.13 6,147,037.38 -

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

1,430,281.25 14 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

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

SALE 5/27/09 60 ORASCOM DEVELOPMENT HO 4,621.00 276.84 187,551.41 622,714.36 -435,162.95 241308 6/02/09 CHF TID757 40.652 1.086 172,746.99 592,515.61 - 419,768.62 ------4,621.00 276.84 187,551.41 622,714.36 - 435,162.95 172,746.99 592,515.61 - 419,768.62 1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)

SALE 5/28/09 60 COMMERCIALBANK QATAR N 146,600.00 2,932.00 539,224.12 961,433.92 -422,209.80 241707 6/02/09 USD TID758 3.698 1.000 539,224.12 961,433.92 - 422,209.80

SALE 6/01/09 60 COMMERCIALBANK QATAR N 93,300.00 1,866.00 386,112.72 611,881.21 -225,768.49 241707 6/04/09 USD TID759 4.158 1.000 386,112.72 611,881.21 - 225,768.49

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 171 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 COMMERCIALBANK QATAR N 18,600.00 372.00 78,622.20 121,982.75 -43,360.55 241707 6/05/09 USD TID760 4.247 1.000 78,622.20 121,982.75 - 43,360.55

SALE 6/03/09 60 COMMERCIALBANK QATAR N 32,900.00 658.00 137,522.00 215,765.18 -78,243.18 241707 6/08/09 USD TID760 4.200 1.000 137,522.00 215,765.18 - 78,243.18 ------291,400.00 5,828.00 1,141,481.04 1,911,063.06 - 769,582.02 1,141,481.04 1,911,063.06 - 769,582.02 4 TRANSACTIONS IN COUNTRY: QUATAR (3150)

SALE 5/28/09 60 TURKIYE GARANTI BANKAS 137,577.00 844.33 526,288.78 335,161.50 191,127.28 246072 6/01/09 TRY TID758 3.835 1.562 336,889.50 204,713.83 132,175.67

SALE 6/17/09 60 TURKIYE GARANTI BANKAS 190,523.00 1,168.55 729,779.30 464,147.16 265,632.14 246072 6/19/09 TRY TID770 3.840 1.565 466,253.07 283,497.19 182,755.88

SALE 6/19/09 60 AKCANSA CIMENTO 12,434.00 74.99 46,241.79 57,564.94 - 11,323.15 241880 6/23/09 TRY TID771 3.728 1.545 29,922.21 47,900.70 - 17,978.49

SALE 6/23/09 60 AKCANSA CIMENTO 18,431.00 99.37 62,352.46 85,328.89 - 22,976.43 241880 6/25/09 TRY TID773 3.392 1.573 39,646.76 71,003.52 - 31,356.76

SALE 6/23/09 60 CIMSA CIMENTO SANAYI V 10,834.00 70.03 43,944.16 54,810.02 - 10,865.86 241881 6/25/09 TRY TID773 4.066 1.573 27,941.86 44,877.45 - 16,935.59

SALE 6/24/09 60 AKCANSA CIMENTO 95,978.00 525.40 325,222.17 444,343.53 -119,121.36 241880 6/26/09 TRY TID773 3.397 1.551 209,631.41 369,745.28 - 160,113.87

SALE 6/24/09 60 CIMSA CIMENTO SANAYI V 9,995.00 64.14 39,701.59 50,565.45 - 10,863.86 241881 6/26/09 TRY TID773 3.982 1.551 25,590.81 41,402.08 - 15,811.27

SALE 6/25/09 60 AKCANSA CIMENTO 16,418.00 89.61 55,586.66 76,009.42 - 20,422.76 241880 6/29/09 TRY TID774 3.394 1.555 35,751.65 63,248.64 - 27,496.99

SALE 6/26/09 60 AKCANSA CIMENTO 12,280.00 67.54 41,495.73 56,851.97 - 15,356.24 241880 6/30/09 TRY TID774 3.388 1.540 26,947.03 47,307.42 - 20,360.39 ------504,470.00 3,003.96 1,870,612.64 1,624,782.88 245,829.76 1,198,574.30 1,173,696.11

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

24,878.19 9 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: 172 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 5/28/09 60 WSP HLDGS LTD ADR 5,914.00 59.86 27,900.35 40,880.13 - 12,979.78 239472 6/02/09 USD TID758 4.728 1.000 27,900.35 40,880.13 - 12,979.78

SALE 6/01/09 60 WSP HLDGS LTD ADR 10,800.00 109.32 50,874.24 74,654.28 - 23,780.04 239472 6/04/09 USD TID759 4.721 1.000 50,874.24 74,654.28 - 23,780.04

SALE 6/02/09 60 WSP HLDGS LTD ADR 12,000.00 121.47 57,008.13 82,949.20 - 25,941.07 239472 6/05/09 USD TID760 4.761 1.000 57,008.13 82,949.20 - 25,941.07

SALE 6/05/09 60 WSP HLDGS LTD ADR 15,400.00 155.86 71,933.08 106,451.47 - 34,518.39 239472 6/10/09 USD TID763 4.681 1.000 71,933.08 106,451.47 - 34,518.39

SALE 6/08/09 60 WSP HLDGS LTD ADR 9,997.00 101.19 47,025.67 69,103.59 - 22,077.92 239472 6/11/09 USD TID765 4.714 1.000 47,025.67 69,103.59 - 22,077.92

SALE 6/09/09 60 WSP HLDGS LTD ADR 32,700.00 331.02 155,811.48 226,036.56 - 70,225.08 239472 6/12/09 USD TID766 4.775 1.000 155,811.48 226,036.56 - 70,225.08

SALE 6/09/09 60 WSP HLDGS LTD ADR 29,600.00 299.74 144,962.26 204,608.02 - 59,645.76 239472 6/12/09 USD TID766 4.908 1.000 144,962.26 204,608.02 - 59,645.76

SALE 6/10/09 60 WSP HLDGS LTD ADR 22,909.00 232.26 122,757.00 158,356.93 - 35,599.93 239472 6/15/09 USD TID767 5.369 1.000 122,757.00 158,356.93 - 35,599.93 ------139,320.00 1,410.72 678,272.21 963,040.18 - 284,767.97 678,272.21 963,040.18 - 284,767.97 8 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 5/28/09 60 CNOOC LTD-ADR ONE ADR 500.00 6.62 62,928.18 65,486.73 - 2,558.55 239386 6/02/09 USD TID758 125.870 1.000 62,928.18 65,486.73 - 2,558.55

SALE 5/29/09 60 CNOOC LTD-ADR ONE ADR 2,400.00 96.00 308,626.56 314,336.30 - 5,709.74 239386 6/03/09 USD TID758 128.634 1.000 308,626.56 314,336.30 - 5,709.74

SALE 6/24/09 60 CHINA LIFE INS 171,000.00 875.29 4,703,274.78 4,907,089.11 -203,814.33 239268 6/26/09 HKD TID773 27.544 7.750 606,882.00 630,075.61 - 23,193.61 ------173,900.00 977.91 5,074,829.52 5,286,912.14 - 212,082.62 978,436.74 1,009,898.64 - 31,461.90 3 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: 173 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

USD ------

SALE 5/28/09 60 SAMSUNG SECS CO KSWN50 7,245.00 2,238.76 508,561,322.00 460,802,310.25 47,759,011.75 243868 6/01/09 KRW TID757 70583.0 1256.30 404,808.82 329,935.74 74,873.08

SALE 6/04/09 60 POSCO 6,171.00 11,045.172,495,260,464.00 2,443,578,298.95 51,682,165.05 244129 6/08/09 KRW TID761 406588. 1249.40 1,997,167.01 1,778,069.98 219,097.03

SALE 6/05/09 60 POSCO 484.00 516.37 193,841,058.00 191,653,199.92 2,187,858.08 244129 6/09/09 KRW TID762 401824. 1242.90 155,958.69 139,456.47 16,502.22 ------13,900.00 13,800.303,197,662,844.00 3,096,033,809.12 101,629,034.88 2,557,934.52 2,247,462.19 310,472.33 3 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 5/28/09 60 ORASCOM CONSTRUCTION I 5,079.00 1,106.36 1,029,888.70 1,605,764.10 -575,875.40 240471 6/01/09 EGP 203.998 5.619 183,286.83 297,808.98 - 114,522.15

SALE 6/01/09 60 ORASCOM CONSTRUCTION I 11,855.00 2,679.40 2,488,879.43 3,748,047.52 -1,259,168.09 240471 6/02/09 EGP TID759 211.211 5.607 443,887.90 695,122.17 - 251,234.27 ------16,934.00 3,785.76 3,518,768.13 5,353,811.62 -1,835,043.49 627,174.73 992,931.15 - 365,756.42 2 TRANSACTIONS IN COUNTRY: EGYPT (5100)

SALE 6/04/09 60 IMPALA PLATINUM HOLDIN 112,905.00 5,245.24 20,995,006.42 26,414,460.33 -5,419,453.91 240708 6/11/09 ZAR TID761 186.326 8.021 2,617,374.33 3,281,803.52 -664,429.19

SALE 6/05/09 60 IMPALA PLATINUM HOLDIN 71,478.00 3,350.33 13,408,277.54 16,722,490.54 -3,314,213.00 240708 6/12/09 ZAR TID762 187.962 8.020 1,671,813.36 2,077,647.16 -405,833.80 ------184,383.00 8,595.57 34,403,283.96 43,136,950.87 -8,733,666.91 4,289,187.69 5,359,450.68 - 1,070,262.99 2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 174 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/03/09 60 WEG SA 12,700.00 209.59 189,013.77 259,839.51 - 70,825.74 239252 6/08/09 BRL TID761 14.915 1.944 97,239.31 150,653.36 - 53,414.05

SALE 6/04/09 60 WEG SA 5,500.00 105.11 81,783.93 112,528.92 - 30,744.99 239252 6/09/09 BRL TID762 14.907 1.946 42,022.37 65,243.58 - 23,221.21

SALE 6/05/09 60 WEG SA 3,500.00 65.71 51,435.80 71,609.32 - 20,173.52 239252 6/10/09 BRL TID762 14.733 1.958 26,273.59 41,518.65 - 15,245.06

SALE 6/08/09 60 VALE SA SP ADR 46,600.00 489.40 909,990.72 1,182,565.88 - 272,575.16 247279 6/11/09 USD TID765 19.538 1.000 909,990.72 1,182,565.88 -272,575.16

SALE 6/08/09 60 WEG SA 3,400.00 62.64 49,518.52 69,563.33 - 20,044.81 239252 6/12/09 BRL TID765 14.601 1.977 25,042.24 40,332.39 - 15,290.15

SALE 6/08/09 60 WEG SA 20,400.00 376.10 296,330.90 417,380.01 - 121,049.11 239252 6/12/09 BRL TID765 14.562 1.977 149,858.86 241,994.38 - 92,135.52

SALE 6/09/09 60 WEG SA 3,300.00 62.87 48,922.89 67,517.35 - 18,594.46 239252 6/15/09 BRL TID766 14.862 1.946 25,136.36 39,146.15 - 14,009.79

SALE 6/10/09 60 WEG SA 5,900.00 107.73 83,750.47 120,712.85 - 36,962.38 239252 6/16/09 BRL TID767 14.231 1.944 43,070.44 69,988.57 - 26,918.13

SALE 6/12/09 60 TAM S A NPV ADR 7,300.00 293.98 76,712.26 57,939.15

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

18,773.11 246366 6/17/09 USD TID768 10.549 1.000 76,712.26 57,939.15 18,773.11

SALE 6/12/09 60 WEG SA 13,400.00 247.13 190,636.66 274,161.38 - 83,524.72 239252 6/17/09 BRL T1D768 14.262 1.929 98,806.19 158,957.09 - 60,150.90

SALE 6/15/09 60 TAM S A NPV ADR 6,400.00 257.63 63,017.89 50,795.97 12,221.92 246366 6/18/09 USD TID769 9.887 1.000 63,017.89 50,795.97 12,221.92

SALE 6/15/09 60 WEG SA 12,400.00 224.02 174,108.15 253,701.57 - 79,593.42 239252 6/18/09 BRL TID769 14.076 1.944 89,561.81 147,094.62 - 57,532.81

SALE 6/16/09 60 TAM S A NPV ADR 13,400.00 539.35 129,447.35 106,354.06 23,093.29 246366 6/19/09 USD TID769 9.701 1.000 129,447.35 106,354.06 23,093.29

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 175 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/16/09 60 WEG SA 6,900.00 124.31 96,714.13 141,172.65 - 44,458.52 239252 6/19/09 BRL T1D769 14.052 1.946 49,698.94 81,851.04 - 32,152.10

SALE 6/17/09 60 TAM S A NPV ADR 5,200.00 209.28 49,355.04 41,271.73 8,083.31 246366 6/22/09 USD TID771 9.532 1.000 49,355.04 41,271.73 8,083.31

SALE 6/17/09 60 WEG SA 34,600.00 582.15 464,674.84 707,909.23 - 243,234.39 239252 6/22/09 BRL TID770 13.464 1.997 232,744.72 410,441.44 - 177,696.72

SALE 6/18/09 60 TAM S A NPV ADR 25,150.00 1,263.87 246,523.99 199,612.29 46,911.70 246366 6/23/09 USD TID771 9.852 1.000 246,523.99 199,612.29 46,911.70

SALE 6/18/09 60 TAM S A NPV ADR 3,350.00 34.35 32,883.09 26,588.52 6,294.57 246366 6/23/09 USD TID771 9.826 1.000 32,883.09 26,588.52 6,294.57

SALE 6/18/09 60 WEG SA 30,700.00 523.01 410,491.42 628,115.99 - 217,624.57 239252 6/23/09 BRL TID771 13.405 1.963 209,103.67 364,177.81 - 155,074.14

SALE 6/19/09 60 WEG SA 33,200.00 576.41 450,439.82 679,265.50 - 228,825.68 239252 6/24/09 BRL T1D771 13.601 1.955 230,451.15 393,833.98 - 163,382.83

SALE 6/22/09 60 BM&FBOVESPA SA 212,500.00 2,515.23 2,336,246.49 2,012,096.19 324,150.30 242812 6/25/09 BRL TID772 11.018 2.002 1,166,956.29 1,109,682.00 57,274.29

SALE 6/22/09 60 VALE SA SP ADR 36,000.00 376.54 642,900.26 913,570.21 - 270,669.95 247279 6/25/09 USD TID772 17.869 1.000 642,900.26 913,570.21 - 270,669.95

SALE 6/30/09 60 BRASIL DISTR PAO RTS 82,000.00 1,880.59 .01 1,880.58 247601 6/30/09 USD W2 .023 1.000 1,880.59 .01 1,880.58 ------623,800.00 9,246.41 7,076,778.98 8,394,271.62 -1,317,492.64 4,638,677.13 5,893,612.88 - 1,254,935.75 23 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 6/04/09 60 BANK LEUMI LE-ISRAEL 103,317.00 886.60 1,158,376.08 857,391.63 300,984.45 244706 6/08/09 ILS TID761 11.246 3.931 294,647.22 213,130.99 81,516.23

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE:

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176 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/08/09 60 BANK LEUMI LE-ISRAEL 121,304.00 992.11 1,313,893.12 1,006,659.46 307,233.66 244706 6/10/09 ILS TID764 10.864 3.985 329,709.69 250,236.09 79,473.60

SALE 6/09/09 60 BANK LEUMI LE-ISRAEL 135,864.00 1,150.47 1,508,713.47 1,127,487.80 381,225.67 244706 6/11/09 ILS TID765 11.138 3.946 382,339.96 280,271.68 102,068.28

SALE 6/10/09 60 BANK LEUMI LE-ISRAEL 84,472.00 729.34 951,720.53 701,003.57 250,716.96 244706 6/15/09 ILS 11.301 3.926 242,383.94 174,255.94 68,128.00

SALE 6/22/09 60 BANK HAPOALIM BM 194,591.00 1,467.62 1,934,368.45 1,586,303.93 348,064.52 244705 6/24/09 ILS TID772 9.971 3.966 487,737.88 394,948.59 92,789.29

SALE 6/22/09 60 BANK HAPOALIM BM 111,858.00 855.00 1,126,922.96 911,865.33 215,057.63 244705 6/23/09 ILS 10.105 3.966 284,145.98 227,030.85 57,115.13

SALE 6/23/09 60 BANK HAPOALIM BM 140,616.00 1,027.39 1,353,658.65 1,146,300.26 207,358.39 244705 6/25/09 ILS TID773 9.656 3.965 341,436.37 285,399.07 56,037.30 ------892,022.00 7,108.53 9,347,653.26 7,337,011.98 2,010,641.28 2,362,401.04 1,825,273.21 537,127.83 7 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

SALE 6/23/09 60 OJSC OC ROSNEFT USD 0. 391,345.00 11,740.35 2,048,495.40 1,627,560.90 420,934.50 244467 6/26/09 USD TID773 5.264 1.000 2,048,495.40 1,627,560.90 420,934.50 ------391,345.00 11,740.35 2,048,495.40 1,627,560.90 420,934.50 2,048,495.40 1,627,560.90 420,934.50 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

SALE 6/01/09 60 DR REDDYS LABS ADR 11,900.00 123.13 160,498.31 107,579.38 52,918.93 243932 6/04/09 USD TID759 13.498 1.000 160,498.31 107,579.38 52,918.93

SALE 6/01/09 60 DR REDDYS LABS ADR 54,200.00 2,186.83 730,461.67 489,983.40 240,478.27 243932 6/02/09 USD TID759 13.518 1.000 730,461.67 489,983.40 240,478.27

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: 177 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 6/02/09 60 DR REDDYS LABS ADR 26,600.00 1,073.01 349,142.59 240,471.56 108,671.03 243932 6/05/09 USD TID760 13.166 1.000 349,142.59 240,471.56 108,671.03

SALE 6/02/09 60 DR REDDYS LABS ADR 30,000.00 310.12 393,292.88 271,208.52 122,084.36 243932 6/05/09 USD TID760 13.120 1.000 393,292.88 271,208.52 122,084.36

SALE 6/02/09 60 LARSEN + TOUBRO LT 62,761.00 2,510.44 1,863,003.80 1,451,443.10 411,560.70 241423 6/05/09 USD TID760 29.724 1.000 1,863,003.80 1,451,443.10 411,560.70

SALE 6/03/09 60 DR REDDYS LABS ADR 26,400.00 1,056.00 348,807.36 238,663.50 110,143.86 243932 6/08/09 USD TID760 13.252 1.000 348,807.36 238,663.50 110,143.86

SALE 6/03/09 60 DR REDDYS LABS ADR 10,203.00 105.48 133,885.42 92,238.02 41,647.40 243932 6/08/09 USD TID761 13.133 1.000 133,885.42 92,238.02 41,647.40

SALE 6/03/09 60 LARSEN + TOUBRO LT 62,760.00 2,510.40 1,874,885.96 1,451,419.98 423,465.98 241423 6/08/09 USD TID760 29.914 1.000 1,874,885.96 1,451,419.98 423,465.98

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM] Global Report

SALE 6/04/09 60 DR REDDYS LABS ADR 8,697.00 89.99 117,036.86 78,623.35 38,413.51 243932 6/09/09 USD TID761 13.468 1.000 117,036.86 78,623.35 38,413.51

SALE 6/04/09 60 DR REDDYS LABS ADR 26,100.00 1,044.00 353,409.66 235,951.41 117,458.25 243932 6/09/09 USD TID761 13.581 1.000 353,409.66 235,951.41 117,458.25

SALE 6/15/09 60 MAHINDRA +MAHINDRA GDR 19,353.00 774.12 307,650.77 158,439.15 149,211.62 245278 6/18/09 USD TID768 15.937 1.000 307,650.77 158,439.15 149,211.62 ------338,974.00 11,783.52 6,632,075.28 4,816,021.37 1,816,053.91 6,632,075.28 4,816,021.37 1,816,053.91 11 TRANSACTIONS IN COUNTRY: INDIA (9980)

------3,575,069.00 77,557.873,269,642,645.83 3,177,107,950.10 92,534,695.73 27,325,457.07 28,412,525.98 - 1,087,068.91 74 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------4,054,978.00 79,490.453,278,071,310.98 3,186,961,760.77 91,109,550.21 32,042,213.20 34,559,563.36 - 2,517,350.16 88 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

------23,738,828.00 180,035.24 34412755770.48 34321646220.27 91,109,550.21 95,856,868.36 98,374,218.52 - 2,517,350.16 240 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 178 TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/09 THROUGH 6/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------439,728,174.00 1467119.95 255012541346.27 320,958.90 249419349778.82 5593191567.45 2,631,636,637.46 449,663.34 2,763,830,472.64 -132193835.18

1903 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****

file:///M|/OPI/Reports_to_the_Legislature/securities_756_domestic.htm[7/30/2010 3:07:50 PM]