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 TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 3/08/11 60 ANHEUSER BUSCH INBEV N 255,000.00 21,817.16 10,480,310.42 10,480,310.42 255824 3/11/11 EUR 41.038 .719 14,566,587.93 14,566,587.93
PUR 3/09/11 60 ANHEUSER BUSCH INBEV N 245,000.00 21,270.56 10,201,595.47 10,201,595.47 255824 3/14/11 EUR 41.577 .718 14,201,645.00 14,201,645.00
PUR 3/16/11 60 ANHEUSER BUSCH INBEV N 250,000.00 20,634.32 9,896,447.43 9,896,447.43 255824 3/21/11 EUR 39.526 .718 13,776,848.30 13,776,848.30
PUR 3/18/11 60 ANHEUSER BUSCH INBEV N 250,000.00 20,913.70 9,876,492.55 9,876,492.55 255824 3/23/11 EUR 39.447 .707 13,963,377.72 13,963,377.72
PUR 3/25/11 60 ANHEUSER BUSCH INBEV N 500,000.00 43,293.13 20,436,508.85 20,436,508.85 255824 3/30/11 EUR 40.812 .707 28,905,380.73 28,905,380.73 1,500,000.00 127,928.87 60,891,354.72 60,891,354.72 85,413,839.68 85,413,839.68 5 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)
PUR 3/07/11 60 TRANSCANADA CORP 133,000.00 4,108.11 5,100,589.90 5,100,589.90 230256 3/10/11 CAD 38.320 .971 5,251,572.61 5,251,572.61
PUR 3/08/11 60 TRANSCANADA CORP 320,000.00 9,869.94 12,419,712.00 12,419,712.00 230256 3/11/11 CAD 38.782 .973 12,768,942.58 12,768,942.58
PUR 3/09/11 60 BOMBARDIER INC CLASS B 320,000.00 3,299.48 1,982,880.00 1,982,880.00 237461 3/14/11 CAD 6.187 .970 2,044,522.35 2,044,522.35
PUR 3/09/11 60 ENCANA CORP 157,000.00 1,618.81 4,822,349.20 4,822,349.20 230210 3/14/11 CAD 30.706 .970 4,972,262.93 4,972,262.93
PUR 3/09/11 60 SUN LIFE FINL SVCS CDA 95,900.00 2,966.44 2,975,729.04 2,975,729.04 247136 3/14/11 CAD 30.999 .970 3,068,236.37 3,068,236.37
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/09/11 60 TRANSCANADA CORP 100,000.00 3,093.26 3,831,570.00 3,831,570.00 230256 3/14/11 CAD 38.286 .970 3,950,683.10 3,950,683.10
PUR 3/10/11 60 BOMBARDIER INC CLASS B 870,000.00 8,922.62 5,386,866.00 5,386,866.00 237461 3/15/11 CAD 6.182 .975 5,524,707.45 5,524,707.45
PUR 3/10/11 60 CAE INC 42,000.00 430.75 530,468.40 530,468.40 237879 3/15/11 CAD 12.620 .975 544,042.25 544,042.25
PUR 3/10/11 60 SUN LIFE FINL SVCS CDA 154,100.00 4,741.30 4,734,830.37 4,734,830.37 247136 3/15/11 CAD 30.696 .975 4,855,987.25 4,855,987.25
PUR 3/10/11 60 TRANSCANADA CORP 245,000.00 7,538.07 9,390,311.00 9,390,311.00 230256 3/15/11 CAD 38.298 .975 9,630,594.33 9,630,594.33
PUR 3/11/11 60 BARRICK GOLD CORP 75,000.00 2,303.68 3,734,010.00 3,734,010.00 230195 3/16/11 CAD 49.757 .977 3,823,087.95 3,823,087.95
PUR 3/11/11 60 BOMBARDIER INC CLASS B 2,290,000.00 23,446.30 13,985,259.00 13,985,259.00 237461 3/16/11 CAD 6.097 .977 14,318,889.12 14,318,889.12
PUR 3/11/11 60 CAE INC 80,100.00 820.11 1,017,998.91 1,017,998.91 237879 3/16/11 CAD 12.699 .977 1,042,284.13 1,042,284.13
PUR 3/11/11 60 ENCANA CORP 296,464.00 3,035.36 8,889,473.03 8,889,473.03 230210 3/16/11 CAD 29.975 .977 9,101,538.89 9,101,538.89
PUR 3/11/11 60 NATIONAL BANK OF CANAD 22,400.00 114.67 1,662,353.28 1,662,353.28 230230 3/16/11 CAD 74.207 .977 1,702,010.12 1,702,010.12
PUR 3/11/11 60 PRECISION DRILLING COR 30,000.00 921.47 335,754.00 335,754.00 252214 3/16/11 CAD 11.162 .977 343,763.69 343,763.69
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PUR 3/11/11 60 ROYAL BANK OF CANADA 87,158.00 892.37 5,221,287.15 5,221,287.15 230244 3/16/11 CAD 59.896 .977 5,345,845.35 5,345,845.35
PUR 3/11/11 60 SUNCOR ENERGY INC 58,000.00 1,781.51 2,472,006.39 2,472,006.39 248036 3/16/11 CAD 42.591 .977 2,530,978.18 2,530,978.18
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 TORONTO DOMINION BK ON 47,309.00 484.38 3,951,233.49 3,951,233.49 242764 3/16/11 CAD 83.510 .977 4,045,493.49 4,045,493.49
PUR 3/11/11 60 TRANSCANADA CORP 102,000.00 1,044.33 3,971,370.00 3,971,370.00 230256 3/16/11 CAD 38.925 .977 4,066,110.37 4,066,110.37
PUR 3/14/11 60 BOMBARDIER INC CLASS B 250,000.00 7,685.61 1,523,475.00 1,523,475.00 237461 3/17/11 CAD 6.064 .976 1,561,177.44 1,561,177.44
PUR 3/14/11 60 BOMBARDIER INC CLASS B 250,000.00 2,561.87 1,528,450.00 1,528,450.00 237461 3/17/11 CAD 6.104 .976 1,566,275.55 1,566,275.55
PUR 3/14/11 60 CAE INC 134,900.00 1,382.38 1,725,303.55 1,725,303.55 237879 3/17/11 CAD 12.780 .976 1,768,000.77 1,768,000.77
PUR 3/14/11 60 ENCANA CORP 230,000.00 7,070.76 7,171,009.00 7,171,009.00 230210 3/17/11 CAD 31.148 .976 7,348,474.66 7,348,474.66
PUR 3/14/11 60 NATIONAL BANK OF CANAD 199,600.00 1,022.70 14,891,197.92 14,891,197.92 230230 3/17/11 CAD 74.600 .976 15,259,720.16 15,259,720.16
PUR 3/15/11 60 BARRICK GOLD CORP 100,000.00 3,051.73 4,847,650.00 4,847,650.00 230195 3/18/11 CAD 48.447 .983 4,931,234.42 4,931,234.42
PUR 3/15/11 60 CAE INC 141,500.00 1,439.40 1,783,579.20 1,783,579.20 237879 3/18/11 CAD 12.595 .983 1,814,332.13 1,814,332.13
PUR 3/15/11 60 ENCANA CORP 190,000.00 1,932.76 5,993,474.00 5,993,474.00 230210 3/18/11 CAD 31.535 .983 6,096,815.01 6,096,815.01
PUR 3/15/11 60 GOLDCORP INC 180,000.00 1,831.04 8,242,308.00 8,242,308.00 230216 3/18/11 CAD 45.781 .983 8,384,423.99 8,384,423.99
PUR 3/15/11 60 IAMGOLD CORP NPV 140,000.00 4,272.42 2,822,302.00 2,822,302.00 248800 3/18/11 CAD 20.129 .983 2,870,964.85 2,870,964.85
PUR 3/15/11 60 NATIONAL BANK OF CANAD 64,000.00 1,953.11 4,784,179.20 4,784,179.20 230230 3/18/11 CAD 74.723 .983 4,866,669.24 4,866,669.24
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: 4 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/16/11 60 CAE INC 87,300.00 880.00 1,090,045.26 1,090,045.26 237879 3/21/11 CAD 12.476 .992 1,098,780.57 1,098,780.57
PUR 3/16/11 60 NATIONAL BANK OF CANAD 50,000.00 1,512.02 3,755,320.00 3,755,320.00 230230 3/21/11 CAD 75.076 .992 3,785,414.04 3,785,414.04
PUR 3/17/11 60 BOMBARDIER INC CLASS B 690,000.00 6,979.92 4,312,638.00 4,312,638.00 237461 3/22/11 CAD 6.240 .989 4,362,589.65 4,362,589.65
PUR 3/17/11 60 CAE INC 38,500.00 389.46 486,505.25 486,505.25 237879 3/22/11 CAD 12.627 .989 492,140.26 492,140.26
PUR 3/18/11 60 BOMBARDIER INC CLASS B 1,000,000.00 10,156.92 6,368,200.00 6,368,200.00 237461 3/23/11 CAD 6.358 .985 6,468,132.65 6,468,132.65
PUR 3/18/11 60 CAE INC 107,700.00 1,093.90 1,369,157.79 1,369,157.79 237879 3/23/11 CAD 12.703 .985 1,390,643.23 1,390,643.23
PUR 3/18/11 60 ENCANA CORP 80,000.00 2,437.66 2,686,472.00 2,686,472.00 230210 3/23/11 CAD 33.551 .985 2,728,629.32 2,728,629.32
PUR 3/18/11 60 GOLDCORP INC 100,000.00 3,047.08 4,690,630.00 4,690,630.00 230216 3/23/11 CAD 46.876 .985 4,764,237.47 4,764,237.47
PUR 3/18/11 60 IAMGOLD CORP NPV 110,000.00 1,117.26 2,286,867.00 2,286,867.00 248800 3/23/11 CAD 20.780 .985 2,322,753.54 2,322,753.54
PUR 3/23/11 60 IAMGOLD CORP NPV 90,000.00 916.45 2,025,864.00 2,025,864.00
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248800 3/28/11 CAD 22.500 .982 2,062,892.93 2,062,892.93
PUR 3/23/11 60 TRANSCANADA CORP 35,000.00 356.40 1,362,781.00 1,362,781.00 230256 3/28/11 CAD 38.927 .982 1,387,690.04 1,387,690.04
PUR 3/24/11 60 BARRICK GOLD CORP 82,000.00 2,523.59 4,208,207.20 4,208,207.20 230195 3/29/11 CAD 51.290 .975 4,316,995.49 4,316,995.49
PUR 3/24/11 60 GAMMON GOLD INC. 300,000.00 3,077.55 2,948,070.00 2,948,070.00 237641 3/29/11 CAD 9.817 .975 3,024,281.90 3,024,281.90
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/24/11 60 GOLDCORP INC 212,000.00 2,174.81 10,299,956.40 10,299,956.40 230216 3/29/11 CAD 48.575 .975 10,566,225.28 10,566,225.28
PUR 3/24/11 60 IAMGOLD CORP NPV 100,000.00 1,025.85 2,246,870.00 2,246,870.00 248800 3/29/11 CAD 22.459 .975 2,304,954.86 2,304,954.86
PUR 3/24/11 60 KINROSS GOLD CORP CAD 85,000.00 2,615.92 1,387,973.50 1,387,973.50 248874 3/29/11 CAD 16.299 .975 1,423,854.64 1,423,854.64
PUR 3/24/11 60 PAN AMERN SILVER CORP 66,000.00 2,031.19 2,447,636.40 2,447,636.40 249885 3/29/11 CAD 37.055 .975 2,510,911.37 2,510,911.37
PUR 3/24/11 60 TRANSCANADA CORP 195,000.00 2,000.41 7,646,691.00 7,646,691.00 230256 3/29/11 CAD 39.204 .975 7,844,369.10 7,844,369.10
PUR 3/25/11 60 CANADIAN NATURAL RESOU 150,000.00 1,533.98 7,180,305.00 7,180,305.00 230200 3/30/11 CAD 47.859 .978 7,342,951.37 7,342,951.37
PUR 3/25/11 60 GAMMON GOLD INC. 220,000.00 2,249.83 2,153,602.00 2,153,602.00 237641 3/30/11 CAD 9.779 .978 2,202,384.82 2,202,384.82
PUR 3/25/11 60 LUNDIN MINING CORP COM 650,000.00 6,647.24 4,993,495.00 4,993,495.00 256069 3/30/11 CAD 7.672 .978 5,106,606.33 5,106,606.33
PUR 3/25/11 60 SOUTHGOBI RESOURCES LT 52,000.00 1,595.34 728,977.60 728,977.60 256071 3/30/11 CAD 13.989 .978 745,490.21 745,490.21
PUR 3/28/11 60 CANADIAN NATURAL RESOU 50,000.00 512.79 2,364,525.00 2,364,525.00 230200 3/31/11 CAD 47.281 .975 2,425,029.49 2,425,029.49
PUR 3/28/11 60 LUNDIN MINING CORP COM 200,000.00 2,051.18 1,508,620.00 1,508,620.00 256069 3/31/11 CAD 7.533 .975 1,547,223.22 1,547,223.22
PUR 3/28/11 60 QUADRA FNX MINING LTD 20,000.00 205.12 263,872.00 263,872.00 252145 3/31/11 CAD 13.184 .975 270,624.07 270,624.07
PUR 3/28/11 60 SOUTHGOBI RESOURCES LT 100,000.00 3,076.77 1,388,830.00 1,388,830.00 256071 3/31/11 CAD 13.858 .975 1,424,367.98 1,424,367.98
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/29/11 60 LUNDIN MINING CORP COM 800,000.00 8,192.94 6,050,080.00 6,050,080.00 256069 4/01/11 CAD 7.553 .976 6,195,995.70 6,195,995.70
PUR 3/29/11 60 QUADRA FNX MINING LTD 198,700.00 2,034.92 2,626,933.22 2,626,933.22 252145 4/01/11 CAD 13.211 .976 2,690,289.54 2,690,289.54
PUR 3/29/11 60 SOUTHGOBI RESOURCES LT 63,800.00 1,960.16 892,683.22 892,683.22 256071 4/01/11 CAD 13.962 .976 914,212.93 914,212.93
PUR 3/30/11 60 GAMMON GOLD INC. 80,600.00 414.93 788,364.72 788,364.72 237641 4/04/11 CAD 9.776 .971 811,701.13 811,701.13
PUR 3/30/11 60 IAMGOLD CORP NPV 100,000.00 514.80 2,153,300.00 2,153,300.00 248800 4/04/11 CAD 21.528 .971 2,217,039.90 2,217,039.90
PUR 3/30/11 60 KINROSS GOLD CORP CAD 510,900.00 2,630.12 7,805,734.55 7,805,734.55 248874 4/04/11 CAD 15.273 .971 8,036,792.33 8,036,792.33
PUR 3/30/11 60 QUADRA FNX MINING LTD 59,300.00 610.55 790,427.49 790,427.49 252145 4/04/11 CAD 13.319 .971 813,824.96 813,824.96
PUR 3/30/11 60 SOUTHGOBI RESOURCES LT 61,200.00 1,890.35 864,756.00 864,756.00 256071 4/04/11 CAD 14.100 .971 890,353.67 890,353.67
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PUR 3/31/11 60 BARRICK GOLD CORP 118,000.00 606.53 5,955,755.00 5,955,755.00 230195 4/05/11 CAD 50.468 .973 6,122,595.73 6,122,595.73
PUR 3/31/11 60 GAMMON GOLD INC. 119,400.00 613.72 1,208,483.22 1,208,483.22 237641 4/05/11 CAD 10.116 .973 1,242,336.90 1,242,336.90
PUR 3/31/11 60 IAMGOLD CORP NPV 100,000.00 514.01 2,150,570.00 2,150,570.00 248800 4/05/11 CAD 21.501 .973 2,210,814.70 2,210,814.70
PUR 3/31/11 60 KINROSS GOLD CORP CAD 350,100.00 1,799.54 5,378,166.17 5,378,166.17 248874 4/05/11 CAD 15.357 .973 5,528,826.70 5,528,826.70
PUR 3/31/11 60 LUNDIN MINING CORP COM 350,000.00 1,799.02 2,845,885.00 2,845,885.00 256069 4/05/11 CAD 8.126 .973 2,925,607.81 2,925,607.81
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/31/11 60 QUADRA FNX MINING LTD 111,000.00 570.55 1,494,504.00 1,494,504.00 252145 4/05/11 CAD 13.459 .973 1,536,370.08 1,536,370.08
PUR 3/31/11 60 SOUTHGOBI RESOURCES LT 31,000.00 956.05 441,824.40 441,824.40 256071 4/05/11 CAD 14.222 .973 454,201.39 454,201.39 ------15,329,931.00 202,953.57 275,378,557.42 275,378,557.42 281,910,778.03 281,910,778.03 72 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 3/14/11 60 GDF SUEZ COMMON STOCK 500,000.00 28,642.93 13,684,395.85 13,684,395.85 255896 3/17/11 EUR 27.328 .716 19,123,930.00 19,123,930.00
PUR 3/25/11 60 CAP GEMINI COMMON STOC 250,000.00 22,538.75 10,639,410.21 10,639,410.21 255442 3/30/11 EUR 42.494 .707 15,048,372.75 15,048,372.75
PUR 3/25/11 60 GDF SUEZ COMMON STOCK 292,000.00 17,244.47 8,140,245.68 8,140,245.68 255896 3/30/11 EUR 27.836 .707 11,513,556.56 11,513,556.56
PUR 3/31/11 60 AXA 120,000.00 3,772.98 1,775,130.71 1,775,130.71 226044 4/05/11 EUR 14.771 .705 2,519,087.90 2,519,087.90
PUR 3/31/11 60 AXA 880,000.00 27,732.53 13,047,766.34 13,047,766.34 226044 4/05/11 EUR 14.805 .705 18,516,084.56 18,516,084.56
PUR 3/31/11 60 GDF SUEZ COMMON STOCK 200,000.00 12,295.04 5,784,643.96 5,784,643.96 255896 4/05/11 EUR 28.880 .705 8,208,987.94 8,208,987.94 ------2,242,000.00 112,226.70 53,071,592.75 53,071,592.75 74,930,019.71 74,930,019.71 6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 3/01/11 60 FCC CO LTD COMMON STOC 250,000.00 7,419.78 507,905,706.00 507,905,706.00 255443 3/04/11 JPY 2029.18 82.045 6,190,574.76 6,190,574.76
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/01/11 60 TOYOTA MOTOR CORP 200,000.00 11,259.44 770,741,281.00 770,741,281.00 220989 3/04/11 JPY 3849.08 82.045 9,394,128.60 9,394,128.60
PUR 3/02/11 60 CANON INC. 500,000.00 28,795.511,962,006,085.00 1,962,006,085.00 14464 3/07/11 JPY 3919.30 81.665 24,025,054.61 24,025,054.61
PUR 3/02/11 60 FUJIFILM HOLDINGS CORP 500,000.00 21,109.741,438,330,027.00 1,438,330,027.00 245420 3/07/11 JPY 2873.21 81.665 17,612,563.85 17,612,563.85
PUR 3/02/11 60 IBIDEN CO Y50 380,600.00 15,696.711,069,508,771.00 1,069,508,771.00 231468 3/07/11 JPY 2806.69 81.665 13,096,293.04 13,096,293.04
PUR 3/02/11 60 JSR CORP COMMON STOCK 273,100.00 7,125.40 485,495,388.00 485,495,388.00 255659 3/07/11 JPY 1775.58 81.665 5,944,962.81 5,944,962.81
PUR 3/02/11 60 KYOCERA CORP 250,000.00 31,102.502,119,194,986.00 2,119,194,986.00
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244666 3/07/11 JPY 8466.62 81.665 25,949,855.95 25,949,855.95
PUR 3/02/11 60 NITORI HOLDINGS CO LTD 73,000.00 8,034.19 547,416,483.00 547,416,483.00 245307 3/07/11 JPY 7489.86 81.665 6,703,195.78 6,703,195.78
PUR 3/02/11 60 SUZUKI MOTOR CORP 545,000.00 15,601.621,063,028,991.00 1,063,028,991.00 244719 3/07/11 JPY 1948.17 81.665 13,016,947.17 13,016,947.17
PUR 3/02/11 60 TAIYO YUDEN CO LTD COM 600,000.00 12,105.46 824,815,592.00 824,815,592.00 255745 3/07/11 JPY 1373.04 81.665 10,099,988.88 10,099,988.88
PUR 3/03/11 60 IBIDEN CO Y50 194,400.00 8,115.95 557,761,407.00 557,761,407.00 231468 3/08/11 JPY 2865.70 82.370 6,771,414.43 6,771,414.43
PUR 3/03/11 60 JSR CORP COMMON STOCK 226,900.00 6,006.60 412,798,475.00 412,798,475.00 255659 3/08/11 JPY 1817.11 82.370 5,011,514.81 5,011,514.81
PUR 3/03/11 60 NITORI HOLDINGS CO LTD 50,000.00 5,402.55 371,285,008.00 371,285,008.00 245307 3/08/11 JPY 7416.80 82.370 4,507,527.11 4,507,527.11
PUR 3/03/11 60 SUZUKI MOTOR CORP 300,000.00 8,602.96 591,230,426.00 591,230,426.00 244719 3/08/11 JPY 1968.40 82.370 7,177,739.78 7,177,739.78
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: 9 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/16/11 60 JAPAN TOBACCO INC JPY 5,000.00 6,040.241,615,241,927.00 1,615,241,927.00 233920 3/22/11 JPY 322951. 80.200 20,140,173.65 20,140,173.65
PUR 3/16/11 60 KYOCERA CORP 250,000.00 6,768.441,809,973,829.00 1,809,973,829.00 244666 3/22/11 JPY 7237.72 80.200 22,568,252.23 22,568,252.23
PUR 3/16/11 60 MITSUBISHI ELECTRIC CO 2,000,000.00 6,675.511,785,121,376.00 1,785,121,376.00 221125 3/22/11 JPY 892.293 80.200 22,258,371.27 22,258,371.27
PUR 3/16/11 60 MIZUHO FINANCIAL GROUP 12,000,000.00 6,207.631,660,004,252.00 1,660,004,252.00 230461 3/22/11 JPY 138.292 80.200 20,698,307.38 20,698,307.38
PUR 3/16/11 60 NIKON CORP 1,000,000.00 5,878.221,571,916,033.00 1,571,916,033.00 233716 3/22/11 JPY 1571.44 80.200 19,599,950.54 19,599,950.54
PUR 3/16/11 60 RAKUTEN INC COMMON STO 25,000.00 7,049.161,885,043,443.00 1,885,043,443.00 254397 3/22/11 JPY 75379.1 80.200 23,504,282.33 23,504,282.33
PUR 3/16/11 60 TAIYO YUDEN CO LTD COM 1,751,000.00 6,876.051,838,748,457.00 1,838,748,457.00 255745 3/22/11 JPY 1049.79 80.200 22,927,038.12 22,927,038.12
PUR 3/16/11 60 TOKYO ELECTRON LTD 350,000.00 5,905.021,579,085,093.00 1,579,085,093.00 244532 3/22/11 JPY 4510.31 80.200 19,689,340.31 19,689,340.31
PUR 3/16/11 60 TOYOTA MOTOR CORP 500,000.00 6,179.451,652,470,092.00 1,652,470,092.00 220989 3/22/11 JPY 3303.94 80.200 20,604,365.24 20,604,365.24
PUR 3/16/11 60 YAMAHA CORP 1,062,100.00 3,307.92 884,583,456.00 884,583,456.00 245127 3/22/11 JPY 832.613 80.200 11,029,718.90 11,029,718.90
PUR 3/17/11 60 TAIYO YUDEN CO LTD COM 249,000.00 3,816.05 250,729,525.00 250,729,525.00 255745 3/23/11 JPY 1005.73 78.750 3,183,866.98 3,183,866.98
PUR 3/17/11 60 YAMAHA CORP 782,200.00 10,189.46 669,486,349.00 669,486,349.00 245127 3/23/11 JPY 854.876 78.750 8,501,413.96 8,501,413.96
PUR 3/18/11 60 AEON CO LTD 775,810.00 10,258.77 694,453,422.00 694,453,422.00 245452 3/24/11 JPY 894.061 81.135 8,559,233.65 8,559,233.65
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/18/11 60 ASAHI BREWERIES LTD 1,000,000.00 5,181.461,401,748,198.00 1,401,748,198.00 243254 3/24/11 JPY 1401.32 81.135 17,276,738.74 17,276,738.74
PUR 3/18/11 60 FANUC LTD 131,810.00 22,468.081,520,946,999.00 1,520,946,999.00 220993 3/24/11 JPY 11525.1 81.135 18,745,880.31 18,745,880.31
PUR 3/18/11 60 FCC CO LTD COMMON STOC 76,800.00 521.08 140,970,286.00 140,970,286.00 255443 3/24/11 JPY 1835.00 81.135 1,737,478.10 1,737,478.10
PUR 3/18/11 60 IBIDEN CO Y50 406,700.00 15,536.741,051,737,675.00 1,051,737,675.00 231468 3/24/11 JPY 2582.92 81.135 12,962,811.06 12,962,811.06
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PUR 3/18/11 60 JSR CORP COMMON STOCK 374,400.00 9,054.05 612,901,101.00 612,901,101.00 255659 3/24/11 JPY 1635.06 81.135 7,554,090.11 7,554,090.11
PUR 3/18/11 60 NIDEC CORP NPV 200,000.00 5,276.241,427,389,648.00 1,427,389,648.00 245266 3/24/11 JPY 7134.80 81.135 17,592,773.13 17,592,773.13
PUR 3/18/11 60 NITORI HOLDINGS CO LTD 100,000.00 10,259.04 694,472,317.00 694,472,317.00 245307 3/24/11 JPY 6936.40 81.135 8,559,466.53 8,559,466.53
PUR 3/18/11 60 SUZUKI MOTOR CORP 750,000.00 19,173.061,297,893,781.00 1,297,893,781.00 244719 3/24/11 JPY 1728.45 81.135 15,996,718.81 15,996,718.81
PUR 3/18/11 60 YAMAHA CORP 155,700.00 2,015.31 136,423,806.00 136,423,806.00 245127 3/24/11 JPY 875.146 81.135 1,681,442.11 1,681,442.11
PUR 3/22/11 60 FCC CO LTD COMMON STOC 83,600.00 1,922.79 155,912,956.00 155,912,956.00 255443 3/25/11 JPY 1863.12 81.005 1,924,732.50 1,924,732.50
PUR 3/22/11 60 IBIDEN CO Y50 233,300.00 9,087.08 614,151,602.00 614,151,602.00 231468 3/25/11 JPY 2629.29 81.005 7,581,650.54 7,581,650.54
PUR 3/22/11 60 JSR CORP COMMON STOCK 125,600.00 3,048.37 206,024,032.00 206,024,032.00 255659 3/25/11 JPY 1638.35 81.005 2,543,349.57 2,543,349.57
PUR 3/22/11 60 JX HOLDINGS INC 3,000,000.00 25,343.311,712,832,635.00 1,712,832,635.00 251348 3/25/11 JPY 570.260 81.005 21,144,776.68 21,144,776.68
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/22/11 60 MITSUBISHI CORP 740,000.00 24,050.401,625,451,297.00 1,625,451,297.00 230635 3/25/11 JPY 2193.92 81.005 20,066,061.32 20,066,061.32
PUR 3/22/11 60 MITSUBISHI UFJ FINANCI 4,500,000.00 26,561.781,795,182,487.00 1,795,182,487.00 219545 3/25/11 JPY 398.451 81.005 22,161,378.77 22,161,378.77
PUR 3/22/11 60 SHIN-ETSU CHEMICAL 450,000.00 27,496.091,858,328,326.00 1,858,328,326.00 220990 3/25/11 JPY 4124.66 81.005 22,940,908.91 22,940,908.91
PUR 3/22/11 60 SUMITOMO MITSUI FINANC 700,000.00 27,776.691,877,292,661.00 1,877,292,661.00 231251 3/25/11 JPY 2678.63 81.005 23,175,022.05 23,175,022.05
PUR 3/23/11 60 FCC CO LTD COMMON STOC 85,000.00 2,398.96 162,004,575.00 162,004,575.00 255443 3/28/11 JPY 1903.65 80.940 2,001,539.10 2,001,539.10
PUR 3/23/11 60 MITSUBISHI UFJ FINANCI 6,000,000.00 35,809.462,418,247,018.00 2,418,247,018.00 219545 3/28/11 JPY 402.558 80.940 29,877,032.59 29,877,032.59
PUR 3/23/11 60 MIZUHO FINANCIAL GROUP 17,000,000.00 37,679.992,544,565,118.00 2,544,565,118.00 230461 3/28/11 JPY 149.501 80.940 31,437,671.34 31,437,671.34
PUR 3/23/11 60 SUMITOMO MITSUI FINANC 1,000,000.00 40,347.212,724,685,303.00 2,724,685,303.00 231251 3/28/11 JPY 2721.42 80.940 33,663,025.74 33,663,025.74
PUR 3/24/11 60 FCC CO LTD COMMON STOC 34,500.00 960.93 64,805,171.00 64,805,171.00 255443 3/29/11 JPY 1876.15 80.830 801,746.52 801,746.52
PUR 3/25/11 60 FCC CO LTD COMMON STOC 74,300.00 2,130.59 144,218,852.00 144,218,852.00 255443 3/30/11 JPY 1938.70 81.130 1,777,626.67 1,777,626.67
PUR 3/25/11 60 JX HOLDINGS INC 2,000,000.00 16,591.081,123,041,034.00 1,123,041,034.00 251348 3/30/11 JPY 560.848 81.130 13,842,487.79 13,842,487.79
PUR 3/25/11 60 MITSUBISHI CORP 1,000,000.00 34,016.952,302,589,295.00 2,302,589,295.00 230635 3/30/11 JPY 2299.83 81.130 28,381,477.81 28,381,477.81
PUR 3/28/11 60 FCC CO LTD COMMON STOC 78,300.00 2,250.11 153,416,666.00 153,416,666.00 255443 3/31/11 JPY 1956.99 81.720 1,877,345.40 1,877,345.40
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/28/11 60 JX HOLDINGS INC 2,646,000.00 22,080.091,505,459,241.00 1,505,459,241.00 251348 3/31/11 JPY 568.275 81.720 18,422,163.99 18,422,163.99
PUR 3/28/11 60 MITSUBISHI CORP 900,000.00 30,504.472,079,847,715.00 2,079,847,715.00 230635 3/31/11 JPY 2308.17 81.720 25,450,902.04 25,450,902.04
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PUR 3/28/11 60 MITSUBISHI UFJ FINANCI 7,000,000.00 40,558.492,765,348,540.00 2,765,348,540.00 219545 3/31/11 JPY 394.576 81.720 33,839,311.55 33,839,311.55
PUR 3/28/11 60 MIZUHO FINANCIAL GROUP 19,000,000.00 41,361.042,820,067,324.00 2,820,067,324.00 230461 3/31/11 JPY 148.247 81.720 34,508,900.20 34,508,900.20
PUR 3/28/11 60 SUMITOMO MITSUI FINANC 1,000,000.00 19,571.922,667,294,717.00 2,667,294,717.00 231251 3/31/11 JPY 2665.69 81.720 32,639,436.09 32,639,436.09
PUR 3/29/11 60 FCC CO LTD COMMON STOC 53,100.00 1,502.39 103,231,328.00 103,231,328.00 255443 4/01/11 JPY 1941.76 82.355 1,253,491.93 1,253,491.93
PUR 3/29/11 60 JX HOLDINGS INC 854,000.00 6,985.96 480,016,053.00 480,016,053.00 251348 4/01/11 JPY 561.406 82.355 5,828,620.64 5,828,620.64
PUR 3/30/11 60 FCC CO LTD COMMON STOC 14,400.00 411.02 28,479,741.00 28,479,741.00 255443 4/04/11 JPY 1975.38 83.050 342,922.83 342,922.83
PUR 3/30/11 60 HOYA CORP 325,500.00 8,873.20 614,836,449.00 614,836,449.00 245255 4/04/11 JPY 1886.63 83.050 7,403,208.30 7,403,208.30
PUR 3/30/11 60 JFE HOLDINGS INC 683,500.00 23,908.301,656,639,088.00 1,656,639,088.00 223579 4/04/11 JPY 2420.85 83.050 19,947,490.52 19,947,490.52
PUR 3/31/11 60 HOYA CORP 174,500.00 4,764.85 329,487,707.00 329,487,707.00 245255 4/05/11 JPY 1885.91 82.880 3,975,479.09 3,975,479.09 ------98,044,120.00 879,008.91 75436316622.00 75436316622.00 929,683,235.52 929,683,235.52 64 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/25/11 60 YARA INTERNATIONAL ASA 250,000.00 18,620.76 69,334,596.13 69,334,596.13 255271 3/30/11 NOK 276.923 5.577 12,432,461.78 12,432,461.78 ------250,000.00 18,620.76 69,334,596.13 69,334,596.13 12,432,461.78 12,432,461.78 1 TRANSACTION IN COUNTRY: NORWAY ( 700)
PUR 3/01/11 60 BLACK EARTH FARMING LT 289,836.00 2,016.14 8,480,376.17 8,480,376.17 255313 3/04/11 SEK 29.215 6.300 1,346,112.82 1,346,112.82
PUR 3/25/11 60 HENNES + MAURITZ AB B 350,000.00 18,033.07 76,517,118.77 76,517,118.77 256068 3/30/11 SEK 218.293 6.355 12,040,080.37 12,040,080.37
PUR 3/25/11 60 HENNES + MAURITZ AB B 150,000.00 5,161.12 32,832,759.96 32,832,759.96 256068 3/30/11 SEK 218.666 6.355 5,166,282.72 5,166,282.72
PUR 3/25/11 60 KINNEVIK INVESTMENT AB 70,000.00 2,357.96 10,005,196.32 10,005,196.32 255270 3/30/11 SEK 142.717 6.355 1,574,332.25 1,574,332.25
PUR 3/28/11 60 KINNEVIK INVESTMENT AB 80,000.00 2,714.14 11,526,039.16 11,526,039.16 255270 3/31/11 SEK 143.860 6.360 1,812,142.09 1,812,142.09
PUR 3/29/11 60 KINNEVIK INVESTMENT AB 250,000.00 8,494.15 36,038,601.93 36,038,601.93 255270 4/01/11 SEK 143.938 6.355 5,671,262.07 5,671,262.07
PUR 3/29/11 60 KINNEVIK INVESTMENT AB 100,000.00 3,394.39 14,401,570.00 14,401,570.00 255270 4/01/11 SEK 143.800 6.355 2,266,322.03 2,266,322.03
PUR 3/30/11 60 KINNEVIK INVESTMENT AB 180,000.00 6,263.86 26,484,655.48 26,484,655.48 255270 4/04/11 SEK 146.917 6.333 4,182,172.91 4,182,172.91
PUR 3/31/11 60 KINNEVIK INVESTMENT AB 151,000.00 5,275.39 22,219,437.44 22,219,437.44 255270 4/05/11 SEK 146.928 6.308 3,522,198.57 3,522,198.57 ------1,620,836.00 53,710.22 238,505,755.23 238,505,755.23 37,580,905.83 37,580,905.83 9 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)
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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/25/11 60 BARCLAYS PLC 25P 5,000,000.00 144,739.88 14,602,981.60 14,602,981.60 246634 3/30/11 UKP 2.903 .622 23,489,622.60 23,489,622.60
PUR 3/25/11 60 DIAGEO PLC 1,000,000.00 122,051.61 11,749,076.80 11,749,076.80 248467 3/30/11 UKP 11.673 .622 18,898,974.71 18,898,974.71
PUR 3/30/11 60 BHP BILLITON PLC 1,000,000.00 246,510.08 24,907,978.89 24,907,978.89 249911 4/04/11 UKP 24.754 .623 40,005,940.97 40,005,940.97
PUR 3/30/11 60 RIO TINTO PLC COMMON S 400,000.00 177,130.00 17,897,602.37 17,897,602.37 256097 4/04/11 UKP 44.468 .623 28,746,227.35 28,746,227.35
PUR 3/30/11 60 RIO TINTO PLC COMMON S 400,000.00 177,065.89 17,891,122.46 17,891,122.46 256097 4/04/11 UKP 44.452 .623 28,735,819.64 28,735,819.64
PUR 3/31/11 60 BHP BILLITON PLC 500,000.00 123,323.81 12,485,735.56 12,485,735.56 249911 4/05/11 UKP 24.818 .624 20,014,002.66 20,014,002.66
PUR 3/31/11 60 RIO TINTO PLC COMMON S 500,000.00 218,881.93 22,160,499.48 22,160,499.48 256097 4/05/11 UKP 44.048 .624 35,522,159.94 35,522,159.94
PUR 3/31/11 60 XSTRATA PLC COMMON STO 1,000,000.00 146,251.44 14,807,038.96 14,807,038.96 256117 4/05/11 UKP 14.716 .624 23,734,934.62 23,734,934.62 ------9,800,000.00 1355954.64 136,502,036.12 136,502,036.12 219,147,682.49 219,147,682.49 8 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 3/16/11 60 MUENCHENER RUECKVER AG 150,000.00 33,940.27 16,278,125.61 16,278,125.61 255934 3/18/11 EUR 108.358 .718 22,660,784.96 22,660,784.96
PUR 3/18/11 60 SIEMENS AG-REG 100,000.00 19,538.42 9,227,019.80 9,227,019.80 241042 3/22/11 EUR 92.132 .707 13,045,153.64 13,045,153.64 ------250,000.00 53,478.69 25,505,145.41 25,505,145.41 35,705,938.60 35,705,938.60 2 TRANSACTIONS IN COUNTRY: GERMANY (1100)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/18/11 60 NESTE OIL OYJ COMMON S 300,000.00 8,385.75 3,960,171.35 3,960,171.35 255446 3/23/11 EUR 13.181 .707 5,598,887.27 5,598,887.27
PUR 3/21/11 60 NESTE OIL OYJ COMMON S 200,000.00 5,800.76 2,730,429.51 2,730,429.51 255446 3/24/11 EUR 13.632 .705 3,872,977.12 3,872,977.12
PUR 3/25/11 60 NOKIAN RENKAAT OYJ COM 106,000.00 6,789.98 3,205,205.61 3,205,205.61 255447 3/30/11 EUR 30.193 .707 4,533,440.08 4,533,440.08
PUR 3/25/11 60 OUTOKUMPU OYJ 400,000.00 10,495.63 4,954,460.56 4,954,460.56 243316 3/30/11 EUR 12.368 .707 7,007,584.80 7,007,584.80
PUR 3/25/11 60 OUTOKUMPU OYJ 100,000.00 2,611.69 1,232,846.50 1,232,846.50 243316 3/30/11 EUR 12.310 .707 1,743,737.04 1,743,737.04
PUR 3/28/11 60 NOKIAN RENKAAT OYJ COM 94,000.00 5,985.60 2,833,107.50 2,833,107.50 255447 3/31/11 EUR 30.094 .709 3,996,382.52 3,996,382.52 ------1,200,000.00 40,069.41 18,916,221.03 18,916,221.03 26,753,008.83 26,753,008.83 6 TRANSACTIONS IN COUNTRY: FINLAND (1200)
PUR 3/18/11 60 WIENERBERGER AG COMMON 210,000.00 6,133.50 2,896,542.31 2,896,542.31 255964 3/23/11 EUR 13.772 .707 4,095,129.33 4,095,129.33
PUR 3/18/11 60 WIENERBERGER AG COMMON 243,134.00 7,174.10 3,387,967.87 3,387,967.87 255964 3/23/11 EUR 13.914 .707 4,789,906.42 4,789,906.42
PUR 3/21/11 60 WIENERBERGER AG COMMON 195,000.00 5,725.57 2,695,036.50 2,695,036.50 255964 3/24/11 EUR 13.800 .705 3,822,773.92 3,822,773.92
PUR 3/21/11 60 WIENERBERGER AG COMMON 101,866.00 2,994.97 1,409,736.57 1,409,736.57 255964 3/24/11 EUR 13.818 .705 1,999,640.52 1,999,640.52
PUR 3/25/11 60 WIENERBERGER AG COMMON 180,000.00 5,530.81 2,610,814.36 2,610,814.36 255964 3/30/11 EUR 14.483 .707 3,692,733.61 3,692,733.61
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S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/25/11 60 WIENERBERGER AG COMMON 117,685.00 3,598.81 1,698,820.69 1,698,820.69 255964 3/30/11 EUR 14.414 .707 2,402,810.54 2,402,810.54
PUR 3/28/11 60 WIENERBERGER AG COMMON 40,000.00 1,201.83 568,852.00 568,852.00 255964 3/31/11 EUR 14.200 .709 802,422.85 802,422.85
PUR 3/28/11 60 WIENERBERGER AG COMMON 65,000.00 1,959.86 927,639.38 927,639.38 255964 3/31/11 EUR 14.250 .709 1,308,528.46 1,308,528.46
PUR 3/29/11 60 WIENERBERGER AG COMMON 45,676.00 1,388.24 658,835.36 658,835.36 255964 4/01/11 EUR 14.403 .711 926,882.31 926,882.31
PUR 3/30/11 60 WIENERBERGER AG COMMON 51,639.00 1,597.82 756,870.38 756,870.38 255964 4/04/11 EUR 14.635 .709 1,066,809.47 1,066,809.47 ------1,250,000.00 37,305.51 17,611,115.42 17,611,115.42 24,907,637.43 24,907,637.43 10 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
PUR 3/30/11 60 DANSKE BK A/S BEARER S 575,000.00 18,762.61 66,280,622.03 66,280,622.03 256096 4/04/11 DKK 115.098 5.291 12,527,168.47 12,527,168.47 ------575,000.00 18,762.61 66,280,622.03 66,280,622.03 12,527,168.47 12,527,168.47 1 TRANSACTION IN COUNTRY: DENMARK (1400)
PUR 3/14/11 60 GAS NATURAL SDG SA EUR 625,000.00 16,256.67 7,766,757.69 7,766,757.69 250608 3/17/11 EUR 12.408 .716 10,854,036.38 10,854,036.38
PUR 3/14/11 60 GAS NATURAL SDG SA EUR 75,000.00 1,946.37 929,892.75 929,892.75 250608 3/17/11 EUR 12.380 .716 1,299,524.22 1,299,524.22
PUR 3/14/11 60 IBERDROLA SA COMMON ST 1,500,000.00 18,912.14 9,035,432.84 9,035,432.84 255897 3/17/11 EUR 6.015 .716 12,627,008.68 12,627,008.68
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/15/11 60 GAS NATURAL SDG SA EUR 100,000.00 2,560.53 1,223,923.13 1,223,923.13 250608 3/18/11 EUR 12.221 .716 1,709,576.09 1,709,576.09 ------2,300,000.00 39,675.71 18,956,006.41 18,956,006.41 26,490,145.37 26,490,145.37 4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 3/14/11 60 FOSTER'S GROUP LTD 128,738.00 1,425.80 709,113.93 709,113.93 238761 3/17/11 AUD 5.497 .993 714,325.65 714,325.65
PUR 3/15/11 60 FOSTER'S GROUP LTD 871,262.00 9,539.11 4,827,365.82 4,827,365.82 238761 3/18/11 AUD 5.530 1.010 4,779,092.21 4,779,092.21
PUR 3/16/11 60 NEWCREST MINING 500,000.00 35,836.65 18,243,313.80 18,243,313.80 236336 3/21/11 AUD 36.414 1.016 17,954,162.02 17,954,162.02
PUR 3/18/11 60 FOSTER'S GROUP LTD 2,000,000.00 21,834.77 10,994,745.60 10,994,745.60 238761 3/23/11 AUD 5.486 1.005 10,939,218.13 10,939,218.13
PUR 3/30/11 60 BHP BILLITON LTD 500,000.00 14,050.14 22,723,125.69 22,723,125.69 246633 4/04/11 AUD 45.419 .970 23,430,951.30 23,430,951.30 ------4,000,000.00 82,686.47 57,497,664.84 57,497,664.84 57,817,749.31 57,817,749.31 5 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 3/02/11 60 VTECH HOLDINGS LTD COM 100,000.00 3,388.88 8,596,587.00 8,596,587.00 255746 3/04/11 HKD 85.702 7.789 1,103,640.51 1,103,640.51
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PUR 3/03/11 60 VTECH HOLDINGS LTD COM 89,000.00 2,955.20 7,496,259.33 7,496,259.33 255746 3/07/11 HKD 83.969 7.789 962,403.79 962,403.79
PUR 3/04/11 60 VTECH HOLDINGS LTD COM 2,311,000.00 76,719.19 194,605,996.57 194,605,996.57 255746 3/08/11 HKD 83.950 7.789 24,985,523.55 24,985,523.55
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: 18 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 WHARF HOLDINGS 209,000.00 7,628,500.00 7,628,500.00 218702 3/11/11 HKD 27634 36.500 7.788 979,513.49 979,513.49 ------2,709,000.00 83,063.27 218,327,342.90 218,327,342.90 28,031,081.34 28,031,081.34 4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
------141,070,887.00 3105445.34 76693094632.41 76693094632.41 1,853,331,652.39 1,853,331,652.39 197 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230) ------
PUR 3/11/11 60 HUTCHISON PORT HOLDING 280,000.00 282,800.00 282,800.00 255989 3/18/11 USD 27635 1.010 1.000 282,800.00 282,800.00 ------280,000.00 282,800.00 282,800.00 282,800.00 282,800.00 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
------280,000.00 282,800.00 282,800.00 282,800.00 282,800.00 1 TRANSACTION IN CATEGORY: UNIT TRUST (2230)
------141,350,887.00 3105445.34 76693377432.41 76693377432.41 1,853,614,452.39 1,853,614,452.39 198 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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) ------
SALE 3/07/11 60 ENBRIDGE INC 44,300.00 1,368.34 2,562,449.33 1,671,806.22 890,643.11 230209 3/10/11 CAD 57.873 .971 2,638,300.47 1,486,348.26 1,151,952.21
SALE 3/08/11 60 ENBRIDGE INC 136,000.00 4,194.73 7,858,692.00 5,132,407.36 2,726,284.64 230209 3/11/11 CAD 57.815 .973 8,079,671.00 4,563,055.61 3,516,615.39
SALE 3/09/11 60 BROOKFIELD PROPERTIES 62,117.00 640.48 1,064,101.48 1,055,132.97 8,968.51 253297 3/14/11 CAD 17.141 .970 1,097,181.50 1,038,189.39 58,992.11
SALE 3/09/11 60 CANADIAN PAC RY LTD NP 30,800.00 952.72 1,944,979.96 1,948,763.18 -3,783.22 232198 3/14/11 CAD 63.179 .970 2,005,444.10 1,925,559.99 79,884.11
SALE 3/09/11 60 ENBRIDGE INC 119,700.00 3,702.63 6,834,678.48 4,517,273.25 2,317,405.23 230209 3/14/11 CAD 57.128 .970 7,047,150.05 4,016,159.98 3,030,990.07
SALE 3/09/11 60 MANULIFE FINL CORP 400,000.00 4,124.35 7,101,640.00 7,897,467.68 -795,827.68 230227 3/14/11 CAD 17.764 .970 7,322,410.68 7,661,088.86 -338,678.18
SALE 3/10/11 60 BROOKFIELD PROPERTIES 200,000.00 2,051.18 3,387,200.00 3,397,243.83 -10,043.83 253297 3/15/11 CAD 16.946 .975 3,473,873.13 3,342,690.06 131,183.07
SALE 3/10/11 60 CANADIAN PAC RY LTD NP 119,200.00 3,667.50 7,442,776.48 7,541,966.58 -99,190.10
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232198 3/15/11 CAD 62.469 .975 7,633,225.46 7,452,167.21 181,058.25
SALE 3/10/11 60 FIRST QUANTUM MINERALS 86,000.00 2,646.02 9,473,244.00 5,988,424.90 3,484,819.10 237378 3/15/11 CAD 110.184 .975 9,715,649.45 5,794,894.02 3,920,755.43
SALE 3/10/11 60 FORTIS INC NPV 16,108.00 165.20 521,069.64 460,670.66 60,398.98 252272 3/15/11 CAD 32.359 .975 534,402.99 442,777.54 91,625.45
SALE 3/10/11 60 MI DEVELOPMENTS INC 10,000.00 307.68 278,110.00 247,338.60 30,771.40 230228 3/15/11 CAD 27.841 .975 285,226.40 175,336.63 109,889.77
SALE 3/10/11 60 TRANSALTA CORP 55,100.00 565.10 1,108,755.26 1,223,671.90 -114,916.64 230255 3/15/11 CAD 20.133 .975 1,137,126.57 962,793.91 174,332.66
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/10/11 60 YAMANA GOLD INC 394,100.00 4,041.84 4,813,852.68 4,896,502.05 -82,649.37 234604 3/15/11 CAD 12.225 .975 4,937,031.62 4,761,723.05 175,308.57
SALE 3/11/11 60 ARC RESOURCES LTD 60,000.00 1,842.94 1,548,810.00 1,522,568.09 26,241.91 255076 3/16/11 CAD 25.844 .977 1,585,758.17 1,535,923.26 49,834.91
SALE 3/11/11 60 CENOVUS ENERGY INC 250,000.00 2,559.64 8,736,625.00 8,071,395.11 665,229.89 249997 3/16/11 CAD 34.957 .977 8,945,044.54 8,070,048.54 874,996.00
SALE 3/11/11 60 ENERPLUS CORP 34,496.00 1,059.57 1,021,129.89 838,214.52 182,915.37 255074 3/16/11 CAD 29.631 .977 1,045,489.80 809,214.68 236,275.12
SALE 3/11/11 60 FORTIS INC NPV 65,000.00 665.51 2,085,499.00 1,858,926.82 226,572.18 252272 3/16/11 CAD 32.095 .977 2,135,250.33 1,786,723.40 348,526.93
SALE 3/11/11 60 GOLDCORP INC 100,000.00 3,071.57 4,623,960.00 4,021,049.61 602,910.39 230216 3/16/11 CAD 46.270 .977 4,734,268.46 3,793,840.88 940,427.58
SALE 3/11/11 60 IMPERIAL OIL LTD NPV 50,000.00 1,535.78 2,491,990.00 2,320,555.76 171,434.24 246211 3/16/11 CAD 49.870 .977 2,551,438.52 2,305,006.77 246,431.75
SALE 3/11/11 60 MANULIFE FINL CORP 250,000.00 1,279.82 4,336,875.00 4,935,917.30 -599,042.30 230227 3/16/11 CAD 17.353 .977 4,440,334.80 4,788,180.54 -347,845.74
SALE 3/11/11 60 MEG ENERGY CORP COMMON 45,200.00 1,388.35 2,102,374.04 2,030,855.59 71,518.45 255482 3/16/11 CAD 46.543 .977 2,152,527.94 2,053,951.18 98,576.76
SALE 3/11/11 60 POWER FINANCIAL CORP 13,100.00 67.06 398,889.76 381,493.24 17,396.52 230240 3/16/11 CAD 30.455 .977 408,405.61 361,000.73 47,404.88
SALE 3/11/11 60 SAVANNA ENERGY SVCS CO 40,000.00 409.54 341,600.00 1,025,242.92 -683,642.92 231712 3/16/11 CAD 8.550 .977 349,749.16 864,432.12 - 514,682.96
SALE 3/11/11 60 SUN LIFE FINL SVCS CDA 67,500.00 345.55 2,045,709.00 2,165,882.59 -120,173.59 247136 3/16/11 CAD 30.312 .977 2,094,511.11 2,159,420.66 -64,909.55
SALE 3/11/11 60 TRANSALTA CORP 33,571.00 343.72 671,839.64 745,551.53 - 73,711.89 230255 3/16/11 CAD 20.023 .977 687,866.94 586,605.34 101,261.60
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/11/11 60 YAMANA GOLD INC 300,000.00 3,071.57 3,654,570.00 3,727,355.02 -72,785.02 234604 3/16/11 CAD 12.192 .977 3,741,752.84 3,624,757.45 116,995.39
SALE 3/14/11 60 AGRIUM INC 100,000.00 3,074.24 8,627,710.00 8,164,928.08 462,781.92 230190 3/17/11 CAD 86.307 .976 8,841,225.60 8,156,915.72 684,309.88
SALE 3/14/11 60 CENOVUS ENERGY INC 200,000.00 6,148.49 6,942,660.00 6,457,116.08 485,543.92 249997 3/17/11 CAD 34.743 .976 7,114,474.56 6,456,038.83 658,435.73
SALE 3/14/11 60 ENERPLUS CORP 50,000.00 1,537.12 1,477,185.00 1,214,944.51 262,240.49
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255074 3/17/11 CAD 29.574 .976 1,513,741.87 1,172,910.88 340,830.99
SALE 3/14/11 60 MANULIFE FINL CORP 500,000.00 2,561.87 8,330,850.00 9,871,834.61 -1,540,984.61 230227 3/17/11 CAD 16.667 .976 8,537,019.01 9,576,361.08 -1,039,342.07
SALE 3/14/11 60 MANULIFE FINL CORP 250,000.00 1,280.93 4,234,400.00 4,935,917.30 -701,517.30 230227 3/17/11 CAD 16.943 .976 4,339,191.47 4,788,180.54 -448,989.07
SALE 3/14/11 60 MEG ENERGY CORP COMMON 54,800.00 1,684.69 2,474,072.04 2,462,187.75 11,884.29 255482 3/17/11 CAD 45.177 .976 2,535,299.52 2,490,188.60 45,110.92
SALE 3/14/11 60 POTASH CORP SASK COM 300,000.00 9,222.73 15,470,850.00 14,854,200.40 616,649.60 230239 3/17/11 CAD 51.600 .976 15,853,717.27 14,785,608.60 1,068,108.67
SALE 3/14/11 60 POWER FINANCIAL CORP 97,500.00 499.56 2,932,517.25 2,839,358.07 93,159.18 230240 3/17/11 CAD 30.082 .976 3,005,090.18 2,686,837.51 318,252.67
SALE 3/14/11 60 SUN LIFE FINL SVCS CDA 182,500.00 935.08 5,453,793.50 5,855,904.77 -402,111.27 247136 3/17/11 CAD 29.889 .976 5,588,762.10 5,838,433.63 -249,671.53
SALE 3/14/11 60 TRANSALTA CORP 175,000.00 1,793.31 3,491,670.00 3,886,435.26 -394,765.26 230255 3/17/11 CAD 19.962 .976 3,578,080.65 3,057,875.40 520,205.25
SALE 3/14/11 60 VITERRA INC 85,000.00 2,613.11 924,375.00 924,343.61 31.39 249990 3/17/11 CAD 10.905 .976 947,251.11 925,831.14 21,419.97
SALE 3/15/11 60 CENOVUS ENERGY INC 100,000.00 1,017.24 3,487,410.00 3,228,558.04 258,851.96 249997 3/18/11 CAD 34.884 .983 3,547,540.82 3,228,019.41 319,521.41
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/15/11 60 IMPERIAL OIL LTD NPV 50,000.00 1,525.86 2,431,570.00 2,320,555.76 111,014.24 246211 3/18/11 CAD 48.661 .983 2,473,495.75 2,305,006.77 168,488.98
SALE 3/15/11 60 MANULIFE FINL CORP 500,000.00 5,086.21 8,086,900.00 9,871,834.61 -1,784,934.61 230227 3/18/11 CAD 16.184 .983 8,226,336.40 9,576,361.08 -1,350,024.68
SALE 3/15/11 60 POTASH CORP SASK COM 300,000.00 3,051.73 16,018,080.00 14,854,200.40 1,163,879.60 230239 3/18/11 CAD 53.404 .983 16,294,267.84 14,785,608.60 1,508,659.24
SALE 3/15/11 60 POWER FINANCIAL CORP 39,400.00 200.40 1,162,284.24 1,147,391.88 14,892.36 230240 3/18/11 CAD 29.505 .983 1,182,324.64 1,085,757.93 96,566.71
SALE 3/15/11 60 VITERRA INC 615,000.00 6,256.04 6,578,409.00 6,687,897.91 -109,488.91 249990 3/18/11 CAD 10.707 .983 6,691,835.61 6,698,660.62 -6,825.01
SALE 3/17/11 60 AGRIUM INC 55,000.00 1,669.11 4,827,350.00 4,490,710.44 336,639.56 230190 3/22/11 CAD 87.800 .989 4,883,263.37 4,486,303.64 396,959.73
SALE 3/17/11 60 POTASH CORP SASK COM 100,000.00 3,034.75 5,442,100.00 4,951,400.13 490,699.87 230239 3/22/11 CAD 54.451 .989 5,505,133.78 4,928,536.20 576,597.58
SALE 3/18/11 60 IMPERIAL OIL LTD NPV 50,000.00 1,523.54 2,513,170.00 2,320,555.76 192,614.24 246211 3/23/11 CAD 50.293 .985 2,552,607.79 2,305,006.77 247,601.02
SALE 3/18/11 60 ROGERS COMMUNICATIONS 200,000.00 2,031.38 6,740,160.00 6,277,825.80 462,334.20 230243 3/23/11 CAD 33.711 .985 6,845,929.61 5,902,753.90 943,175.71
SALE 3/23/11 60 TRICAN WELL SERVIC COM 27,000.00 274.94 596,243.70 559,075.70 37,168.00 230908 3/28/11 CAD 22.093 .982 607,141.90 544,657.52 62,484.38
SALE 3/23/11 60 VITERRA INC 30,000.00 305.48 344,820.00 326,238.92 18,581.08 249990 3/28/11 CAD 11.504 .982 351,122.65 326,763.93 24,358.72
SALE 3/24/11 60 COGECO CABLE INC COMMO 42,000.00 1,292.57 1,821,582.00 1,565,961.05 255,620.95 253153 3/29/11 CAD 43.401 .975 1,868,672.55 1,523,462.10 345,210.45
SALE 3/24/11 60 MAGNA INT CLASS A 27,546.00 847.74 1,343,316.50 1,092,533.99 250,782.51 230225 3/29/11 CAD 48.796 .975 1,378,043.19 1,059,643.77 318,399.42
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 3/24/11 60 POTASH CORP SASK COM 100,000.00 3,077.55 5,454,840.00 4,951,400.13 503,439.87 230239 3/29/11 CAD 54.578 .975 5,595,855.56 4,928,536.20 667,319.36
SALE 3/24/11 60 TECK RESOURCES LTD. 60,000.00 1,846.53 3,187,746.00 2,189,305.86 998,440.14 241893 3/29/11 CAD 53.159 .975 3,270,153.88 2,115,443.52 1,154,710.36
SALE 3/24/11 60 THOMSON REUTERS GRP(FM 98,138.00 1,006.75 3,709,793.05 3,966,517.64 -256,724.59 230253 3/29/11 CAD 37.812 .975 3,805,696.60 3,462,077.91 343,618.69
SALE 3/24/11 60 TRICAN WELL SERVIC COM 93,000.00 954.04 2,054,881.50 1,925,705.20 129,176.30 230908 3/29/11 CAD 22.106 .975 2,108,003.18 1,876,042.58 231,960.60
SALE 3/24/11 60 VITERRA INC 140,000.00 1,436.19 1,600,354.00 1,522,448.30 77,905.70 249990 3/29/11 CAD 11.441 .975 1,641,725.48 1,524,898.35 116,827.13
SALE 3/24/11 60 YELLOW MEDIA INC 60,000.00 1,846.53 317,718.00 602,248.36 - 284,530.36 254202 3/29/11 CAD 5.325 .975 325,931.47 568,182.64 - 242,251.17
SALE 3/25/11 60 ARC RESOURCES LTD 100,000.00 1,022.65 2,715,120.00 2,537,613.48 177,506.52 255076 3/30/11 CAD 27.161 .978 2,776,622.18 2,559,872.10 216,750.08
SALE 3/25/11 60 ENCANA CORP 200,000.00 2,045.30 6,808,300.00 5,947,456.84 860,843.16 230210 3/30/11 CAD 34.052 .978 6,962,519.81 5,942,647.38 1,019,872.43
SALE 3/25/11 60 INMET MNG CORP NPV 70,000.00 2,147.57 4,414,550.00 4,178,983.65 235,566.35 251133 3/30/11 CAD 63.095 .978 4,514,547.22 4,119,398.97 395,148.25
SALE 3/25/11 60 TECK RESOURCES LTD. 100,000.00 3,067.96 5,305,080.00 3,648,843.09 1,656,236.91 241893 3/30/11 CAD 53.081 .978 5,425,249.27 3,525,739.19 1,899,510.08
SALE 3/25/11 60 THOMSON REUTERS GRP(FM 200,000.00 2,045.30 7,617,880.00 8,083,551.01 -465,671.01 230253 3/30/11 CAD 38.099 .978 7,790,438.21 7,055,529.80 734,908.41
SALE 3/25/11 60 TRICAN WELL SERVIC COM 120,000.00 1,227.18 2,656,656.00 2,484,780.90 171,875.10 230908 3/30/11 CAD 22.149 .978 2,716,833.87 2,420,700.10 296,133.77
SALE 3/25/11 60 VITERRA INC 130,000.00 1,329.45 1,504,360.00 1,413,702.00 90,658.00 249990 3/30/11 CAD 11.582 .978 1,538,436.37 1,415,977.04 122,459.33
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 POTASH CORP SASK COM 20,000.00 205.12 1,104,730.00 990,280.03 114,449.97 230239 3/31/11 CAD 55.247 .975 1,132,998.31 985,707.24 147,291.07
SALE 3/28/11 60 TRICAN WELL SERVIC COM 100,000.00 1,025.59 2,159,270.00 2,070,650.74 88,619.25 230908 3/31/11 CAD 21.603 .975 2,214,522.33 2,017,250.07 197,272.26
SALE 3/29/11 60 POTASH CORP SASK COM 180,000.00 1,843.41 9,985,284.00 8,912,520.24 1,072,763.76 230239 4/01/11 CAD 55.484 .976 10,226,108.86 8,871,365.16 1,354,743.70
SALE 3/29/11 60 TRICAN WELL SERVIC COM 100,000.00 1,024.12 2,120,280.00 2,070,650.75 49,629.25 230908 4/01/11 CAD 21.213 .976 2,171,416.87 2,017,250.08 154,166.79
SALE 3/30/11 60 ARC RESOURCES LTD 200,000.00 2,059.20 5,236,960.00 5,075,226.96 161,733.04 255076 4/04/11 CAD 26.195 .971 5,391,979.41 5,119,744.21 272,235.20
SALE 3/30/11 60 BAYTEX ENERGY CORP 40,200.00 413.90 2,238,818.39 1,867,857.70 370,960.69 255098 4/04/11 CAD 55.702 .971 2,305,089.72 1,868,831.67 436,258.05
SALE 3/30/11 60 BONIVISTA ENERGY CORP 90,000.00 926.64 2,665,548.00 2,625,783.23 39,764.77 255099 4/04/11 CAD 29.627 .971 2,744,450.97 2,642,349.79 102,101.18
SALE 3/30/11 60 CANADIAN NATURAL RESOU 60,000.00 617.76 2,877,336.00 2,152,588.66 724,747.34 230200 4/04/11 CAD 47.966 .971 2,962,508.11 2,096,546.29 865,961.82
SALE 3/30/11 60 CANADIAN TIRE CORP 6,700.00 34.49 426,066.40 296,921.47 129,144.93 230201 4/04/11 CAD 63.597 .971 438,678.40 269,904.83 168,773.57
SALE 3/30/11 60 CENOVUS ENERGY INC 300,000.00 3,088.80 11,425,260.00 9,685,674.13 1,739,585.87 249997 4/04/11 CAD 38.094 .971 11,763,459.46 9,684,058.25 2,079,401.21
SALE 3/30/11 60 CRESCENT POINT ENERGY 40,477.00 416.75 1,887,070.12 1,619,188.34 267,881.78 253818 4/04/11 CAD 46.631 .971 1,942,929.34 1,602,176.63 340,752.71
SALE 3/30/11 60 ENCANA CORP 77,300.00 397.94 2,608,990.95 2,298,692.07 310,298.88 230210 4/04/11 CAD 33.757 .971 2,686,219.77 2,296,833.21 389,386.56
SALE 3/30/11 60 ENSIGN ENERGY SERVICES 30,000.00 926.64 521,670.00 383,661.50 138,008.50 253819 4/04/11 CAD 17.419 .971 537,111.97 378,210.24 158,901.73
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25 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/30/11 60 IMPERIAL OIL LTD NPV 105,000.00 1,081.08 5,286,676.50 4,873,167.11 413,509.39 246211 4/04/11 CAD 50.359 .971 5,443,167.57 4,840,514.24 602,653.33
SALE 3/30/11 60 MAGNA INT CLASS A 62,500.00 321.75 2,951,481.25 2,478,885.30 472,595.95 230225 4/04/11 CAD 47.229 .971 3,038,848.13 2,404,259.63 634,588.50
SALE 3/30/11 60 NEXEN INC 20,800.00 214.16 506,600.64 457,821.87 48,778.77 230231 4/04/11 CAD 24.366 .971 521,596.54 440,938.90 80,657.64
SALE 3/30/11 60 PENN WEST PETROLEUM LT 91,397.00 941.02 2,461,842.16 1,473,601.03 988,241.13 255102 4/04/11 CAD 26.946 .971 2,534,715.22 1,134,681.07 1,400,034.15
SALE 3/30/11 60 POTASH CORP SASK COM 100,000.00 514.80 5,644,840.00 4,951,400.13 693,439.87 230239 4/04/11 CAD 56.453 .971 5,811,933.08 4,928,536.20 883,396.88
SALE 3/30/11 60 PRECISION DRILLING COR 54,285.00 558.92 696,845.68 1,003,426.50 -306,580.82 252214 4/04/11 CAD 12.847 .971 717,473.03 830,709.30 - 113,236.27
SALE 3/30/11 60 SUNCOR ENERGY INC 500,000.00 5,148.01 21,675,750.00 17,841,383.04 3,834,366.96 248036 4/04/11 CAD 43.362 .971 22,317,374.52 17,424,771.49 4,892,603.03
SALE 3/30/11 60 TALISMAN ENERGY INC 285,000.00 2,934.36 6,786,790.50 5,938,714.88 848,075.62 230249 4/04/11 CAD 23.823 .971 6,987,686.49 5,899,325.84 1,088,360.65
SALE 3/30/11 60 VITERRA INC 116,600.00 600.26 1,378,620.10 1,267,981.95 110,638.15 249990 4/04/11 CAD 11.829 .971 1,419,428.67 1,270,022.49 149,406.18
SALE 3/31/11 60 CANADIAN TIRE CORP 17,481.00 89.86 1,121,834.42 774,699.14 347,135.28 230201 4/05/11 CAD 64.179 .973 1,153,260.78 704,209.89 449,050.89
SALE 3/31/11 60 CENOVUS ENERGY INC 100,000.00 514.01 3,822,390.00 3,228,558.04 593,831.96 249997 4/05/11 CAD 38.229 .973 3,929,468.00 3,228,019.41 701,448.59
SALE 3/31/11 60 CENOVUS ENERGY INC 200,000.00 2,056.03 7,594,000.00 6,457,116.08 1,136,883.92 249997 4/05/11 CAD 37.980 .973 7,806,733.49 6,456,038.83 1,350,694.66
SALE 3/31/11 60 ENCANA CORP 222,700.00 1,144.69 7,499,979.25 6,622,493.19 877,486.06 230210 4/05/11 CAD 33.683 .973 7,710,078.90 6,617,137.85 1,092,941.05
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/31/11 60 ENERPLUS CORP 50,000.00 257.00 1,540,495.00 1,214,944.51 325,550.49 255074 4/05/11 CAD 30.815 .973 1,583,649.45 1,172,910.88 410,738.57
SALE 3/31/11 60 IMPERIAL OIL LTD NPV 50,000.00 257.00 2,473,975.00 2,320,555.76 153,419.24 246211 4/05/11 CAD 49.485 .973 2,543,279.36 2,305,006.77 238,272.59
SALE 3/31/11 60 IMPERIAL OIL LTD NPV 95,000.00 976.61 4,758,360.00 4,409,055.95 349,304.05 246211 4/05/11 CAD 50.098 .973 4,891,657.67 4,379,512.87 512,144.80
SALE 3/31/11 60 MAGNA INT CLASS A 47,500.00 244.15 2,229,673.75 1,883,952.83 345,720.92 230225 4/05/11 CAD 46.946 .973 2,292,134.41 1,827,237.32 464,897.09
SALE 3/31/11 60 SUNCOR ENERGY INC 158,000.00 812.13 6,904,252.40 5,637,877.04 1,266,375.36 248036 4/05/11 CAD 43.703 .973 7,097,663.74 5,506,227.79 1,591,435.95
SALE 3/31/11 60 TALISMAN ENERGY INC 300,000.00 1,542.02 7,167,780.00 6,251,278.83 916,501.17 230249 4/05/11 CAD 23.898 .973 7,368,573.63 6,209,816.69 1,158,756.94
SALE 3/31/11 60 TECK RESOURCES LTD. 200,000.00 1,028.01 10,233,020.00 7,297,686.19 2,935,333.81 241893 4/05/11 CAD 51.170 .973 10,519,681.32 7,051,478.40 3,468,202.92
SALE 3/31/11 60 VITERRA INC 133,400.00 685.68 1,593,316.26 1,450,675.74 142,640.52 249990 4/05/11 CAD 11.949 .973 1,637,950.41 1,453,010.29 184,940.12 ------12,738,516.00 163,491.42 407,137,984.19 372,123,115.50 35,014,868.68 417,356,501.91 362,503,253.83 54,853,248.08 98 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 3/14/11 60 AXA 1,000,000.00 30,076.76 14,326,378.15 14,183,946.59 142,431.56 226044 3/17/11 EUR 14.348 .716 20,021,099.65 18,419,253.78 1,601,845.87
SALE 3/15/11 60 THEOLIA EUR 1.0 1,132,554.00 3,194.44 1,522,357.22 11,265,929.82 -9,743,572.60
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237272 3/18/11 EUR 1.346 .716 2,126,428.88 15,246,764.91 -13,120,336.03
SALE 3/18/11 60 CNP ASSURANCES EUR 4.0 27,115.00 835.24 393,262.73 370,813.13 22,449.60 245379 3/23/11 EUR 14.525 .707 555,994.55 507,429.42 48,565.13
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/21/11 60 CNP ASSURANCES EUR 4.0 292,885.00 9,120.01 4,279,942.41 4,005,369.82 274,572.59 245379 3/24/11 EUR 14.635 .705 6,070,883.35 5,481,042.43 589,840.92
SALE 3/22/11 60 CNP ASSURANCES EUR 4.0 54,000.00 1,699.38 795,990.02 738,480.87 57,509.15 245379 3/25/11 EUR 14.763 .704 1,131,222.01 1,010,554.62 120,667.39
SALE 3/22/11 60 CNP ASSURANCES EUR 4.0 149,900.00 4,713.46 2,207,783.29 2,049,968.20 157,815.09 245379 3/25/11 EUR 14.750 .704 3,137,593.41 2,805,224.79 332,368.62
SALE 3/22/11 60 CNP ASSURANCES EUR 4.0 265,000.00 8,364.58 3,917,969.22 3,624,026.50 293,942.72 245379 3/25/11 EUR 14.807 .704 5,568,025.84 4,959,203.25 608,822.59
SALE 3/22/11 60 CNP ASSURANCES EUR 4.0 50,000.00 1,572.82 736,708.28 683,778.58 52,929.70 245379 3/25/11 EUR 14.756 .704 1,046,973.70 935,698.72 111,274.98
SALE 3/23/11 60 CNP ASSURANCES EUR 4.0 161,100.00 5,034.02 2,372,628.49 2,203,134.60 169,493.89 245379 3/28/11 EUR 14.750 .708 3,350,980.86 3,014,821.30 336,159.56
SALE 3/31/11 60 BOUYGUES EUR 1.0 84,000.00 6,081.30 2,852,596.68 4,105,396.47 -1,252,799.79 238549 4/05/11 EUR 34.011 .705 4,048,119.81 5,942,147.27 -1,894,027.46
SALE 3/31/11 60 MERSEN 69,091.00 5,764.06 2,703,787.25 2,736,761.67 -32,974.42 252070 4/05/11 EUR 39.193 .705 3,836,944.35 3,932,905.42 -95,961.07 ------3,285,645.00 76,456.07 36,109,403.74 45,967,606.25 -9,858,202.51 50,894,266.41 62,255,045.91 - 11,360,779.50 11 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 3/02/11 60 YAMADA DENKI CO 107,980.00 9,714.03 660,286,903.00 659,181,388.02 1,105,514.98 228268 3/07/11 JPY 6122.24 81.665 8,085,310.76 7,139,661.29 945,649.47
SALE 3/14/11 60 TOKYO ELECTRIC POWER C 15,600.00 371.65 25,257,255.00 37,847,216.37 -12,589,961.37 241669 3/17/11 JPY 1621.00 81.650 309,335.64 409,353.51 - 100,017.87
SALE 3/16/11 60 AEON CO LTD 197,800.00 650.20 173,768,600.00 176,115,731.15 -2,347,131.15 245452 3/22/11 JPY 878.770 80.200 2,166,690.77 1,857,506.37 309,184.40
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 AJINOMOTO CO INC NPV 205,200.00 630.69 168,552,225.00 179,703,165.55 -11,150,940.55 245406 3/22/11 JPY 821.651 80.200 2,101,648.69 1,991,569.03 110,079.66
SALE 3/16/11 60 ASAHI BREWERIES LTD 119,300.00 613.29 163,903,408.00 195,064,137.56 -31,160,729.56 243254 3/22/11 JPY 1374.28 80.200 2,043,683.39 2,300,318.34 -256,634.95
SALE 3/16/11 60 ASAHI GLASS CO LTD JPY 270,800.00 1,026.18 274,250,503.00 267,883,737.23 6,366,765.77 245073 3/22/11 JPY 1013.04 80.200 3,419,582.33 3,207,527.35 212,054.98
SALE 3/16/11 60 ASAHI KASEI CORP 389,400.00 745.52 199,243,813.00 172,353,002.02 26,890,810.98 249124 3/22/11 JPY 511.822 80.200 2,484,336.82 1,919,746.21 564,590.61
SALE 3/16/11 60 ASTELLAS PHARMA INC 99,000.00 1,067.18 285,207,415.00 336,242,259.25 -51,034,844.25 244460 3/22/11 JPY 2881.74 80.200 3,556,202.18 3,551,687.70 4,514.48
SALE 3/16/11 60 BANK OF YOKOHAMA LTD/T 379,400.00 512.82 137,051,458.00 178,815,650.05 -41,764,192.05 244586 3/22/11 JPY 361.341 80.200 1,708,871.05 1,895,050.37 -186,179.32
SALE 3/16/11 60 BRIDGESTONE CORP 188,400.00 1,207.61 322,737,741.00 303,573,759.87 19,163,981.13 210757 3/22/11 JPY 1713.55 80.200 4,024,161.36 3,601,617.71 422,543.65
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SALE 3/16/11 60 CANON INC. 141,700.00 1,920.62 513,292,813.00 542,309,522.09 -29,016,709.09 14464 3/22/11 JPY 3623.47 80.200 6,400,159.76 6,247,823.03 152,336.73
SALE 3/16/11 60 CENTRAL JAPAN RAILWAY 400.00 905.04 241,875,516.00 268,905,257.30 -27,029,741.30 241712 3/22/11 JPY 604870. 80.200 3,015,904.19 2,946,058.06 69,846.13
SALE 3/16/11 60 CHUBU ELECTRIC POWER C 94,300.00 648.07 173,196,475.00 208,849,749.83 -35,653,274.83 241668 3/22/11 JPY 1837.20 80.200 2,159,557.04 2,280,385.54 -120,828.50
SALE 3/16/11 60 CHUGOKU ELECTRIC POWER 85,900.00 492.61 131,649,995.00 171,066,044.00 -39,416,049.00 245395 3/22/11 JPY 1533.05 80.200 1,641,521.13 1,892,865.49 -251,344.36
SALE 3/16/11 60 DAI NIPPON PRINTING CO 173,100.00 562.61 150,357,730.00 213,785,842.56 -63,428,112.56 249051 3/22/11 JPY 868.878 80.200 1,874,784.66 2,246,880.67 -372,096.01
SALE 3/16/11 60 DAI-ICHI LIFE INSURANC 1,700.00 799.40 213,643,188.00 270,075,024.98 -56,431,836.98 251928 3/22/11 JPY 125710. 80.200 2,663,880.15 2,914,373.85 -250,493.70
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 DAIICHI SANKYO CO LTD 207,700.00 1,189.01 317,767,246.00 372,755,667.57 -54,988,421.57 241711 3/22/11 JPY 1530.39 80.200 3,962,185.11 4,083,568.05 -121,382.94
SALE 3/16/11 60 DAIWA SECURITIES GROUP 512,500.00 704.44 188,262,142.00 253,557,296.63 -65,295,154.63 225427 3/22/11 JPY 367.451 80.200 2,347,408.25 2,745,953.08 -398,544.83
SALE 3/16/11 60 DENSO CORP 149,900.00 1,430.02 382,178,115.00 422,509,526.02 -40,331,411.02 231704 3/22/11 JPY 2550.31 80.200 4,765,313.15 4,874,411.91 -109,098.76
SALE 3/16/11 60 EAST JAPAN RAILWAY 100,900.00 1,642.46 438,952,878.00 645,955,756.70 -207002878.70 212437 3/22/11 JPY 4351.68 80.200 5,473,227.91 7,096,528.80 -1,623,300.89
SALE 3/16/11 60 EISAI CO LTD NPV 77,800.00 865.55 231,321,585.00 262,445,147.14 -31,123,562.14 249125 3/22/11 JPY 2974.17 80.200 2,884,309.04 2,922,469.53 -38,160.49
SALE 3/16/11 60 FANUC LTD 26,300.00 1,169.46 312,544,508.00 209,656,643.66 102,887,864.34 220993 3/22/11 JPY 11887.3 80.200 3,897,063.69 2,176,884.69 1,720,179.00
SALE 3/16/11 60 FAST RETAILING CO LTD 14,700.00 542.89 145,091,259.00 185,563,426.24 -40,472,167.24 241347 3/22/11 JPY 9873.11 80.200 1,809,117.94 2,110,076.69 -300,958.75
SALE 3/16/11 60 FUJIFILM HOLDINGS CORP 66,500.00 584.04 156,086,761.00 193,880,151.55 -37,793,390.55 245420 3/22/11 JPY 2347.87 80.200 1,946,218.97 2,308,659.16 -362,440.19
SALE 3/16/11 60 FUJITSU LTD 429,600.00 703.37 187,975,987.00 240,850,618.79 -52,874,631.79 244550 3/22/11 JPY 437.692 80.200 2,343,840.24 2,766,757.94 -422,917.70
SALE 3/16/11 60 HITACHI LTD 842,900.00 1,306.83 349,256,001.00 326,474,446.24 22,781,554.76 241346 3/22/11 JPY 414.475 80.200 4,354,812.98 3,424,511.77 930,301.21
SALE 3/16/11 60 HONDA MOTOR CO LTD 317,200.00 3,699.10 988,597,012.00 969,993,305.79 18,603,706.21 9605 3/22/11 JPY 3117.57 80.200 12,326,646.03 11,047,923.53 1,278,722.50
SALE 3/16/11 60 HOYA CORP 127,600.00 845.55 225,975,013.00 251,730,485.89 -25,755,472.89 245255 3/22/11 JPY 1771.49 80.200 2,817,643.55 2,858,315.84 -40,672.29
SALE 3/16/11 60 JFE HOLDINGS INC 121,400.00 968.82 258,919,695.00 414,297,158.03 -155377463.03 223579 3/22/11 JPY 2133.42 80.200 3,228,425.12 4,363,298.22 -1,134,873.10
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 JX HOLDINGS INC 479,000.00 857.78 229,244,121.00 224,195,469.88 5,048,651.12 251348 3/22/11 JPY 478.733 80.200 2,858,405.50 2,473,534.77 384,870.73
SALE 3/16/11 60 KANSAI ELECTRIC POWER 114,600.00 800.09 213,825,628.00 248,857,374.70 -35,031,746.70 241670 3/22/11 JPY 1866.40 80.200 2,666,154.96 2,710,951.94 -44,796.98
SALE 3/16/11 60 KAO CORP 136,300.00 1,013.25 270,794,937.00 310,332,415.83 -39,537,478.83 243356 3/22/11 JPY 1987.35 80.200 3,376,495.47 3,430,791.36 -54,295.89
SALE 3/16/11 60 KDDI CORP 900.00 1,708.34 456,560,746.00 470,464,492.03 -13,903,746.03 241277 3/22/11 JPY 507441. 80.200 5,692,777.38 5,162,565.23 530,212.15
SALE 3/16/11 60 KEYENCE CORP 12,800.00 985.51 263,379,962.00 245,671,514.71 17,708,447.29 244669 3/22/11 JPY 20582.7 80.200 3,284,039.43 2,606,967.62 677,071.81
SALE 3/16/11 60 KINTETSU CORP NPV 503,800.00 475.34 127,035,050.00 177,851,419.70 -50,816,369.70
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245432 3/22/11 JPY 252.229 80.200 1,583,978.18 1,968,314.37 -384,336.19
SALE 3/16/11 60 KIRIN HOLDINGS COMPANY 174,600.00 680.16 181,776,056.00 220,607,410.45 -38,831,354.45 245416 3/22/11 JPY 1041.41 80.200 2,266,534.36 2,318,181.43 -51,647.07
SALE 3/16/11 60 KOMATSU LTD 147,300.00 1,403.10 374,982,576.00 250,690,062.12 124,292,513.88 231469 3/22/11 JPY 2546.47 80.200 4,675,593.22 2,692,836.37 1,982,756.85
SALE 3/16/11 60 KUBOTA CORP Y50 337,100.00 949.93 253,870,719.00 262,785,922.36 -8,915,203.36 242022 3/22/11 JPY 753.328 80.200 3,165,470.31 3,101,422.45 64,047.86
SALE 3/16/11 60 KYUSHU ELECTRIC POWER 117,000.00 704.99 188,410,324.00 237,971,792.66 -49,561,468.66 245391 3/22/11 JPY 1610.82 80.200 2,349,255.91 2,632,049.04 -282,793.13
SALE 3/16/11 60 MITSUBISHI CORP 206,300.00 1,579.69 422,178,301.00 392,456,968.47 29,721,332.53 230635 3/22/11 JPY 2047.04 80.200 5,264,068.59 4,081,205.85 1,182,862.74
SALE 3/16/11 60 MITSUBISHI ESTATE 290,600.00 1,562.63 417,616,420.00 439,309,984.98 -21,693,564.98 231470 3/22/11 JPY 1437.51 80.200 5,207,187.28 4,693,915.49 513,271.79
SALE 3/16/11 60 MITSUBISHI HEAVY INDUS 924,700.00 1,050.89 280,852,987.00 331,178,184.24 -50,325,197.24 245069 3/22/11 JPY 303.814 80.200 3,501,907.57 3,499,953.30 1,954.27
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: 31 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 MITSUBISHI UFJ FINANCI 1,749,900.00 2,492.91 666,235,485.00 924,024,757.79 -257789272.79 219545 3/22/11 JPY 380.842 80.200 8,307,175.62 10,158,162.85 -1,850,987.23
SALE 3/16/11 60 MITSUI FUDOSAN CO LTD 261,100.00 1,375.05 367,485,857.00 417,052,373.30 -49,566,516.30 229918 3/22/11 JPY 1407.87 80.200 4,582,117.92 4,467,764.56 114,353.36
SALE 3/16/11 60 MITSUI OSK LINES LTD 353,300.00 600.89 160,589,193.00 216,991,967.75 -56,402,774.75 244665 3/22/11 JPY 454.677 80.200 2,002,359.01 2,323,555.41 -321,196.40
SALE 3/16/11 60 MS&AD INSURANCE GROUP 110,900.00 723.70 193,412,798.00 273,616,226.04 -80,203,428.04 251355 3/22/11 JPY 1744.55 80.200 2,411,630.90 3,009,030.91 -597,400.01
SALE 3/16/11 60 MURATA MANUFACTURING C 66,000.00 1,306.40 349,137,025.00 272,926,337.80 76,210,687.20 244667 3/22/11 JPY 5291.54 80.200 4,353,329.49 3,034,152.23 1,319,177.26
SALE 3/16/11 60 NGK INSULATORS LTD JPY 78,000.00 344.89 92,171,343.00 153,840,324.34 -61,668,981.34 245421 3/22/11 JPY 1182.03 80.200 1,149,268.62 1,698,974.34 -549,705.72
SALE 3/16/11 60 NIDEC CORP NPV 24,700.00 625.72 167,227,818.00 189,624,089.45 -22,396,271.45 245266 3/22/11 JPY 6772.38 80.200 2,085,134.89 2,240,292.67 -155,157.78
SALE 3/16/11 60 NINTENDO CO LTD JPY 50 20,700.00 1,685.05 450,334,028.00 509,091,320.60 -58,757,292.60 233668 3/22/11 JPY 21761.7 80.200 5,615,137.51 5,490,079.24 125,058.27
SALE 3/16/11 60 NIPPON STEEL CORP NPV 1,251,500.00 1,146.81 306,486,479.00 460,404,385.94 -153917906.94 227689 3/22/11 JPY 244.969 80.200 3,821,527.17 4,815,077.59 -993,550.42
SALE 3/16/11 60 NIPPON TELEGRAPH & TEL 46,100.00 648.95 173,433,461.00 189,089,670.92 -15,656,209.92 14460 3/22/11 JPY 3763.24 80.200 2,162,511.98 2,186,512.87 -24,000.89
SALE 3/16/11 60 NISSAN MOTOR CO LTD NP 611,100.00 1,693.70 452,647,588.00 437,287,990.23 15,359,597.77 245070 3/22/11 JPY 740.932 80.200 5,643,984.89 5,024,831.40 619,153.49
SALE 3/16/11 60 NKSJ HOLDINGS INC 319,800.00 622.99 166,497,271.00 192,019,373.12 -25,522,102.12 251351 3/22/11 JPY 520.786 80.200 2,076,025.82 2,114,844.62 -38,818.80
SALE 3/16/11 60 NOMURA HOLDINGS INC NP 595,200.00 931.81 249,027,242.00 408,323,531.06 -159296289.06 245071 3/22/11 JPY 418.518 80.200 3,105,077.83 4,333,812.71 -1,228,734.88
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 NTT DOCOMO INC 2,400.00 1,313.74 351,101,968.00 364,041,670.45 -12,939,702.45 238741 3/22/11 JPY 146336. 80.200 4,377,830.02 4,316,212.04 61,617.98
SALE 3/16/11 60 OLYMPUS CORP JPY 50.0 47,700.00 387.59 103,585,264.00 113,599,949.11 -10,014,685.11 249126 3/22/11 JPY 2172.25 80.200 1,291,586.83 1,264,560.19 27,026.64
SALE 3/16/11 60 ORIX CORP 32,600.00 943.40 252,126,040.00 177,545,098.13 74,580,941.87 244531 3/22/11 JPY 7736.24 80.200 3,143,716.21 1,971,275.90 1,172,440.31
SALE 3/16/11 60 OSAKA GAS CO LTD JPY 5 599,800.00 634.48 169,566,437.00 189,495,478.51 -19,929,041.51 245147 3/22/11 JPY 282.790 80.200 2,114,294.73 2,099,258.26 15,036.47
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SALE 3/16/11 60 PANASONIC CORP 497,400.00 1,717.57 459,026,566.00 709,752,898.79 -250726332.79 243112 3/22/11 JPY 923.129 80.200 5,723,523.27 7,503,692.13 -1,780,168.86
SALE 3/16/11 60 RESONA HOLDINGS INC 150,500.00 208.25 55,655,235.00 172,393,772.55 -116738537.55 249127 3/22/11 JPY 369.913 80.200 693,955.55 1,920,728.75 -1,226,773.20
SALE 3/16/11 60 RICOH CO LTD 102,000.00 333.02 89,000,402.00 131,144,571.27 -42,144,169.27 245256 3/22/11 JPY 872.815 80.200 1,109,730.70 1,493,173.98 -383,443.28
SALE 3/16/11 60 ROHM CO LTD JPY 50.0 25,700.00 483.83 129,304,198.00 162,434,049.30 -33,129,851.30 245118 3/22/11 JPY 5032.80 80.200 1,612,271.80 1,713,609.87 -101,338.07
SALE 3/16/11 60 SECOM CO LTD 64,800.00 893.78 238,863,907.00 285,456,295.25 -46,592,388.25 245149 3/22/11 JPY 3687.27 80.200 2,978,352.96 3,155,793.16 -177,440.20
SALE 3/16/11 60 SEVEN + I HOLDINGS CO 139,600.00 1,036.55 277,020,468.00 323,919,782.62 -46,899,314.62 243214 3/22/11 JPY 1984.98 80.200 3,454,120.55 3,501,540.23 -47,419.68
SALE 3/16/11 60 SHARP CORP NPV 309,400.00 841.25 224,826,141.00 320,580,859.30 -95,754,718.30 244727 3/22/11 JPY 726.870 80.200 2,803,318.47 3,456,123.20 -652,804.73
SALE 3/16/11 60 SHIN-ETSU CHEMICAL 111,700.00 1,531.23 409,228,195.00 595,288,390.76 -186060195.76 220990 3/22/11 JPY 3664.73 80.200 5,102,595.95 6,274,218.95 -1,171,623.00
SALE 3/16/11 60 SHIONOGI + CO LTD NPV 92,200.00 432.71 115,642,994.00 191,062,557.44 -75,419,563.44 245124 3/22/11 JPY 1254.63 80.200 1,441,932.59 2,117,253.75 -675,321.16
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 SHISEIDO CO LTD JPY 50 99,000.00 539.30 144,129,547.00 173,842,123.80 -29,712,576.80 243357 3/22/11 JPY 1456.29 80.200 1,797,126.52 1,936,072.88 -138,946.36
SALE 3/16/11 60 SHIZUOKA BANK LTD/THE 186,100.00 439.28 117,398,895.00 171,240,651.06 -53,841,756.06 244529 3/22/11 JPY 631.027 80.200 1,463,826.62 1,803,045.99 -339,219.37
SALE 3/16/11 60 SMC CORP/JAPAN JPY 50. 16,600.00 809.66 216,384,065.00 175,137,054.67 41,247,010.33 245351 3/22/11 JPY 13039.0 80.200 2,698,055.67 1,864,119.17 833,936.50
SALE 3/16/11 60 SOFTBANK CORP NPV 118,800.00 1,355.49 362,257,925.00 223,998,602.69 138,259,322.31 245151 3/22/11 JPY 3050.22 80.200 4,516,931.73 2,475,683.11 2,041,248.62
SALE 3/16/11 60 SUMITOMO CHEMICAL CO L 488,900.00 661.81 176,870,446.00 201,981,913.45 -25,111,467.45 241278 3/22/11 JPY 361.881 80.200 2,205,367.16 2,193,617.04 11,750.12
SALE 3/16/11 60 SUMITOMO ELECTRIC INDU 82,700.00 323.99 86,586,520.00 98,527,702.64 -11,941,182.64 221169 3/22/11 JPY 1047.31 80.200 1,079,632.42 1,059,755.25 19,877.17
SALE 3/16/11 60 SUMITOMO METAL IND JPY 1,040,200.00 634.43 169,553,105.00 244,386,236.95 -74,833,131.95 231548 3/22/11 JPY 163.049 80.200 2,114,128.49 2,665,646.39 -551,517.90
SALE 3/16/11 60 SUMITOMO MITSUI FINANC 227,200.00 2,175.64 581,445,609.00 750,206,668.11 -168761059.11 231251 3/22/11 JPY 2559.94 80.200 7,249,945.25 8,219,958.72 -970,013.47
SALE 3/16/11 60 SUMITOMO REALTY 118,700.00 732.71 195,818,897.00 205,650,493.97 -9,831,596.97 229917 3/22/11 JPY 1650.19 80.200 2,441,632.13 2,242,964.85 198,667.28
SALE 3/16/11 60 SUMITOMO TRUST & BANKI 439,800.00 693.97 185,465,442.00 218,892,646.89 -33,427,204.89 223107 3/22/11 JPY 421.831 80.200 2,312,536.68 2,376,185.88 -63,649.20
SALE 3/16/11 60 SUZUKI MOTOR CORP 109,000.00 713.69 190,737,289.00 217,787,672.05 -27,050,383.05 244719 3/22/11 JPY 1750.40 80.200 2,378,270.44 2,572,146.74 -193,876.30
SALE 3/16/11 60 T&D HOLDINGS INC 87,000.00 659.35 176,213,844.00 207,028,866.03 -30,815,022.03 232920 3/22/11 JPY 2026.05 80.200 2,197,180.10 2,338,217.43 -141,037.33
SALE 3/16/11 60 TAKEDA PHARMACEUTICAL 115,200.00 1,614.49 431,476,016.00 462,895,199.60 -31,419,183.60 12313 3/22/11 JPY 3746.57 80.200 5,380,000.20 4,972,675.32 407,324.88
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 TDK CORP 22,800.00 383.64 102,530,233.00 116,969,098.46 -14,438,865.46 244668 3/22/11 JPY 4498.29 80.200 1,278,431.83 1,342,550.67 -64,118.84
SALE 3/16/11 60 TERUMO CORP JPY 50.0 34,100.00 527.13 140,879,224.00 143,847,546.50 -2,968,322.50 245260 3/22/11 JPY 4132.59 80.200 1,756,598.80 1,513,433.02 243,165.78
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
SALE 3/16/11 60 TOKIO MARINE HOLDINGS 33,800.00 287.09 76,727,997.00 81,285,875.18 -4,557,878.18 245267 3/22/11 JPY 2270.74 80.200 956,708.19 968,935.08 - 12,226.89
SALE 3/16/11 60 TOKYO ELECTRIC POWER C 21,500.00 74.06 19,795,560.00 52,161,227.69 -32,365,667.69 241669 3/22/11 JPY 921.000 80.200 246,827.43 564,173.11 - 317,345.68
SALE 3/16/11 60 TOKYO GAS CO LTD 590,800.00 735.95 196,683,462.00 228,906,012.09 -32,222,550.09 243898 3/22/11 JPY 333.010 80.200 2,452,412.24 2,582,128.20 -129,715.96
SALE 3/16/11 60 TOSHIBA CORP 707,000.00 886.48 236,915,870.00 309,580,766.57 -72,664,896.57 220991 3/22/11 JPY 335.201 80.200 2,954,063.22 3,599,439.07 -645,375.85
SALE 3/16/11 60 WEST JAPAN RAILWAY CO 500.00 556.56 148,742,759.00 166,026,202.28 -17,283,443.28 245431 3/22/11 JPY 297574. 80.200 1,854,647.87 1,837,803.94 16,843.93
SALE 3/16/11 60 YAMATO HOLDINGS CO LTD 122,700.00 526.52 140,715,287.00 153,479,323.86 -12,764,036.86 245354 3/22/11 JPY 1147.16 80.200 1,754,554.70 1,616,577.02 137,977.68
SALE 3/17/11 60 TOKYO ELECTRIC POWER C 107,300.00 317.43 83,302,873.00 260,320,917.71 -177018044.71 241669 3/23/11 JPY 776.588 78.750 1,057,814.26 2,815,617.45 -1,757,803.19
SALE 3/18/11 60 AJINOMOTO CO INC NPV 562,110.00 1,456.51 472,581,260.00 492,265,820.60 -19,684,560.60 245406 3/24/11 JPY 840.938 81.135 5,824,628.83 5,455,559.79 369,069.04
SALE 3/18/11 60 ASAHI GLASS CO LTD JPY 196,100.00 614.14 199,262,721.00 193,988,186.38 5,274,534.62 245073 3/24/11 JPY 1016.38 81.135 2,455,940.36 2,322,733.07 133,207.29
SALE 3/18/11 60 ASAHI KASEI CORP 282,000.00 446.66 144,924,647.00 124,816,503.78 20,108,143.22 249124 3/24/11 JPY 514.046 81.135 1,786,216.15 1,390,263.05 395,953.10
SALE 3/18/11 60 ASTELLAS PHARMA INC 71,700.00 644.75 209,196,387.00 243,520,908.97 -34,324,521.97 244460 3/24/11 JPY 2918.39 81.135 2,578,374.15 2,572,282.91 6,091.24
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: 35 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 BANK OF YOKOHAMA LTD/T 274,800.00 314.24 101,957,648.00 129,516,448.69 -27,558,800.69 244586 3/24/11 JPY 371.118 81.135 1,256,641.99 1,372,587.88 -115,945.89
SALE 3/18/11 60 CANON INC. 102,700.00 1,107.68 359,401,074.00 393,050,020.59 -33,648,946.59 14464 3/24/11 JPY 3500.39 81.135 4,429,667.52 4,528,238.71 -98,571.19
SALE 3/18/11 60 CENTRAL JAPAN RAILWAY 300.00 580.18 188,247,827.00 201,678,942.97 -13,431,115.97 241712 3/24/11 JPY 627649. 81.135 2,320,180.28 2,209,543.54 110,636.74
SALE 3/18/11 60 CHUBU ELECTRIC POWER C 68,300.00 419.08 135,972,601.00 151,266,573.84 -15,293,972.84 241668 3/24/11 JPY 1991.31 81.135 1,675,880.95 1,651,647.22 24,233.73
SALE 3/18/11 60 CHUGOKU ELECTRIC POWER 62,600.00 319.46 103,648,483.00 124,665,126.36 -21,016,643.36 245395 3/24/11 JPY 1656.14 81.135 1,277,481.76 1,379,433.99 -101,952.23
SALE 3/18/11 60 DAI NIPPON PRINTING CO 125,400.00 346.64 112,471,463.00 154,874,319.22 -42,402,856.22 249051 3/24/11 JPY 897.126 81.135 1,386,226.20 1,627,722.91 -241,496.71
SALE 3/18/11 60 DAI-ICHI LIFE INSURANC 1,200.00 480.38 155,867,924.00 190,641,194.11 -34,773,270.11 251928 3/24/11 JPY 129922. 81.135 1,921,093.54 2,057,205.07 -136,111.53
SALE 3/18/11 60 DAIICHI SANKYO CO LTD 150,500.00 714.49 231,821,263.00 270,099,797.64 -38,278,534.64 241711 3/24/11 JPY 1540.72 81.135 2,857,228.85 2,958,964.82 -101,735.97
SALE 3/18/11 60 DAIKIN INDUSTRIES LTD 59,300.00 437.37 141,906,714.00 187,419,088.38 -45,512,374.38 245450 3/24/11 JPY 2393.62 81.135 1,749,019.71 2,072,299.52 -323,279.81
SALE 3/18/11 60 DAIWA SECURITIES GROUP 371,200.00 431.43 139,980,300.00 183,649,694.65 -43,669,394.65 225427 3/24/11 JPY 377.196 81.135 1,725,276.39 1,988,873.72 -263,597.33
SALE 3/18/11 60 DENSO CORP 108,600.00 875.16 283,953,832.00 306,100,964.15 -22,147,132.15 231704 3/24/11 JPY 2615.33 81.135 3,499,769.91 3,531,428.51 -31,658.60
SALE 3/18/11 60 EAST JAPAN RAILWAY 73,100.00 1,033.23 335,236,922.00 467,981,821.75 -132744899.75 212437 3/24/11 JPY 4587.15 81.135 4,131,841.03 5,141,290.93 -1,009,449.90
SALE 3/18/11 60 EISAI CO LTD NPV 56,300.00 522.34 169,480,872.00 189,918,531.92 -20,437,659.92 249125 3/24/11 JPY 3011.07 81.135 2,088,874.99 2,114,846.20 -25,971.21
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
SALE 3/18/11 60 FAST RETAILING CO LTD 10,600.00 332.53 107,893,020.00 133,807,640.69 -25,914,620.69 241347 3/24/11 JPY 10181.1 81.135 1,329,796.27 1,521,551.90 -191,755.63
SALE 3/18/11 60 FUJIFILM HOLDINGS CORP 48,100.00 349.11 113,268,474.00 140,235,117.14 -26,966,643.14 245420 3/24/11 JPY 2355.44 81.135 1,396,049.47 1,669,872.27 -273,822.80
SALE 3/18/11 60 FUJITSU LTD 311,100.00 426.61 138,417,984.00 174,414,868.49 -35,996,884.49 244550 3/24/11 JPY 445.042 81.135 1,706,020.63 2,003,580.99 -297,560.36
SALE 3/18/11 60 HAKUHODO DY HOLDINGS I 4,650.00 63.70 20,663,432.00 20,690,745.00 -27,313.00 245284 3/24/11 JPY 4444.86 81.135 254,679.63 211,778.35 42,901.28
SALE 3/18/11 60 HITACHI LTD 610,500.00 769.91 249,802,790.00 236,460,611.50 13,342,178.50 241346 3/24/11 JPY 409.280 81.135 3,078,853.64 2,480,323.21 598,530.43
SALE 3/18/11 60 HONDA MOTOR CO LTD 229,700.00 2,200.96 714,119,722.00 702,419,490.35 11,700,231.65 9605 3/24/11 JPY 3109.70 81.135 8,801,623.49 8,000,340.59 801,282.90
SALE 3/18/11 60 HOYA CORP 92,400.00 525.40 170,465,476.00 182,287,593.23 -11,822,117.23 245255 3/24/11 JPY 1845.32 81.135 2,101,010.37 2,069,814.92 31,195.45
SALE 3/18/11 60 JFE HOLDINGS INC 88,000.00 604.65 196,184,641.00 300,314,249.65 -104129608.65 223579 3/24/11 JPY 2229.92 81.135 2,418,002.60 3,162,852.09 -744,849.49
SALE 3/18/11 60 JX HOLDINGS INC 347,000.00 563.12 182,706,511.00 162,413,002.18 20,293,508.82 251348 3/24/11 JPY 526.663 81.135 2,251,882.80 1,791,892.62 459,990.18
SALE 3/18/11 60 KANSAI ELECTRIC POWER 83,000.00 508.92 165,120,210.00 180,237,016.58 -15,116,806.58 241670 3/24/11 JPY 1989.89 81.135 2,035,129.23 1,963,429.42 71,699.81
SALE 3/18/11 60 KAO CORP 98,700.00 610.16 197,969,591.00 224,723,473.53 -26,753,882.53 243356 3/24/11 JPY 2006.27 81.135 2,440,002.35 2,484,366.16 -44,363.81
SALE 3/18/11 60 KDDI CORP 600.00 921.01 298,831,774.00 313,642,994.69 -14,811,220.69 241277 3/24/11 JPY 498177. 81.135 3,683,142.59 3,441,710.15 241,432.44
SALE 3/18/11 60 KEYENCE CORP 9,200.00 584.51 189,647,576.00 176,576,401.20 13,071,174.80 244669 3/24/11 JPY 20619.0 81.135 2,337,432.38 1,873,757.97 463,674.41
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 KINTETSU CORP NPV 364,900.00 296.83 96,310,575.00 128,816,957.22 -32,506,382.22 245432 3/24/11 JPY 264.003 81.135 1,187,041.04 1,425,640.96 -238,599.92
SALE 3/18/11 60 KIRIN HOLDINGS COMPANY 126,500.00 397.14 128,855,946.00 159,832,974.92 -30,977,028.92 245416 3/24/11 JPY 1018.87 81.135 1,588,167.20 1,679,552.98 -91,385.78
SALE 3/18/11 60 KOMATSU LTD 106,700.00 840.85 272,817,679.00 181,592,869.16 91,224,809.84 231469 3/24/11 JPY 2557.50 81.135 3,362,515.30 1,950,615.35 1,411,899.95
SALE 3/18/11 60 KUBOTA CORP Y50 244,100.00 585.21 189,874,988.00 190,287,877.92 -412,889.92 242022 3/24/11 JPY 778.052 81.135 2,340,235.26 2,245,794.19 94,441.07
SALE 3/18/11 60 KYUSHU ELECTRIC POWER 84,800.00 454.42 147,438,328.00 172,478,701.01 -25,040,373.01 245391 3/24/11 JPY 1739.09 81.135 1,817,197.61 1,907,673.15 -90,475.54
SALE 3/18/11 60 MITSUBISHI CORP 149,400.00 965.66 313,321,482.00 284,212,656.76 29,108,825.24 230635 3/24/11 JPY 2097.72 81.135 3,861,730.23 2,955,560.61 906,169.62
SALE 3/18/11 60 MITSUBISHI ESTATE 210,400.00 979.91 317,942,767.00 318,068,894.83 -126,127.83 231470 3/24/11 JPY 1511.51 81.135 3,918,688.20 3,398,485.27 520,202.93
SALE 3/18/11 60 MITSUBISHI HEAVY INDUS 682,200.00 665.91 216,059,973.00 244,327,627.65 -28,267,654.65 245069 3/24/11 JPY 316.790 81.135 2,662,968.79 2,582,100.29 80,868.50
SALE 3/18/11 60 MITSUBISHI UFJ FINANCI 1,267,500.00 1,454.83 472,035,725.00 669,296,177.21 -197260452.21 219545 3/24/11 JPY 372.508 81.135 5,817,905.03 7,357,832.68 -1,539,927.65
SALE 3/18/11 60 MITSUI FUDOSAN CO LTD 189,100.00 848.78 275,395,789.00 302,047,505.90 -26,651,716.90 229918 3/24/11 JPY 1456.71 81.135 3,394,290.86 3,235,749.82 158,541.04
SALE 3/18/11 60 MITSUI OSK LINES LTD 256,100.00 368.76 119,644,126.00 157,293,073.70 -37,648,947.70 244665 3/24/11 JPY 467.294 81.135 1,474,630.26 1,684,298.16 -209,667.90
SALE 3/18/11 60 MS&AD INSURANCE GROUP 80,300.00 428.51 139,029,825.00 198,118,872.42 -59,089,047.42 251355 3/24/11 JPY 1731.81 81.135 1,713,561.66 2,178,766.30 -465,204.64
SALE 3/18/11 60 MURATA MANUFACTURING C 47,800.00 815.12 264,473,864.00 197,664,832.53 66,809,031.47 244667 3/24/11 JPY 5534.31 81.135 3,259,676.64 2,197,461.77 1,062,214.87
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 NGK INSULATORS LTD JPY 56,500.00 227.41 73,784,951.00 111,435,619.55 -37,650,668.55 245421 3/24/11 JPY 1306.25 81.135 909,409.64 1,230,667.31 -321,257.67
SALE 3/18/11 60 NIDEC CORP NPV 17,900.00 392.52 127,358,153.00 134,920,787.95 -7,562,634.95 245266 3/24/11 JPY 7116.76 81.135 1,569,706.70 1,610,872.01 -41,165.31
SALE 3/18/11 60 NINTENDO CO LTD JPY 50 15,000.00 997.14 323,530,098.00 368,906,754.06 -45,376,656.06 233668 3/24/11 JPY 21574.0 81.135 3,987,552.82 3,978,318.29 9,234.53
SALE 3/18/11 60 NIPPON STEEL CORP NPV 906,400.00 707.06 229,412,295.00 333,448,290.39 -104035995.39 227689 3/24/11 JPY 253.166 81.135 2,827,537.99 3,487,324.27 -659,786.28
SALE 3/18/11 60 NIPPON TELEGRAPH & TEL 33,400.00 371.74 120,611,040.00 136,997,722.53 -16,386,682.53 14460 3/24/11 JPY 3612.01 81.135 1,486,547.61 1,584,154.66 -97,607.05
SALE 3/18/11 60 NISSAN MOTOR CO LTD NP 442,600.00 1,000.10 324,494,123.00 316,713,573.02 7,780,549.98 245070 3/24/11 JPY 733.338 81.135 3,999,434.56 3,639,323.15 360,111.41
SALE 3/18/11 60 NKSJ HOLDINGS INC 231,600.00 368.40 119,529,835.00 139,060,934.38 -19,531,099.38 251351 3/24/11 JPY 516.234 81.135 1,473,221.61 1,531,576.03 -58,354.42
SALE 3/18/11 60 NOK CORP JPY 50.0 20,720.00 86.26 27,985,143.00 15,241,079.00 12,744,064.00 245120 3/24/11 JPY 1350.97 81.135 344,920.72 155,251.90 189,668.82
SALE 3/18/11 60 NOMURA HOLDINGS INC NP 431,100.00 578.41 187,672,936.00 295,746,428.50 -108073492.50 245071 3/24/11 JPY 435.444 81.135 2,313,094.67 3,138,956.08 -825,861.41
SALE 3/18/11 60 NTT DOCOMO INC 1,800.00 789.54 256,174,861.00 273,031,252.84 -16,856,391.84 238741 3/24/11 JPY 142354. 81.135 3,157,390.29 3,237,159.03 -79,768.74
SALE 3/18/11 60 OLYMPUS CORP JPY 50.0 34,500.00 241.22 78,262,130.00 82,163,485.21 -3,901,355.21 249126 3/24/11 JPY 2269.03 81.135 964,591.48 914,619.01 49,972.47
SALE 3/18/11 60 ORIX CORP 23,600.00 568.50 184,450,675.00 128,529,580.24 55,921,094.76 244531 3/24/11 JPY 7817.66 81.135 2,273,379.86 1,427,058.63 846,321.23
SALE 3/18/11 60 OSAKA GAS CO LTD JPY 5 434,400.00 403.76 131,005,782.00 137,240,473.26 -6,234,691.26 245147 3/24/11 JPY 301.654 81.135 1,614,664.23 1,520,369.77 94,294.46
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 PANASONIC CORP 360,200.00 1,056.98 342,947,506.00 513,978,677.41 -171031171.41 243112 3/24/11 JPY 952.341 81.135 4,226,875.04 5,433,916.17 -1,207,041.13
SALE 3/18/11 60 RESONA HOLDINGS INC 109,100.00 125.96 40,870,030.00 124,971,166.68 -84,101,136.68 249127 3/24/11 JPY 374.704 81.135 503,728.72 1,392,368.81 -888,640.09
SALE 3/18/11 60 RICOH CO LTD 73,800.00 202.76 65,786,249.00 94,886,954.51 -29,100,705.51 245256 3/24/11 JPY 891.636 81.135 810,824.54 1,080,355.29 -269,530.75
SALE 3/18/11 60 ROHM CO LTD JPY 50.0 18,600.00 292.75 94,983,248.00 117,559,273.03 -22,576,025.03 245118 3/24/11 JPY 5107.90 81.135 1,170,681.56 1,240,200.14 -69,518.58
SALE 3/18/11 60 SECOM CO LTD 46,900.00 528.34 171,422,633.00 206,603,398.87 -35,180,765.87 245149 3/24/11 JPY 3655.98 81.135 2,112,807.46 2,284,054.00 -171,246.54
SALE 3/18/11 60 SEVEN + I HOLDINGS CO 505,110.00 3,028.71 982,691,608.00 1,172,028,090.26 -189336482.26 243214 3/24/11 JPY 1945.98 81.135 12,111,808.81 12,669,505.62 -557,696.81
SALE 3/18/11 60 SHARP CORP NPV 224,100.00 525.14 170,384,502.00 232,198,353.48 -61,813,851.48 244727 3/24/11 JPY 760.496 81.135 2,100,012.35 2,503,287.69 -403,275.34
SALE 3/18/11 60 SHIMANO INC JPY 50.0 13,020.00 156.02 50,619,646.00 40,964,968.00 9,654,678.00 245123 3/24/11 JPY 3888.81 81.135 623,894.08 417,353.55 206,540.53
SALE 3/18/11 60 SHIN-ETSU CHEMICAL 81,000.00 977.58 317,186,182.00 431,677,346.92 -114491164.92 220990 3/24/11 JPY 3916.85 81.135 3,909,363.18 4,549,791.72 -640,428.54
SALE 3/18/11 60 SHIONOGI + CO LTD NPV 66,800.00 275.75 89,469,627.00 138,427,102.35 -48,957,475.35 245124 3/24/11 JPY 1339.70 81.135 1,102,725.42 1,533,975.60 -431,250.18
SALE 3/18/11 60 SHISEIDO CO LTD JPY 50 71,700.00 323.68 105,021,838.00 125,903,841.18 -20,882,003.18 243357 3/24/11 JPY 1465.10 81.135 1,294,408.55 1,402,186.12 -107,777.57
SALE 3/18/11 60 SHIZUOKA BANK LTD/THE 134,800.00 268.38 87,079,649.00 124,036,753.16 -36,957,104.16 244529 3/24/11 JPY 646.153 81.135 1,073,268.61 1,306,021.49 -232,752.88
SALE 3/18/11 60 SMC CORP/JAPAN JPY 50. 12,000.00 502.67 163,094,216.00 126,605,099.76 36,489,116.24 245351 3/24/11 JPY 13594.5 81.135 2,010,158.58 1,347,556.02 662,602.56
S T A T E O F N E W J E R S E Y
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 SOFTBANK CORP NPV 86,000.00 793.48 257,447,924.00 162,153,870.63 95,294,053.37 245151 3/24/11 JPY 2994.32 81.135 3,173,080.96 1,792,161.17 1,380,919.79
SALE 3/18/11 60 SUMITOMO CHEMICAL CO L 354,100.00 407.44 132,197,266.00 146,291,257.01 -14,093,991.01 241278 3/24/11 JPY 373.427 81.135 1,629,349.43 1,588,790.74 40,558.69
SALE 3/18/11 60 SUMITOMO ELECTRIC INDU 59,900.00 199.77 64,815,892.00 71,364,079.66 -6,548,187.66 221169 3/24/11 JPY 1082.33 81.135 798,864.76 767,585.72 31,279.04
SALE 3/18/11 60 SUMITOMO METAL IND JPY 753,400.00 385.33 125,026,280.00 177,004,990.30 -51,978,710.30 231548 3/24/11 JPY 165.991 81.135 1,540,966.04 1,930,684.47 -389,718.43
SALE 3/18/11 60 SUMITOMO METAL MINING 173,000.00 696.09 225,847,529.00 250,369,505.35 -24,521,976.35 245154 3/24/11 JPY 1305.80 81.135 2,783,601.76 2,770,918.01 12,683.75
SALE 3/18/11 60 SUMITOMO MITSUI FINANC 164,600.00 1,285.01 416,935,140.00 543,503,598.46 -126568458.46 231251 3/24/11 JPY 2533.65 81.135 5,138,782.77 5,955,128.55 -816,345.78
SALE 3/18/11 60 SUMITOMO REALTY 85,900.00 447.81 145,296,863.00 148,823,735.74 -3,526,872.74 229917 3/24/11 JPY 1691.88 81.135 1,790,803.76 1,623,173.38 167,630.38
SALE 3/18/11 60 SUMITOMO TRUST & BANKI 318,600.00 423.06 137,265,230.00 158,570,253.07 -21,305,023.07 223107 3/24/11 JPY 430.947 81.135 1,691,812.78 1,721,357.03 -29,544.25
SALE 3/18/11 60 SUZUKI MOTOR CORP 78,900.00 419.67 136,166,120.00 157,646,305.73 -21,480,185.73 244719 3/24/11 JPY 1726.23 81.135 1,678,266.10 1,861,856.68 -183,590.58
SALE 3/18/11 60 T&D HOLDINGS INC 63,000.00 386.21 125,306,617.00 149,917,454.71 -24,610,837.71 232920 3/24/11 JPY 1989.49 81.135 1,544,421.24 1,693,191.93 -148,770.69
SALE 3/18/11 60 TAKEDA PHARMACEUTICAL 83,400.00 973.43 315,834,275.00 335,116,837.21 -19,282,562.21 12313 3/24/11 JPY 3787.92 81.135 3,892,700.75 3,600,009.74 292,691.01
SALE 3/18/11 60 TDK CORP 16,500.00 233.14 75,648,584.00 84,648,689.68 -9,000,105.68 244668 3/24/11 JPY 4585.90 81.135 932,379.17 971,582.72 - 39,203.55
SALE 3/18/11 60 TERUMO CORP JPY 50.0 24,700.00 315.88 102,486,870.00 104,194,557.14 -1,707,687.14 245260 3/24/11 JPY 4150.30 81.135 1,263,164.73 1,096,240.34 166,924.39
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 TOHOKU ELECTRIC POWER 141,000.00 647.06 209,940,197.00 282,094,479.74 -72,154,282.74 245286 3/24/11 JPY 1489.31 81.135 2,587,541.71 3,122,447.68 -534,905.97
SALE 3/18/11 60 TOKIO MARINE HOLDINGS 24,500.00 162.05 52,576,651.00 58,920,234.97 -6,343,583.97 245267 3/24/11 JPY 2146.52 81.135 648,014.43 702,334.60 - 54,320.17
SALE 3/18/11 60 TOKYO ELECTRIC POWER C 200,000.00 679.88 183,816,698.00 485,220,722.66 -301404024.66 241669 3/24/11 JPY 919.359 81.135 2,265,566.01 5,248,121.99 -2,982,555.98
SALE 3/18/11 60 TOKYO GAS CO LTD 427,900.00 463.45 150,371,259.00 165,790,254.86 -15,418,995.86 243898 3/24/11 JPY 351.505 81.135 1,853,346.39 1,870,163.60 -16,817.21
SALE 3/18/11 60 TORAY INDUSTRIES INC N 439,300.00 758.17 245,990,636.00 214,343,315.73 31,647,320.27 245308 3/24/11 JPY 560.101 81.135 3,031,868.32 2,264,503.79 767,364.53
SALE 3/18/11 60 TOSHIBA CORP 512,200.00 562.36 182,460,299.00 224,281,850.98 -41,821,551.98 220991 3/24/11 JPY 356.318 81.135 2,248,848.20 2,607,684.15 -358,835.95
SALE 3/18/11 60 WEST JAPAN RAILWAY CO 400.00 381.99 123,941,007.00 132,820,961.82 -8,879,954.82 245431 3/24/11 JPY 309930. 81.135 1,527,589.91 1,470,243.15 57,346.76
SALE 3/18/11 60 YAMATO HOLDINGS CO LTD 88,800.00 320.74 104,067,681.00 111,075,500.88 -7,007,819.88 245354 3/24/11 JPY 1172.22 81.135 1,282,648.44 1,169,943.27 112,705.17
SALE 3/23/11 60 TOKYO ELECTRIC POWER C 70,020.00 1,100.38 74,132,135.00 169,875,775.00 -95,743,640.00 241669 3/28/11 JPY 1060.00 80.940 915,889.98 1,837,367.51 -921,477.53
SALE 3/24/11 60 ASAHI KASEI CORP 533,910.00 886.86 286,669,005.00 236,314,821.03 50,354,183.97 249124 3/29/11 JPY 537.058 80.830 3,546,566.93 2,632,182.07 914,384.86
SALE 3/24/11 60 ASTELLAS PHARMA INC 135,800.00 1,264.16 408,624,367.00 461,229,280.86 -52,604,913.86 244460 3/29/11 JPY 3009.76 80.830 5,055,355.28 4,871,911.00 183,444.28
SALE 3/24/11 60 BANK OF YOKOHAMA LTD/T 520,370.00 621.43 200,873,577.00 245,256,457.08 -44,382,880.08
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244586 3/29/11 JPY 386.117 80.830 2,485,136.42 2,599,175.96 -114,039.54
SALE 3/24/11 60 CENTRAL JAPAN RAILWAY 1,000.00 2,005.80 648,356,171.00 672,263,143.24 -23,906,972.24 241712 3/29/11 JPY 648518. 80.830 8,021,231.86 7,365,145.15 656,086.71
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/24/11 60 CHUBU ELECTRIC POWER C 259,110.00 1,589.60 513,822,883.00 573,860,643.47 -60,037,760.47 241668 3/29/11 JPY 1983.52 80.830 6,356,833.89 6,265,861.05 90,972.84
SALE 3/24/11 60 CHUGOKU ELECTRIC POWER 175,550.00 905.30 292,623,359.00 349,600,046.84 -56,976,687.84 245395 3/29/11 JPY 1667.31 80.830 3,620,232.08 3,868,364.80 -248,132.72
SALE 3/24/11 60 DAI NIPPON PRINTING CO 237,340.00 706.84 228,482,536.00 293,124,967.48 -64,642,431.48 249051 3/29/11 JPY 962.921 80.830 2,826,704.64 3,080,731.71 -254,027.07
SALE 3/24/11 60 DAIICHI SANKYO CO LTD 284,810.00 1,380.97 446,386,636.00 511,143,676.85 -64,757,040.85 241711 3/29/11 JPY 1567.70 80.830 5,522,536.63 5,599,619.73 -77,083.10
SALE 3/24/11 60 EISAI CO LTD NPV 106,670.00 1,004.58 324,716,139.00 359,833,211.38 -35,117,072.38 249125 3/29/11 JPY 3044.88 80.830 4,017,272.53 4,006,938.63 10,333.90
SALE 3/24/11 60 KANSAI ELECTRIC POWER 307,020.00 1,892.27 611,654,460.00 666,703,238.94 -55,048,778.94 241670 3/29/11 JPY 1992.72 80.830 7,567,171.35 7,262,796.39 304,374.96
SALE 3/24/11 60 KAO CORP 186,900.00 1,192.94 385,607,460.00 425,540,194.57 -39,932,734.57 243356 3/29/11 JPY 2063.69 80.830 4,770,598.29 4,704,438.05 66,160.24
SALE 3/24/11 60 KINTETSU CORP NPV 691,000.00 577.90 186,799,412.00 243,936,742.78 -57,137,330.78 245432 3/29/11 JPY 270.400 80.830 2,311,015.86 2,699,692.80 -388,676.94
SALE 3/24/11 60 KIRIN HOLDINGS COMPANY 239,490.00 806.36 260,645,169.00 302,596,040.82 -41,950,871.82 245416 3/29/11 JPY 1088.60 80.830 3,224,609.29 3,179,732.36 44,876.93
SALE 3/24/11 60 KYUSHU ELECTRIC POWER 237,870.00 1,299.75 420,134,613.00 483,814,960.00 -63,680,347.00 245391 3/29/11 JPY 1766.67 80.830 5,197,755.94 5,351,158.16 -153,402.22
SALE 3/24/11 60 MITSUBISHI ESTATE 398,440.00 1,786.85 577,582,572.00 602,335,410.92 -24,752,838.92 231470 3/29/11 JPY 1449.97 80.830 7,145,646.07 6,435,800.71 709,845.36
SALE 3/24/11 60 MITSUI FUDOSAN CO LTD 358,020.00 1,602.26 517,916,693.00 571,861,703.13 -53,945,010.13 229918 3/29/11 JPY 1446.97 80.830 6,407,481.05 6,126,193.28 281,287.77
SALE 3/24/11 60 MITSUI OSK LINES LTD 484,830.00 714.07 230,817,552.00 297,775,872.41 -66,958,320.41 244665 3/29/11 JPY 476.198 80.830 2,855,592.63 3,188,591.48 -332,998.85
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/24/11 60 MS&AD INSURANCE GROUP 152,010.00 865.21 279,667,319.00 375,044,206.67 -95,376,887.67 251355 3/29/11 JPY 1840.25 80.830 3,459,944.56 4,124,461.58 -664,517.02
SALE 3/24/11 60 NGK INSULATORS LTD JPY 107,030.00 456.85 147,673,870.00 211,096,537.36 -63,422,667.36 245421 3/29/11 JPY 1380.08 80.830 1,826,968.58 2,331,297.74 -504,329.16
SALE 3/24/11 60 NKSJ HOLDINGS INC 438,600.00 722.16 233,426,961.00 263,351,147.76 -29,924,186.76 251351 3/29/11 JPY 532.342 80.830 2,887,875.31 2,900,471.70 -12,596.39
SALE 3/24/11 60 OLYMPUS CORP JPY 50.0 65,320.00 451.06 145,801,872.00 155,562,865.33 -9,760,993.33 249126 3/29/11 JPY 2232.67 80.830 1,803,808.88 1,731,678.66 72,130.22
SALE 3/24/11 60 ONO PHARMACEUTICAL CO 21,090.00 268.18 86,688,919.00 94,320,674.00 -7,631,755.00 245321 3/29/11 JPY 4111.45 80.830 1,072,484.46 965,411.20 107,073.26
SALE 3/24/11 60 RESONA HOLDINGS INC 206,440.00 258.13 83,436,758.00 236,471,564.15 -153034806.15 249127 3/29/11 JPY 404.271 80.830 1,032,249.88 2,634,652.77 -1,602,402.89
SALE 3/24/11 60 ROHM CO LTD JPY 50.0 55,340.00 871.58 281,727,106.00 349,770,439.22 -68,043,333.22 245118 3/29/11 JPY 5092.11 80.830 3,485,427.51 3,689,928.80 -204,501.29
SALE 3/24/11 60 SECOM CO LTD 88,780.00 1,038.31 335,623,749.00 391,092,745.25 -55,468,996.25 245149 3/29/11 JPY 3781.34 80.830 4,152,217.60 4,323,631.43 -171,413.83
SALE 3/24/11 60 SHIONOGI + CO LTD NPV 126,510.00 535.88 173,214,382.00 262,161,867.04 -88,947,485.04 245124 3/29/11 JPY 1369.51 80.830 2,142,946.70 2,905,138.52 -762,191.82
SALE 3/24/11 60 SHIZUOKA BANK LTD/THE 255,300.00 526.69 170,247,736.00 234,915,304.75 -64,667,568.75 244529 3/29/11 JPY 667.020 80.830 2,106,244.41 2,473,496.20 -367,251.79
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SALE 3/24/11 60 SUMITOMO CHEMICAL CO L 670,500.00 832.56 269,118,473.00 277,007,308.17 -7,888,835.17 241278 3/29/11 JPY 401.470 80.830 3,329,437.99 3,008,427.54 321,010.45
SALE 3/24/11 60 SUMITOMO ELECTRIC INDU 113,300.00 386.63 124,975,845.00 134,984,144.01 -10,008,299.01 221169 3/29/11 JPY 1103.32 80.830 1,546,156.69 1,451,877.50 94,279.19
SALE 3/24/11 60 SUMITOMO METAL MINING 327,440.00 1,422.47 459,800,435.00 473,878,559.72 -14,078,124.72 245154 3/29/11 JPY 1404.57 80.830 5,688,487.38 5,244,562.97 443,924.41
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/24/11 60 SUMITOMO REALTY 162,710.00 869.64 281,104,253.00 281,898,836.34 -794,583.34 229917 3/29/11 JPY 1728.07 80.830 3,477,721.80 3,074,581.39 403,140.41
SALE 3/24/11 60 SUMITOMO TRUST & BANKI 603,170.00 844.59 273,003,981.00 300,203,451.18 -27,199,470.18 223107 3/29/11 JPY 452.728 80.830 3,377,508.12 3,258,854.10 118,654.02
SALE 3/24/11 60 TAKEDA PHARMACEUTICAL 315,130.00 3,807.091,230,596,797.00 1,266,251,425.76 -35,654,628.76 12313 3/29/11 JPY 3906.02 80.830 15,224,505.72 13,602,770.62 1,621,735.10
SALE 3/24/11 60 TERUMO CORP JPY 50.0 46,850.00 597.27 193,059,941.00 197,632,186.33 -4,572,245.33 245260 3/29/11 JPY 4121.84 80.830 2,388,468.90 2,079,306.07 309,162.83
SALE 3/24/11 60 TOHOKU ELECTRIC POWER 352,240.00 1,675.95 541,733,430.00 704,716,025.14 -162982595.14 245286 3/29/11 JPY 1538.35 80.830 6,702,133.24 7,800,361.50 -1,098,228.26
SALE 3/24/11 60 TSUMURA + CO NPV 13,740.00 106.07 34,289,935.00 34,731,998.00 -442,063.00 245324 3/29/11 JPY 2496.25 80.830 424,222.88 355,496.40 68,726.48
SALE 3/24/11 60 WEST JAPAN RAILWAY CO 1,060.00 1,036.82 335,139,194.00 351,975,548.82 -16,836,354.82 245431 3/29/11 JPY 316248. 80.830 4,146,222.86 3,896,144.35 250,078.51
SALE 3/24/11 60 YAMATO HOLDINGS CO LTD 168,270.00 641.41 207,331,187.00 210,480,569.07 -3,149,382.07 245354 3/29/11 JPY 1232.44 80.830 2,565,027.68 2,216,963.45 348,064.23
SALE 3/28/11 60 ABC-MART INC NPV 4,450.00 39.71 12,973,869.00 8,370,108.00 4,603,761.00 245449 3/31/11 JPY 2916.20 81.720 158,760.02 84,709.12 74,050.90
SALE 3/28/11 60 ADVANTEST CORP COMMON 665,200.00 2,776.53 907,363,401.00 1,158,740,242.80 -251376841.80 255384 3/31/11 JPY 1364.38 81.720 11,103,321.11 14,139,018.48 -3,035,697.37
SALE 3/28/11 60 AEON MALL CO LTD JPY 1 11,250.00 59.95 19,594,455.00 15,250,935.00 4,343,520.00 245455 3/31/11 JPY 1742.16 81.720 239,775.51 154,346.07 85,429.44
SALE 3/28/11 60 ALPS ELECTRIC CO LTD C 740,000.00 1,635.29 534,413,504.00 789,380,906.00 -254967402.00 255658 3/31/11 JPY 722.361 81.720 6,539,568.09 9,516,346.06 -2,976,777.97
SALE 3/28/11 60 AMADA CO LTD 70,000.00 142.00 46,406,397.00 36,975,387.00 9,431,010.00 245424 3/31/11 JPY 663.114 81.720 567,870.74 374,434.30 193,436.44
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 DAIKIN INDUSTRIES LTD 159,200.00 1,186.33 387,687,253.00 503,155,461.56 -115468208.56 245450 3/31/11 JPY 2435.83 81.720 4,744,092.67 5,563,407.81 -819,315.14
SALE 3/28/11 60 EAST JAPAN RAILWAY 204,720.00 2,871.18 938,300,624.00 1,310,605,178.52 -372304554.52 212437 3/31/11 JPY 4584.48 81.720 11,481,897.01 14,398,427.91 -2,916,530.90
SALE 3/28/11 60 ELECTRIC POWER DEVELOP 26,450.00 207.64 67,855,919.00 78,101,017.00 -10,245,098.00 245295 3/31/11 JPY 2566.08 81.720 830,346.54 799,396.28 30,950.26
SALE 3/28/11 60 FUJITSU LTD 1,954,860.00 2,790.42 911,902,606.00 1,095,971,230.55 -184068624.55 244550 3/31/11 JPY 466.596 81.720 11,158,866.94 12,589,907.88 -1,431,040.94
SALE 3/28/11 60 HITACHI HIGH-TECHNOLOG 13,050.00 61.09 19,962,491.00 16,059,364.00 3,903,127.00 245130 3/31/11 JPY 1530.07 81.720 244,279.14 163,597.04 80,682.10
SALE 3/28/11 60 IDEMITSU KOSAN CO LTD 4,410.00 134.21 43,858,781.00 35,793,645.43 8,065,135.57 245331 3/31/11 JPY 9947.78 81.720 536,695.80 372,930.30 163,765.50
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SALE 3/28/11 60 JAPAN STEEL WORKS LTD 69,870.00 134.28 43,878,259.00 83,698,862.35 -39,820,603.35 245263 3/31/11 JPY 628.156 81.720 536,934.15 871,588.80 - 334,654.65
SALE 3/28/11 60 JS GROUP CORP JPY 50.0 49,550.00 315.16 102,992,446.00 69,887,210.26 33,105,235.74 245349 3/31/11 JPY 2079.07 81.720 1,260,308.93 728,431.83 531,877.10
SALE 3/28/11 60 KAWASAKI HEAVY INDUSTR 280,000.00 297.52 97,229,683.00 54,649,402.00 42,580,281.00 245425 3/31/11 JPY 347.336 81.720 1,189,790.54 553,411.67 636,378.87
SALE 3/28/11 60 KDDI CORP 1,220.00 1,970.06 643,813,107.00 637,740,755.86 6,072,351.14 241277 3/31/11 JPY 527847. 81.720 7,878,280.80 6,998,143.98 880,136.82
SALE 3/28/11 60 KEYENCE CORP 25,610.00 1,584.96 517,959,940.00 491,534,960.29 26,424,979.71 244669 3/31/11 JPY 20229.9 81.720 6,338,227.36 5,215,971.92 1,122,255.44
SALE 3/28/11 60 KIKKOMAN CORP NPV 30,000.00 71.08 23,231,891.00 29,314,726.78 -6,082,835.78 245417 3/31/11 JPY 774.590 81.720 284,286.48 305,610.94 - 21,324.46
SALE 3/28/11 60 KONICA MINOLTA HOLD, I 1,091,230.00 2,174.45 710,602,385.00 927,386,952.00 -216784567.00 245144 3/31/11 JPY 651.357 81.720 8,695,574.95 11,122,463.43 -2,426,888.48
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: 46 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 KURITA WATER INDUSTRIE 21,600.00 153.49 50,155,557.00 42,565,967.00 7,589,590.00 245264 3/31/11 JPY 2322.59 81.720 613,748.86 435,012.44 178,736.42
SALE 3/28/11 60 MAZDA MOTOR CORP COMMO 2,000,000.00 1,049.51 342,980,434.00 488,220,356.00 -145239922.00 255445 3/31/11 JPY 171.533 81.720 4,197,019.51 5,981,626.51 -1,784,607.00
SALE 3/28/11 60 MITSUBISHI HEAVY INDUS 1,941,610.00 2,181.08 712,773,576.00 695,381,068.77 17,392,507.23 245069 3/31/11 JPY 367.196 81.720 8,722,143.61 7,348,917.84 1,373,225.77
SALE 3/28/11 60 NINTENDO CO LTD JPY 50 47,930.00 3,241.041,059,170,314.00 1,178,780,048.14 -119609734.14 233668 3/31/11 JPY 22103.8 81.720 12,960,968.11 12,712,053.05 248,915.06
SALE 3/28/11 60 NIPPON SHEET GLASS CO 110,900.00 76.31 24,939,765.00 22,679,484.00 2,260,281.00 245152 3/31/11 JPY 224.941 81.720 305,185.57 231,030.93 74,154.64
SALE 3/28/11 60 NOMURA REAL ESTATE HOL 8,870.00 34.45 11,256,523.00 13,754,633.00 -2,498,110.00 245301 3/31/11 JPY 1269.37 81.720 137,745.02 140,784.37 - 3,039.35
SALE 3/28/11 60 OMRON CORP JPY 50.0 40,860.00 288.14 94,162,676.00 59,567,596.93 34,595,079.07 245285 3/31/11 JPY 2305.09 81.720 1,152,259.86 620,535.08 531,724.78
SALE 3/28/11 60 ORIX CORP 60,820.00 1,481.57 484,173,965.00 331,235,977.55 152,937,987.45 244531 3/31/11 JPY 7962.76 81.720 5,924,791.54 3,677,699.39 2,247,092.15
SALE 3/28/11 60 RICOH CO LTD 761,370.00 2,184.80 713,991,695.00 978,917,080.67 -264925385.67 245256 3/31/11 JPY 938.007 81.720 8,737,049.62 11,145,665.42 -2,408,615.80
SALE 3/28/11 60 SEKISUI CHEMICAL CO LT 82,420.00 172.08 56,232,132.00 47,102,972.67 9,129,159.33 245139 3/31/11 JPY 682.434 81.720 688,107.34 490,832.41 197,274.93
SALE 3/28/11 60 SEKISUI HOUSE LTD JPY 81,910.00 202.12 66,054,718.00 74,831,681.73 -8,776,963.73 245117 3/31/11 JPY 806.632 81.720 808,305.41 779,691.68 28,613.73
SALE 3/28/11 60 SHARP CORP NPV 1,013,830.00 2,349.33 767,759,703.00 1,050,467,008.99 -282707305.99 244727 3/31/11 JPY 757.476 81.720 9,395,003.71 11,324,891.36 -1,929,887.65
SALE 3/28/11 60 SHIKOKU ELECTRIC POWER 38,300.00 280.05 91,519,013.00 105,744,712.00 -14,225,699.00 245291 3/31/11 JPY 2390.12 81.720 1,119,909.61 1,082,340.96 37,568.65
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 SHIMADZU CORP 47,260.00 102.04 33,347,830.00 29,365,311.00 3,982,519.00 245125 3/31/11 JPY 705.801 81.720 408,074.28 299,127.14 108,947.14
SALE 3/28/11 60 SHINKO ELECTRIC INDUST 12,930.00 31.66 10,342,180.00 11,327,914.13 -985,734.13
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245067 3/31/11 JPY 800.059 81.720 126,556.29 115,744.50 10,811.79
SALE 3/28/11 60 SQUARE ENIX HLDING CO 12,100.00 52.62 17,197,500.00 39,825,957.55 -22,628,457.55 243119 3/31/11 JPY 1421.63 81.720 210,444.20 390,253.16 - 179,808.96
SALE 3/28/11 60 SUMCO CORP JPY 1.0 25,670.00 122.75 40,117,010.00 32,295,614.90 7,821,395.10 245072 3/31/11 JPY 1563.18 81.720 490,908.10 329,984.83 160,923.27
SALE 3/28/11 60 T&D HOLDINGS INC 569,400.00 3,435.791,122,810,677.00 1,354,968,233.52 -232157556.52 232920 3/31/11 JPY 1972.41 81.720 13,739,729.28 15,303,229.93 -1,563,500.65
SALE 3/28/11 60 TOKUYAMA CORPORATI 43,300.00 54.01 17,648,468.00 26,663,681.00 -9,015,213.00 245314 3/31/11 JPY 407.688 81.720 215,962.65 272,913.83 - 56,951.18
SALE 3/28/11 60 TOYO SUISAN KAISHA LTD 17,640.00 96.79 31,630,785.00 46,276,438.00 -14,645,653.00 241932 3/31/11 JPY 1793.57 81.720 387,062.96 454,410.59 - 67,347.63
SALE 3/28/11 60 UNICHARM CORP JPY 50.0 324,330.00 3,003.68 981,599,948.00 937,309,442.79 44,290,505.21 245132 3/31/11 JPY 3027.30 81.720 12,011,746.79 10,267,462.59 1,744,284.20
SALE 3/28/11 60 YAHOO JAPAN CORP JPY 5 2,700.00 252.81 82,620,610.00 75,256,420.00 7,364,190.00 245261 3/31/11 JPY 30607.8 81.720 1,011,020.68 769,099.85 241,920.83
SALE 3/28/11 60 YAMAZAKI BAKING CO LTD 26,660.00 76.16 24,889,487.00 28,120,378.00 -3,230,891.00 245356 3/31/11 JPY 933.823 81.720 304,570.33 287,823.73 16,746.60
SALE 3/29/11 60 ADVANTEST CORP COMMON 334,800.00 1,397.77 460,338,072.00 583,202,395.20 -122864323.20 255384 4/01/11 JPY 1375.30 82.355 5,589,679.70 7,116,270.87 -1,526,591.17
SALE 3/30/11 60 NKSJ HOLDINGS INC 9.00 .07 4,899.00 5,403.92 - 504.92 251351 4/04/11 JPY 545.000 83.048 58.99 59.52 - .53
SALE 3/30/11 60 NTT DATA CORP NPV 9.00 32.39 2,237,810.00 2,629,195.33 - 391,385.33 249048 4/04/11 JPY 248944. 83.050 26,945.33 27,415.29 - 469.96
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/30/11 60 SBI HOLDINGS INC(FMLY 6.00 .87 60,228.00 270,215.59 - 209,987.59 229486 4/04/11 JPY 10050.0 83.050 725.20 2,406.37 - 1,681.17
SALE 3/30/11 60 TOKYU REIT INC 1.00 7.45 515,381.00 588,389.26 - 73,008.26 244485 4/04/11 JPY 516000. 83.050 6,205.67 6,568.17 - 362.50 ------60,663,375.00 226,506.32 65945532364.00 76108703800.52 -10163171436.5 815,253,613.04 838,805,031.13 - 23,551,418.09 265 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 3/01/11 60 ASML HOLDING NV 200,000.00 10,509.25 6,325,260.57 5,056,144.29 1,269,116.28 251583 3/04/11 EUR 31.664 .723 8,747,203.87 6,442,807.32 2,304,396.55 ------200,000.00 10,509.25 6,325,260.57 5,056,144.29 1,269,116.28 8,747,203.87 6,442,807.32 2,304,396.55 1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
SALE 3/14/11 60 STOREBRAND ASA 468,000.00 5,867.74 21,903,051.67 18,311,818.11 3,591,233.56 202782 3/17/11 NOK 46.872 5.608 3,905,958.28 3,023,824.78 882,133.50
SALE 3/15/11 60 STOREBRAND ASA 1,532,000.00 18,132.72 68,296,452.21 59,943,814.83 8,352,637.38 202782 3/18/11 NOK 44.647 5.658 12,070,349.62 9,898,503.34 2,171,846.28
SALE 3/31/11 60 STOREBRAND ASA 250,000.00 3,223.53 11,869,993.26 9,781,954.12 2,088,039.14 202782 4/05/11 NOK 47.551 5.532 2,145,793.51 1,615,291.02 530,502.49 ------2,250,000.00 27,223.99 102,069,497.14 88,037,587.06 14,031,910.08 18,122,101.41 14,537,619.14 3,584,482.27 3 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
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SALE 3/14/11 60 UBS AG REG COMMON STOC 1,000,000.00 27,725.12 17,077,045.94 16,955,200.52 121,845.42 254079 3/17/11 CHF 17.103 .925 18,455,685.66 17,400,497.84 1,055,187.82 ------1,000,000.00 27,725.12 17,077,045.94 16,955,200.52 121,845.42 18,455,685.66 17,400,497.84 1,055,187.82 1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/01/11 60 ALLIANZ SE (REG) 189,916.00 41,103.72 19,785,504.87 24,227,378.19 -4,441,873.32 231926 3/03/11 EUR 104.337 .723 27,361,377.91 30,901,473.69 -3,540,095.78
SALE 3/01/11 60 CARL ZEISS MEDITEC AG 30,400.00 921.97 443,790.43 424,952.76 18,837.67 235918 3/03/11 EUR 14.620 .723 613,717.86 587,441.93 26,275.93
SALE 3/02/11 60 ALLIANZ SE (REG) 100,000.00 21,335.95 10,232,438.27 12,756,891.57 -2,524,453.30 231926 3/04/11 EUR 102.478 .720 14,202,626.19 16,271,127.07 -2,068,500.88
SALE 3/02/11 60 ALLIANZ SE (REG) 150,000.00 31,923.63 15,310,150.27 19,135,337.36 -3,825,187.09 231926 3/04/11 EUR 102.221 .720 21,250,491.38 24,406,690.62 -3,156,199.24
SALE 3/02/11 60 CARL ZEISS MEDITEC AG 14,900.00 448.21 214,959.73 208,282.77 6,676.96 235918 3/04/11 EUR 14.449 .720 298,364.14 287,923.84 10,440.30
SALE 3/03/11 60 ALLIANZ SE (REG) 250,000.00 54,336.86 25,948,019.50 31,892,228.92 -5,944,209.43 231926 3/07/11 EUR 103.948 .717 36,170,234.02 40,677,817.68 -4,507,583.66
SALE 3/03/11 60 CARL ZEISS MEDITEC AG 50,344.00 1,535.59 733,306.59 703,744.13 29,562.46 235918 3/07/11 EUR 14.588 .717 1,022,192.50 972,834.74 49,357.76
SALE 3/04/11 60 CARL ZEISS MEDITEC AG 37,656.00 1,158.58 551,272.83 526,382.27 24,890.56 235918 3/08/11 EUR 14.662 .715 771,230.99 727,655.03 43,575.96
SALE 3/07/11 60 CARL ZEISS MEDITEC AG 11,000.00 338.06 160,575.47 153,765.80 6,809.67 235918 3/09/11 EUR 14.620 .714 225,030.51 212,561.22 12,469.29
SALE 3/08/11 60 ALLIANZ SE (REG) 175,000.00 37,932.13 18,166,881.23 22,324,560.25 -4,157,679.02 231926 3/10/11 EUR 103.967 .719 25,250,155.99 28,474,472.38 -3,224,316.39
SALE 3/08/11 60 CARL ZEISS MEDITEC AG 31,600.00 964.47 461,911.13 441,727.21 20,183.92 235918 3/10/11 EUR 14.639 .719 642,010.48 610,630.42 31,380.06
SALE 3/09/11 60 ALLIANZ SE (REG) 75,000.00 16,339.93 7,813,334.88 9,567,668.68 -1,754,333.80 231926 3/11/11 EUR 104.334 .718 10,876,946.51 12,203,345.31 -1,326,398.80
SALE 3/09/11 60 CARL ZEISS MEDITEC AG 7,400.00 227.64 108,847.36 103,442.45 5,404.91 235918 3/11/11 EUR 14.731 .718 151,526.45 142,995.73 8,530.72
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/10/11 60 CARL ZEISS MEDITEC AG 15,500.00 469.14 226,311.87 216,669.99 9,641.88 235918 3/14/11 EUR 14.623 .725 312,287.83 299,518.08 12,769.75
SALE 3/11/11 60 CARL ZEISS MEDITEC AG 13,000.00 387.09 186,187.10 181,723.22 4,463.88 235918 3/15/11 EUR 14.344 .723 257,673.80 251,208.72 6,465.08
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SALE 3/14/11 60 ALLIANZ SE (REG) 250,000.00 17,084.29 24,437,575.10 31,892,228.92 -7,454,653.82 231926 3/16/11 EUR 97.799 .716 34,151,487.64 40,677,817.68 -6,526,330.04
SALE 3/14/11 60 CARL ZEISS MEDITEC AG 6,750.00 198.10 94,358.93 94,356.29 2.64 235918 3/16/11 EUR 14.000 .716 131,866.51 130,435.30 1,431.21
SALE 3/14/11 60 DEUTSCHE BOERSE AG 250,000.00 11,149.81 13,289,346.60 13,780,521.34 -491,174.74 240969 3/16/11 EUR 53.189 .716 18,571,849.06 19,581,305.41 -1,009,456.35
SALE 3/18/11 60 CARL ZEISS MEDITEC AG 16,750.00 497.97 234,461.01 234,143.38 317.63 235918 3/22/11 EUR 14.019 .707 331,480.80 323,672.77 7,808.03
SALE 3/18/11 60 MERCK KGAA 50,000.00 6,650.06 3,131,081.31 3,397,204.21 -266,122.90 242835 3/22/11 EUR 62.716 .707 4,426,720.40 4,766,347.36 -339,626.96
SALE 3/21/11 60 CARL ZEISS MEDITEC AG 18,000.00 537.64 252,304.97 251,616.76 688.21 235918 3/23/11 EUR 14.038 .705 357,881.93 347,827.45 10,054.48
SALE 3/25/11 60 DEUTSCHE BOERSE AG 88,033.00 10,087.75 4,747,653.40 4,852,562.54 -104,909.14 240969 3/29/11 EUR 54.011 .707 6,715,076.93 6,895,204.23 -180,127.30
SALE 3/28/11 60 DEUTSCHE BOERSE AG 161,967.00 18,538.41 8,748,333.08 8,927,958.80 -179,625.72 240969 3/30/11 EUR 54.094 .709 12,340,401.96 12,686,101.17 -345,699.21
SALE 3/29/11 60 CARL ZEISS MEDITEC AG 30,000.00 945.78 447,506.73 419,361.27 28,145.46 235918 3/31/11 EUR 14.939 .711 629,574.70 579,712.42 49,862.28
SALE 3/30/11 60 CARL ZEISS MEDITEC AG 50,623.00 1,600.98 756,098.17 707,644.19 48,453.98 235918 4/01/11 EUR 14.958 .709 1,065,721.04 978,226.06 87,494.98
SALE 3/31/11 60 CARL ZEISS MEDITEC AG 26,900.00 852.89 400,074.49 376,027.28 24,047.21 235918 4/04/11 EUR 14.895 .705 567,745.69 519,808.81 47,936.88
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/31/11 60 DEUTSCHE BOERSE AG 118,000.00 13,504.20 6,334,506.16 6,504,406.08 -169,899.92 240969 4/04/11 EUR 53.763 .705 8,989,297.38 9,242,376.16 -253,078.78
SALE 3/31/11 60 DEUTSCHE BOERSE AG 82,000.00 3,134.25 4,415,024.78 4,520,011.00 -104,986.22 240969 4/04/11 EUR 53.869 .705 6,265,361.44 6,422,668.17 -157,306.73
SALE 3/31/11 60 MUENCHENER RUECKVER AG 70,000.00 16,571.78 7,773,435.33 7,596,458.62 176,976.71 255934 4/04/11 EUR 111.216 .705 11,031,281.69 10,575,032.99 456,248.70
SALE 3/31/11 60 MUENCHENER RUECKVER AG 30,000.00 7,112.88 3,336,486.75 3,255,625.12 80,861.63 255934 4/04/11 EUR 111.383 .705 4,734,808.18 4,532,156.99 202,651.19 ------2,400,739.00 317,889.76 178,741,738.34 209,674,881.37 -30,933,143.04 249,716,421.91 275,286,389.43 - 25,569,967.52 30 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 3/14/11 60 SOL MELIA SA EUR 0.2 42,252.00 728.25 346,883.28 257,190.24 89,693.04 252343 3/17/11 EUR 8.222 .716 484,769.05 328,659.42 156,109.63
SALE 3/15/11 60 GAMESA CORP TECNOLOGIC 1,200,000.00 17,139.07 8,167,889.75 16,610,654.59 -8,442,764.84 233092 3/18/11 EUR 6.817 .716 11,408,910.12 22,359,388.52 -10,950,478.40
SALE 3/15/11 60 SOL MELIA SA EUR 0.2 61,108.00 1,040.14 495,696.73 371,967.74 123,728.99 252343 3/18/11 EUR 8.124 .716 692,389.30 475,331.81 217,057.49
SALE 3/16/11 60 GAMESA CORP TECNOLOGIC 800,000.00 11,363.21 5,433,597.36 11,073,769.72 -5,640,172.36 233092 3/21/11 EUR 6.802 .718 7,564,112.99 14,906,259.00 -7,342,146.01
SALE 3/16/11 60 SOL MELIA SA EUR 0.2 6,000.00 101.97 48,757.75 36,522.33 12,235.42 252343 3/21/11 EUR 8.139 .718 67,875.68 46,671.32 21,204.36
SALE 3/17/11 60 SOL MELIA SA EUR 0.2 29,262.00 500.26 237,505.23 178,119.40 59,385.83 252343 3/22/11 EUR 8.129 .713 333,006.03 227,616.02 105,390.01
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SALE 3/17/11 60 SOL MELIA SA EUR 0.2 24,000.00 411.12 195,186.78 146,089.31 49,097.47 252343 3/22/11 EUR 8.145 .713 273,671.34 186,685.27 86,986.07
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/17/11 60 SOL MELIA SA EUR 0.2 175,000.00 2,992.26 1,420,615.87 1,065,234.58 355,381.29 252343 3/22/11 EUR 8.130 .713 1,991,845.21 1,361,246.76 630,598.45
SALE 3/18/11 60 GAMESA CORP TECNOLOGIC 1,000,000.00 14,530.18 6,841,322.59 13,842,212.16 -7,000,889.57 233092 3/23/11 EUR 6.852 .707 9,672,256.72 18,632,823.77 -8,960,567.05
SALE 3/18/11 60 SOL MELIA SA EUR 0.2 114,878.00 2,012.92 947,755.71 699,268.67 248,487.04 252343 3/23/11 EUR 8.263 .707 1,339,936.31 893,584.60 446,351.71
SALE 3/18/11 60 SOL MELIA SA EUR 0.2 129,815.00 2,272.58 1,070,015.39 790,191.01 279,824.38 252343 3/23/11 EUR 8.255 .707 1,512,786.95 1,009,772.85 503,014.10
SALE 3/18/11 60 SOL MELIA SA EUR 0.2 27,000.00 473.24 222,820.27 164,350.48 58,469.79 252343 3/23/11 EUR 8.265 .707 315,023.13 210,020.93 105,002.20
SALE 3/21/11 60 SOL MELIA SA EUR 0.2 46,685.00 821.64 385,589.73 284,174.15 101,415.58 252343 3/24/11 EUR 8.272 .705 546,939.67 363,141.74 183,797.93
SALE 3/31/11 60 BANCO SANTANDER CENTRA 92,504.00 1,616.27 758,152.39 781,666.60 -23,514.21 255531 4/05/11 EUR 8.208 .705 1,075,894.02 1,038,678.16 37,215.86
SALE 3/31/11 60 GAMESA CORP TECNOLOGIC 352,348.00 5,501.28 2,580,525.50 4,877,275.77 -2,296,750.27 233092 4/05/11 EUR 7.335 .705 3,662,023.61 6,565,238.19 -2,903,214.58
SALE 3/31/11 60 IBERDROLA SA COMMON ST 1,000,000.00 13,121.64 6,155,053.54 6,023,621.89 131,431.65 255897 4/05/11 EUR 6.164 .705 8,734,636.17 8,418,005.78 316,630.39
SALE 3/31/11 60 SOL MELIA SA EUR 0.2 20,000.00 345.37 162,004.63 121,741.09 40,263.54 252343 4/05/11 EUR 8.112 .705 229,900.76 155,571.05 74,329.71 ------5,120,852.00 74,971.40 35,469,372.50 57,324,049.73 -21,854,677.23 49,905,977.06 77,178,695.19 - 27,272,718.13 17 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 3/14/11 60 ATLANTIA SPA 175,000.00 5,898.84 2,809,779.00 2,923,441.09 -113,662.09 249594 3/17/11 EUR 16.080 .716 3,926,663.44 4,357,077.35 -430,413.91
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/15/11 60 ATLANTIA SPA 425,000.00 14,076.84 6,708,534.58 7,099,785.52 -391,250.94 249594 3/18/11 EUR 15.809 .716 9,370,482.51 10,581,473.59 -1,210,991.08
SALE 3/25/11 60 ATLANTIA SPA 500,000.00 17,006.21 8,003,726.37 8,352,688.84 -348,962.47 249594 3/30/11 EUR 16.032 .707 11,320,463.77 12,448,792.45 -1,128,328.68
SALE 3/31/11 60 ATLANTIA SPA 350,000.00 12,121.75 5,686,028.13 5,846,882.19 -160,854.06 249594 4/05/11 EUR 16.270 .705 8,069,042.24 8,714,154.72 -645,112.48 ------1,450,000.00 49,103.64 23,208,068.08 24,222,797.64 -1,014,729.56 32,686,651.96 36,101,498.11 - 3,414,846.15
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4 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 3/01/11 60 BILLABONG INTERNATIONA 272,420.00 1,410.97 2,311,376.41 2,620,403.89 -309,027.48 251153 3/04/11 AUD 8.490 .983 2,350,206.52 2,455,396.12 - 105,189.60
SALE 3/02/11 60 BILLABONG INTERNATIONA 161,865.00 2,730.67 1,339,500.21 1,556,977.00 -217,476.79 251153 3/07/11 AUD 8.292 .983 1,362,605.92 1,458,933.60 - 96,327.68
SALE 3/03/11 60 BILLABONG INTERNATIONA 166,866.00 2,827.33 1,391,427.06 1,605,081.55 -213,654.49 251153 3/08/11 AUD 8.355 .986 1,410,837.36 1,504,008.99 - 93,171.63
SALE 3/04/11 60 BILLABONG INTERNATIONA 198,849.00 3,415.21 1,684,315.74 1,912,725.54 -228,409.80 251153 3/09/11 AUD 8.487 .988 1,704,190.00 1,792,280.53 - 88,090.53
SALE 3/07/11 60 BILLABONG INTERNATIONA 200,000.00 3,451.00 1,695,681.84 1,923,796.99 -228,115.15 251153 3/10/11 AUD 8.495 .985 1,722,049.87 1,802,654.81 - 80,604.94 ------1,000,000.00 13,835.18 8,422,301.26 9,618,984.97 -1,196,683.71 8,549,889.67 9,013,274.05 - 463,384.38 5 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 3/14/11 60 BANCO ESPIRITO SANTO-R 943,251.00 6,542.85 3,116,535.73 4,259,327.57 -1,142,791.84 211864 3/17/11 EUR 3.309 .716 4,355,355.68 5,221,535.48 - 866,179.80 ------943,251.00 6,542.85 3,116,535.73 4,259,327.57 -1,142,791.84 4,355,355.68 5,221,535.48 - 866,179.80 1 TRANSACTION IN COUNTRY: PORTUGAL (3100)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/01/11 60 BANK OF EAST ASIA 1,173,986.00 15,827.74 39,903,184.17 24,749,390.65 15,153,793.52 218706 3/03/11 HKD 34.095 7.789 5,123,050.50 3,183,014.24 1,940,036.26
SALE 3/01/11 60 CLP HOLDINGS 391,000.00 9,786.47 24,672,587.85 19,155,949.34 5,516,638.51 220964 3/03/11 HKD 63.296 7.789 3,167,639.78 2,465,343.93 702,295.85
SALE 3/11/11 60 WHARF HOLDINGS RTS EXP 209,000.00 .01 .01 255716 3/11/11 HKD 27364 7.792 ------1,773,986.00 25,614.21 64,575,772.03 43,905,340.00 20,670,432.03 8,290,690.28 5,648,358.17 2,642,332.11 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
------92,826,364.00 1019869.21 66827785343.52 76985848835.42 -10158063491.9 1,682,334,358.86 1,710,394,005.60 -28,059,646.74 439 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
------92,826,364.00 1019869.21 66827785343.52 76985848835.42 -10158063491.9 1,682,334,358.86 1,710,394,005.60 -28,059,646.74 439 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
------234,177,251.00 4125314.55 143521162775.93 153679226267.83 -10158063491.9 3,535,948,811.25 3,564,008,457.99 -28,059,646.74 637 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)
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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
EM COMMON STOCK (2225) ------
PUR 3/01/11 60 TURK TELEKOMUNIKASYON 5,780.00 50.90 41,070.85 41,070.85 244498 3/03/11 TRY 7.092 1.611 25,500.34 25,500.34
PUR 3/02/11 60 ANADOLU EFES BIRACILIK 548.00 7.19 11,640.30 11,640.30 242900 3/04/11 TRY 21.220 1.617 7,200.71 7,200.71
PUR 3/02/11 60 TURK TELEKOMUNIKASYON 17,116.00 148.95 120,631.30 120,631.30 244498 3/04/11 TRY 7.034 1.617 74,622.68 74,622.68
PUR 3/04/11 60 ANADOLU EFES BIRACILIK 375.00 5.15 8,257.58 8,257.58 242900 3/08/11 TRY 21.998 1.603 5,151.65 5,151.65
PUR 3/04/11 60 ANADOLU EFES BIRACILIK 14,116.00 387.49 311,173.10 311,173.10 242900 3/08/11 TRY 22.000 1.603 194,131.32 194,131.32 ------37,935.00 599.68 492,773.13 492,773.13 306,606.70 306,606.70 5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 3/11/11 60 WEST CHINA CEMENT LTD 672,000.00 675.76 2,087,691.23 2,087,691.23 255880 3/15/11 HKD 3.099 7.788 268,053.08 268,053.08
PUR 3/14/11 60 WEST CHINA CEMENT LTD 1,268,000.00 1,365.04 4,218,723.07 4,218,723.07 255880 3/16/11 HKD 3.319 7.791 541,472.82 541,472.82
PUR 3/15/11 60 WEST CHINA CEMENT LTD 344,000.00 350.47 1,096,869.63 1,096,869.63 255880 3/17/11 HKD 3.181 7.796 140,691.05 140,691.05
PUR 3/16/11 60 WEST CHINA CEMENT LTD 618,000.00 656.09 2,053,461.38 2,053,461.38 255880 3/18/11 HKD 3.314 7.797 263,377.40 263,377.40
PUR 3/17/11 60 WEST CHINA CEMENT LTD 532,000.00 550.24 1,723,283.76 1,723,283.76 255880 3/21/11 HKD 3.231 7.802 220,884.26 220,884.26 ------3,434,000.00 3,597.60 11,180,029.07 11,180,029.07 1,434,478.61 1,434,478.61 5 TRANSACTIONS IN COUNTRY: CHANNEL ISLANDS (3600)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/24/11 60 CHINA RESOURCES POWER 8,000.00 38.11 119,245.55 119,245.55 239284 3/28/11 HKD 14.869 7.794 15,300.15 15,300.15
PUR 3/24/11 60 CHINA RESOURCES POWER 66,000.00 310.74 972,196.52 972,196.52 239284 3/28/11 HKD 14.694 7.794 124,740.53 124,740.53
PUR 3/25/11 60 CHINA RESOURCES POWER 30,000.00 143.64 449,383.27 449,383.27 239284 3/29/11 HKD 14.942 7.793 57,661.66 57,661.66
PUR 3/28/11 60 CHINA RESOURCES POWER 38,000.00 181.04 566,842.83 566,842.83 239284 3/30/11 HKD 14.880 7.800 72,675.88 72,675.88
PUR 3/29/11 60 CHINA RESOURCES POWER 58,000.00 270.02 844,738.65 844,738.65 239284 3/31/11 HKD 14.528 7.793 108,396.41 108,396.41
PUR 3/30/11 60 CHINA RESOURCES POWER 32,000.00 153.10 478,542.44 478,542.44 239284 4/01/11 HKD 14.917 7.786 61,458.36 61,458.36
PUR 3/31/11 60 CHINA RESOURCES POWER 12,000.00 57.56 179,728.84 179,728.84 239284 4/04/11 HKD 14.940 7.778 23,106.74 23,106.74 ------244,000.00 1,154.21 3,610,678.10 3,610,678.10 463,339.73 463,339.73 7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 3/02/11 60 HYUNDAI STEEL CO COMMO 250.00 51.29 32,207,870.00 32,207,870.00 253363 3/04/11 KRW 128600. 1128.25 28,546.75 28,546.75
PUR 3/02/11 60 SK INNOVATION CO LTD C 522.00 201.45 91,146,204.00 91,146,204.00 255387 3/04/11 KRW 174174. 1128.25 80,785.47 80,785.47
PUR 3/03/11 60 HYUNDAI STEEL CO COMMO 262.00 55.11 34,351,581.00 34,351,581.00 253363 3/07/11 KRW 130877. 1119.95 30,672.42 30,672.42
PUR 3/03/11 60 SK INNOVATION CO LTD C 121.00 48.18 21,638,758.00 21,638,758.00 255387 3/07/11 KRW 178386. 1119.95 19,321.18 19,321.18
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S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/04/11 60 HYUNDAI STEEL CO COMMO 563.00 118.98 73,805,944.00 73,805,944.00 253363 3/08/11 KRW 130858. 1114.60 66,217.43 66,217.43
PUR 3/07/11 60 HYUNDAI STEEL CO COMMO 365.00 75.44 46,993,095.00 46,993,095.00 253363 3/09/11 KRW 128516. 1119.25 41,986.24 41,986.24
PUR 3/08/11 60 HYUNDAI STEEL CO COMMO 294.00 61.15 38,044,524.00 38,044,524.00 253363 3/10/11 KRW 129170. 1117.80 34,035.18 34,035.18
PUR 3/09/11 60 HYUNDAI STEEL CO COMMO 80.00 16.59 10,301,309.00 10,301,309.00 253363 3/11/11 KRW 128535. 1115.60 9,233.87 9,233.87
PUR 3/10/11 60 HYUNDAI MOTOR CO 1,672.00 694.07 312,207,913.00 312,207,913.00 250853 3/14/11 KRW 186261. 1121.75 278,322.19 278,322.19
PUR 3/10/11 60 KOREAN AIR LINES CO LT 971.00 134.47 60,487,596.00 60,487,596.00 255323 3/14/11 KRW 62138.7 1121.75 53,922.53 53,922.53
PUR 3/10/11 60 LG CHEM LTD KRW 5000.0 450.00 403.76 181,624,805.00 181,624,805.00 239483 3/14/11 KRW 402604. 1121.75 161,912.02 161,912.02
PUR 3/10/11 60 SK INNOVATION CO LTD C 1,149.00 488.94 219,935,677.00 219,935,677.00 255387 3/14/11 KRW 190937. 1121.75 196,064.79 196,064.79
PUR 3/11/11 60 KOREAN AIR LINES CO LT 939.00 127.80 57,618,990.00 57,618,990.00 255323 3/15/11 KRW 61209.0 1124.30 51,248.77 51,248.77
PUR 3/11/11 60 SK INNOVATION CO LTD C 813.00 336.39 151,657,922.00 151,657,922.00 255387 3/15/11 KRW 186075. 1124.30 134,890.97 134,890.97
PUR 3/14/11 60 SK INNOVATION CO LTD C 218.00 95.45 43,239,004.00 43,239,004.00 255387 3/16/11 KRW 197849. 1129.70 38,274.77 38,274.77
PUR 3/15/11 60 LG DISPLAY CO LTD KRW 920.00 73.59 33,487,949.00 33,487,949.00 248301 3/17/11 KRW 36309.1 1134.80 29,510.00 29,510.00
PUR 3/15/11 60 SK INNOVATION CO LTD C 1,675.00 742.51 337,881,162.00 337,881,162.00 255387 3/17/11 KRW 201217. 1134.80 297,745.12 297,745.12
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: 58 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/16/11 60 SK INNOVATION CO LTD C 813.00 361.73 164,042,775.00 164,042,775.00 255387 3/18/11 KRW 201271. 1130.90 145,055.07 145,055.07
PUR 3/17/11 60 S OIL CORPORATION COMM 1,327.00 408.01 185,722,069.00 185,722,069.00 255948 3/21/11 KRW 139607. 1135.15 163,610.16 163,610.16
PUR 3/17/11 60 SK INNOVATION CO LTD C 1,209.00 548.65 249,741,526.00 249,741,526.00 255387 3/21/11 KRW 206053. 1135.15 220,007.51 220,007.51
PUR 3/18/11 60 S OIL CORPORATION COMM 2,268.00 713.60 322,393,736.00 322,393,736.00 255948 3/22/11 KRW 141794. 1126.65 286,152.52 286,152.52
PUR 3/21/11 60 S OIL CORPORATION COMM 947.00 294.90 133,019,614.00 133,019,614.00 255948 3/23/11 KRW 140113. 1124.85 118,255.42 118,255.42
PUR 3/22/11 60 S OIL CORPORATION COMM 1,264.00 406.60 182,776,981.00 182,776,981.00 255948 3/24/11 KRW 144241. 1121.00 163,048.15 163,048.15
PUR 3/23/11 60 S OIL CORPORATION COMM 1,016.00 330.17 148,875,101.00 148,875,101.00 255948 3/25/11 KRW 146165. 1124.45 132,398.15 132,398.15
PUR 3/24/11 60 S OIL CORPORATION COMM 718.00 234.80 105,567,650.00 105,567,650.00 255948 3/28/11 KRW 146663. 1121.20 94,155.95 94,155.95
PUR 3/25/11 60 S OIL CORPORATION COMM 442.00 147.36 65,835,846.00 65,835,846.00 255948 3/29/11 KRW 148578. 1114.15 59,090.65 59,090.65
PUR 3/28/11 60 S OIL CORPORATION COMM 74.00 4.46 11,070,010.00 11,070,010.00 255948 3/30/11 KRW 149527. 1114.50 9,932.71 9,932.71 ------21,342.00 7,175.453,315,675,611.00 3,315,675,611.00 2,944,395.99 2,944,395.99 27 TRANSACTIONS IN COUNTRY: KOREA (4500)
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PUR 3/01/11 60 INDOSAT TBK PT IDR 100 13,000.00 22.57 66,534,039.00 66,534,039.00 251027 3/04/11 IDR 5102.70 8812.50 7,549.96 7,549.96
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/02/11 60 INDOSAT TBK PT IDR 100 38,500.00 65.89 194,214,507.00 194,214,507.00 251027 3/07/11 IDR 5029.45 8810.99 22,042.28 22,042.28
PUR 3/03/11 60 INDOSAT TBK PT IDR 100 20,500.00 34.91 102,831,343.00 102,831,343.00 251027 3/08/11 IDR 5001.16 8805.50 11,678.08 11,678.08
PUR 3/04/11 60 INDOSAT TBK PT IDR 100 31,500.00 53.61 157,640,108.00 157,640,108.00 251027 3/09/11 IDR 4989.48 8790.49 17,933.01 17,933.01
PUR 3/07/11 60 INDOSAT TBK PT IDR 100 122,000.00 238.23 612,571,095.00 612,571,095.00 251027 3/10/11 IDR 5003.91 8788.50 69,701.44 69,701.44
PUR 3/08/11 60 INDOSAT TBK PT IDR 100 30,500.00 59.48 152,921,599.00 152,921,599.00 251027 3/11/11 IDR 4996.68 8788.00 17,401.18 17,401.18
PUR 3/09/11 60 INDOSAT TBK PT IDR 100 28,500.00 49.20 144,563,059.00 144,563,059.00 251027 3/14/11 IDR 5057.22 8784.49 16,456.61 16,456.61
PUR 3/10/11 60 INDOSAT TBK PT IDR 100 26,000.00 52.72 136,644,063.00 136,644,063.00 251027 3/15/11 IDR 5237.73 8782.00 15,559.56 15,559.56
PUR 3/11/11 60 INDOSAT TBK PT IDR 100 39,500.00 77.78 201,487,260.00 201,487,260.00 251027 3/16/11 IDR 5083.66 8777.00 22,956.28 22,956.28
PUR 3/15/11 60 INDOSAT TBK PT IDR 100 11,500.00 22.48 58,278,843.00 58,278,843.00 251027 3/18/11 IDR 5050.55 8783.00 6,635.41 6,635.41
PUR 3/16/11 60 INDOSAT TBK PT IDR 100 22,000.00 38.59 113,300,668.00 113,300,668.00 251027 3/21/11 IDR 5134.63 8777.50 12,908.08 12,908.08
PUR 3/17/11 60 INDOSAT TBK PT IDR 100 27,500.00 48.62 142,805,118.00 142,805,118.00 251027 3/22/11 IDR 5177.38 8780.00 16,264.82 16,264.82
PUR 3/18/11 60 INDOSAT TBK PT IDR 100 14,000.00 24.90 73,055,528.00 73,055,528.00 251027 3/23/11 IDR 5202.65 8770.00 8,330.16 8,330.16
PUR 3/21/11 60 INDOSAT TBK PT IDR 100 7,500.00 15.10 38,923,881.00 38,923,881.00 251027 3/24/11 IDR 5172.26 8732.49 4,457.36 4,457.36
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/22/11 60 INDOSAT TBK PT IDR 100 14,000.00 27.96 71,980,769.00 71,980,769.00 251027 3/25/11 IDR 5124.06 8723.50 8,251.36 8,251.36
PUR 3/23/11 60 INDOSAT TBK PT IDR 100 10,000.00 18.02 52,577,925.00 52,577,925.00 251027 3/28/11 IDR 5242.07 8721.50 6,028.54 6,028.54
PUR 3/24/11 60 INDOSAT TBK PT IDR 100 14,500.00 25.87 75,450,027.00 75,450,027.00 251027 3/29/11 IDR 5187.89 8718.99 8,653.52 8,653.52
PUR 3/25/11 60 INDOSAT TBK PT IDR 100 8,000.00 14.46 42,142,311.00 42,142,311.00 251027 3/30/11 IDR 5252.04 8714.00 4,836.16 4,836.16
PUR 3/28/11 60 INDOSAT TBK PT IDR 100 7,500.00 13.40 39,069,154.00 39,069,154.00 251027 3/31/11 IDR 5193.64 8714.49 4,483.24 4,483.24
PUR 3/29/11 60 INDOSAT TBK PT IDR 100 27,000.00 48.78 142,226,667.00 142,226,667.00 251027 4/01/11 IDR 5251.90 8716.00 16,317.88 16,317.88
PUR 3/30/11 60 BANK MANDIRI TBK COMMO 185,500.00 61.791,198,254,623.00 1,198,254,623.00 256106 4/04/11 IDR 6456.69 8717.50 137,453.93 137,453.93
PUR 3/30/11 60 BANK MANDIRI TBK COMMO 168,000.00 372.531,086,211,242.00 1,086,211,242.00 256106 4/04/11 IDR 6446.21 8717.50 124,601.23 124,601.23
PUR 3/30/11 60 KALBE FARMA TBK PT COM 50,500.00 8.28 160,629,547.00 160,629,547.00 256107 4/04/11 IDR 3179.35 8717.50 18,426.10 18,426.10
PUR 3/30/11 60 TELEKOMUNIKASI INDONES 257,000.00 632.441,844,245,456.00 1,844,245,456.00 239304 4/04/11 IDR 7154.60 8717.50 211,556.69 211,556.69
PUR 3/31/11 60 BANK MANDIRI TBK COMMO 371,500.00 126.712,454,302,862.00 2,454,302,862.00 256106 4/05/11 IDR 6603.49 8707.50 281,860.79 281,860.79
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PUR 3/31/11 60 BANK MANDIRI TBK COMMO 654,000.00 226.014,377,582,917.00 4,377,582,917.00 256106 4/05/11 IDR 6690.54 8707.50 502,737.06 502,737.06
PUR 3/31/11 60 BANK MANDIRI TBK COMMO 238,000.00 546.051,590,509,386.00 1,590,509,386.00 256106 4/05/11 IDR 6662.83 8707.50 182,659.71 182,659.71
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/31/11 60 KALBE FARMA TBK PT COM 200,500.00 34.56 669,419,248.00 669,419,248.00 256107 4/05/11 IDR 3337.24 8707.50 76,878.47 76,878.47
PUR 3/31/11 60 TELEKOMUNIKASI INDONES 256,000.00 639.361,862,201,989.00 1,862,201,989.00 239304 4/05/11 IDR 7252.48 8707.50 213,861.84 213,861.84 ------2,894,500.00 3,600.30 17862575234.00 17862575234.00 2,048,480.75 2,048,480.75 29 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 3/01/11 60 PICK N PAY STORES LIMI 1,900.00 26.77 87,917.09 87,917.09 252737 3/08/11 ZAR 46.174 6.945 12,658.96 12,658.96
PUR 3/01/11 60 PICK N PAY STORES LIMI 2,100.00 6.93 96,594.05 96,594.05 252737 3/08/11 ZAR 45.974 6.945 13,908.33 13,908.33
PUR 3/02/11 60 PICK N PAY STORES LIMI 1,900.00 27.00 87,526.97 87,526.97 252737 3/09/11 ZAR 45.969 6.857 12,764.62 12,764.62
PUR 3/03/11 60 AVI Ltd(frmly ANGLOVAA 75,605.00 657.71 2,255,692.94 2,255,692.94 251190 3/10/11 ZAR 29.775 6.911 326,375.16 326,375.16
PUR 3/03/11 60 CLICKS GROUP 111,063.00 1,235.51 4,261,382.09 4,261,382.09 252033 3/10/11 ZAR 38.292 6.911 616,577.38 616,577.38
PUR 3/04/11 60 AVI Ltd(frmly ANGLOVAA 45,295.00 398.32 1,351,663.65 1,351,663.65 251190 3/11/11 ZAR 29.781 6.893 196,085.10 196,085.10
PUR 3/07/11 60 AVI Ltd(frmly ANGLOVAA 10,000.00 86.87 299,180.29 299,180.29 251190 3/14/11 ZAR 29.858 6.857 43,629.46 43,629.46
PUR 3/07/11 60 CLICKS GROUP 60,637.00 678.83 2,337,915.66 2,337,915.66 252033 3/14/11 ZAR 38.479 6.857 340,938.22 340,938.22
PUR 3/08/11 60 PICK N PAY STORES LIMI 2,000.00 6.82 94,279.38 94,279.38 252737 3/15/11 ZAR 47.116 6.895 13,673.49 13,673.49
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: 62 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/08/11 60 PICK N PAY STORES LIMI 66,800.00 910.68 3,153,728.29 3,153,728.29 252737 3/15/11 ZAR 47.118 6.895 457,390.20 457,390.20
PUR 3/09/11 60 PICK N PAY STORES LIMI 19,200.00 268.55 901,690.00 901,690.00 252737 3/16/11 ZAR 46.867 6.874 131,174.94 131,174.94
PUR 3/09/11 60 PICK N PAY STORES LIMI 24,100.00 326.06 1,125,692.96 1,125,692.96 252737 3/16/11 ZAR 46.616 6.874 163,762.17 163,762.17
PUR 3/10/11 60 PICK N PAY STORES LIMI 19,200.00 263.07 887,224.38 887,224.38 252737 3/17/11 ZAR 46.115 6.905 128,496.65 128,496.65
PUR 3/10/11 60 PICK N PAY STORES LIMI 19,300.00 257.16 891,795.13 891,795.13 252737 3/17/11 ZAR 46.115 6.905 129,158.63 129,158.63
PUR 3/14/11 60 PICK N PAY STORES LIMI 9,600.00 131.12 439,272.50 439,272.50 252737 3/22/11 ZAR 45.664 6.852 64,108.19 64,108.19
PUR 3/14/11 60 PICK N PAY STORES LIMI 1,600.00 5.32 73,097.67 73,097.67 252737 3/22/11 ZAR 45.663 6.852 10,668.00 10,668.00
PUR 3/15/11 60 PICK N PAY STORES LIMI 9,600.00 127.38 433,968.44 433,968.44 252737 3/23/11 ZAR 45.113 6.968 62,282.88 62,282.88
PUR 3/15/11 60 PICK N PAY STORES LIMI 4,800.00 15.52 216,863.65 216,863.65 252737 3/23/11 ZAR 45.157 6.968 31,124.14 31,124.14
PUR 3/16/11 60 PICK N PAY STORES LIMI 1,700.00 5.47 76,893.17 76,893.17
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252737 3/24/11 ZAR 45.209 7.010 10,968.29 10,968.29
PUR 3/17/11 60 PICK N PAY STORES LIMI 3,000.00 9.58 135,855.72 135,855.72 252737 3/25/11 ZAR 45.263 7.070 19,214.58 19,214.58
PUR 3/18/11 60 PICK N PAY STORES LIMI 6,400.00 20.65 289,578.39 289,578.39 252737 3/28/11 ZAR 45.224 6.991 41,422.19 41,422.19 ------495,800.00 5,465.32 19,497,812.42 19,497,812.42 2,826,381.58 2,826,381.58 21 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: 63 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/01/11 60 HYPERMARCAS SA COMMON 2,100.00 70.49 39,149.57 39,149.57 254805 3/04/11 BRL 18.587 1.661 23,574.14 23,574.14
PUR 3/02/11 60 HYPERMARCAS SA COMMON 2,800.00 92.92 51,568.72 51,568.72 254805 3/09/11 BRL 18.362 1.659 31,077.66 31,077.66
PUR 3/03/11 60 HYPERMARCAS SA COMMON 500.00 16.70 9,249.84 9,249.84 254805 3/10/11 BRL 18.444 1.656 5,585.65 5,585.65
PUR 3/04/11 60 HYPERMARCAS SA COMMON 1,400.00 47.69 26,242.85 26,242.85 254805 3/11/11 BRL 18.689 1.645 15,950.19 15,950.19
PUR 3/09/11 60 HYPERMARCAS SA COMMON 2,000.00 66.93 37,036.78 37,036.78 254805 3/14/11 BRL 18.463 1.655 22,378.04 22,378.04
PUR 3/10/11 60 HYPERMARCAS SA COMMON 3,000.00 98.77 54,815.85 54,815.85 254805 3/15/11 BRL 18.217 1.660 33,023.59 33,023.59 ------11,800.00 393.50 218,063.61 218,063.61 131,589.27 131,589.27 6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 3/04/11 60 EMPRESA NAC ELEC CHIL 2,300.00 80.50 123,824.64 123,824.64 255626 3/09/11 USD 53.802 1.000 123,824.64 123,824.64
PUR 3/04/11 60 EMPRESA NAC ELEC CHIL 100.00 2.00 5,365.50 5,365.50 255626 3/09/11 USD 53.635 1.000 5,365.50 5,365.50
PUR 3/07/11 60 EMPRESA NAC ELEC CHIL 2,900.00 58.00 154,687.45 154,687.45 255626 3/10/11 USD 53.321 1.000 154,687.45 154,687.45
PUR 3/08/11 60 EMPRESA NAC ELEC CHIL 200.00 4.00 10,553.54 10,553.54 255626 3/11/11 USD 52.748 1.000 10,553.54 10,553.54
PUR 3/09/11 60 EMPRESA NAC ELEC CHIL 3,300.00 66.00 172,595.94 172,595.94 255626 3/14/11 USD 52.282 1.000 172,595.94 172,595.94
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: 64 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/10/11 60 EMPRESA NAC ELEC CHIL 4,000.00 140.00 205,480.40 205,480.40 255626 3/15/11 USD 51.335 1.000 205,480.40 205,480.40
PUR 3/10/11 60 EMPRESA NAC ELEC CHIL 900.00 18.00 46,330.47 46,330.47 255626 3/15/11 USD 51.458 1.000 46,330.47 46,330.47
PUR 3/11/11 60 EMPRESA NAC ELEC CHIL 1,300.00 26.00 66,391.26 66,391.26 255626 3/16/11 USD 51.050 1.000 66,391.26 66,391.26
PUR 3/14/11 60 EMPRESA NAC ELEC CHIL 1,400.00 28.00 71,370.74 71,370.74 255626 3/17/11 USD 50.959 1.000 71,370.74 71,370.74
PUR 3/15/11 60 EMPRESA NAC ELEC CHIL 1,800.00 36.00 92,743.92 92,743.92 255626 3/18/11 USD 51.504 1.000 92,743.92 92,743.92
PUR 3/16/11 60 EMPRESA NAC ELEC CHIL 2,700.00 54.00 139,184.19 139,184.19 255626 3/21/11 USD 51.530 1.000 139,184.19 139,184.19
PUR 3/17/11 60 EMPRESA NAC ELEC CHIL 2,700.00 54.00 139,330.53 139,330.53 255626 3/22/11 USD 51.584 1.000 139,330.53 139,330.53
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PUR 3/18/11 60 EMPRESA NAC ELEC CHIL 2,300.00 46.00 118,048.65 118,048.65 255626 3/23/11 USD 51.306 1.000 118,048.65 118,048.65
PUR 3/21/11 60 EMPRESA NAC ELEC CHIL 600.00 12.00 31,361.88 31,361.88 255626 3/24/11 USD 52.250 1.000 31,361.88 31,361.88 ------26,500.00 624.50 1,377,269.11 1,377,269.11 1,377,269.11 1,377,269.11 14 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 3/04/11 60 CHINA ZHENGTONG AUTO S 97,500.00 41.90 726,383.64 726,383.64 254719 3/08/11 HKD 7.447 7.789 93,260.62 93,260.62
PUR 3/04/11 60 EURASIA DRILLIN GDR RE 7,449.00 260.72 253,877.57 253,877.57 255612 3/09/11 USD 34.047 1.000 253,877.57 253,877.57
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/07/11 60 CHINA ZHENGTONG AUTO S 192,000.00 88.55 1,438,550.27 1,438,550.27 254719 3/09/11 HKD 7.489 7.786 184,759.96 184,759.96
PUR 3/08/11 60 CHINA ZHENGTONG AUTO S 333,000.00 800.77 2,504,069.15 2,504,069.15 254719 3/10/11 HKD 7.501 7.790 321,452.81 321,452.81
PUR 3/09/11 60 CHINA ZHENGTONG AUTO S 354,500.00 861.64 2,661,437.62 2,661,437.62 254719 3/11/11 HKD 7.489 7.787 341,788.36 341,788.36
PUR 3/10/11 60 CHINA ZHENGTONG AUTO S 36,500.00 90.19 278,613.26 278,613.26 254719 3/14/11 HKD 7.614 7.788 35,774.46 35,774.46 ------1,020,949.00 2,143.77 7,862,931.51 7,862,931.51 1,230,913.78 1,230,913.78 6 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 3/14/11 60 AYALA CORPORATION 1,700.00 41.15 599,984.24 599,984.24 250894 3/17/11 PHP 351.877 43.590 13,764.26 13,764.26
PUR 3/14/11 60 METROPOLITAN BANK + TR 13,350.00 57.16 833,380.80 833,380.80 250897 3/17/11 PHP 62.239 43.590 19,118.62 19,118.62
PUR 3/14/11 60 SM INVESTMENTS CORP 2,720.00 95.20 1,387,970.07 1,387,970.07 251188 3/17/11 PHP 508.757 43.590 31,841.48 31,841.48
PUR 3/15/11 60 AYALA CORPORATION 1,140.00 27.75 406,860.45 406,860.45 250894 3/18/11 PHP 355.828 43.835 9,281.63 9,281.63
PUR 3/15/11 60 METROPOLITAN BANK + TR 8,000.00 33.93 497,430.32 497,430.32 250897 3/18/11 PHP 61.993 43.835 11,347.79 11,347.79
PUR 3/15/11 60 SM INVESTMENTS CORP 300.00 10.47 153,514.08 153,514.08 251188 3/18/11 PHP 510.184 43.835 3,502.09 3,502.09
PUR 3/16/11 60 AYALA CORPORATION 3,760.00 91.71 1,341,718.57 1,341,718.57 250894 3/21/11 PHP 355.773 43.743 30,673.11 30,673.11
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/16/11 60 METROPOLITAN BANK + TR 9,750.00 41.31 604,233.07 604,233.07 250897 3/21/11 PHP 61.787 43.742 13,813.41 13,813.41
PUR 3/16/11 60 METROPOLITAN BANK + TR 4,850.00 20.55 300,696.04 300,696.04 250897 3/21/11 PHP 61.814 43.743 6,874.23 6,874.23
PUR 3/16/11 60 SM INVESTMENTS CORP 17,640.00 623.35 9,119,435.79 9,119,435.79 251188 3/21/11 PHP 515.429 43.742 208,479.99 208,479.99
PUR 3/17/11 60 AYALA CORPORATION 3,210.00 76.63 1,125,642.12 1,125,642.12 250894 3/22/11 PHP 349.619 43.920 25,629.37 25,629.37
PUR 3/17/11 60 METROPOLITAN BANK + TR 2,800.00 11.76 172,705.69 172,705.69 250897 3/22/11 PHP 61.496 43.920 3,932.28 3,932.28
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PUR 3/17/11 60 SM INVESTMENTS CORP 2,770.00 96.57 1,418,646.92 1,418,646.92 251188 3/22/11 PHP 510.616 43.920 32,300.70 32,300.70
PUR 3/17/11 60 SM INVESTMENTS CORP 2,260.00 78.79 1,157,402.45 1,157,402.45 251188 3/22/11 PHP 510.594 43.920 26,352.51 26,352.51
PUR 3/18/11 60 AYALA CORPORATION 3,270.00 78.76 1,151,436.17 1,151,436.17 250894 3/23/11 PHP 351.068 43.710 26,342.63 26,342.63
PUR 3/18/11 60 METROPOLITAN BANK + TR 3,650.00 15.44 225,796.00 225,796.00 250897 3/23/11 PHP 61.677 43.710 5,165.77 5,165.77
PUR 3/21/11 60 AYALA CORPORATION 2,060.00 50.05 729,105.27 729,105.27 250894 3/24/11 PHP 352.876 43.555 16,739.88 16,739.88
PUR 3/21/11 60 METROPOLITAN BANK + TR 9,200.00 39.23 571,459.62 571,459.62 250897 3/24/11 PHP 61.929 43.555 13,120.41 13,120.41
PUR 3/22/11 60 AYALA CORPORATION 980.00 24.19 350,629.63 350,629.63 250894 3/25/11 PHP 356.716 43.330 8,092.08 8,092.08
PUR 3/22/11 60 METROPOLITAN BANK + TR 2,950.00 12.67 183,584.62 183,584.62 250897 3/25/11 PHP 62.046 43.330 4,236.89 4,236.89
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/23/11 60 AYALA CORPORATION 550.00 13.55 197,107.43 197,107.43 250894 3/28/11 PHP 357.306 43.490 4,532.25 4,532.25
PUR 3/23/11 60 METROPOLITAN BANK + TR 3,350.00 14.33 208,407.52 208,407.52 250897 3/28/11 PHP 62.025 43.490 4,792.08 4,792.08
PUR 3/24/11 60 AYALA CORPORATION 620.00 15.35 223,036.29 223,036.29 250894 3/29/11 PHP 358.660 43.430 5,135.54 5,135.54
PUR 3/24/11 60 METROPOLITAN BANK + TR 1,650.00 7.08 102,791.03 102,791.03 250897 3/29/11 PHP 62.111 43.430 2,366.82 2,366.82
PUR 3/25/11 60 AYALA CORPORATION 1,640.00 41.10 595,329.90 595,329.90 250894 3/30/11 PHP 361.921 43.310 13,745.78 13,745.78
PUR 3/25/11 60 METROPOLITAN BANK + TR 3,850.00 16.59 240,295.40 240,295.40 250897 3/30/11 PHP 62.228 43.310 5,548.27 5,548.27
PUR 3/28/11 60 AYALA CORPORATION 2,130.00 53.65 779,569.70 779,569.70 250894 3/31/11 PHP 364.901 43.445 17,943.83 17,943.83
PUR 3/28/11 60 METROPOLITAN BANK + TR 3,650.00 15.89 230,824.12 230,824.12 250897 3/31/11 PHP 63.050 43.445 5,313.02 5,313.02
PUR 3/29/11 60 AYALA CORPORATION 1,340.00 33.72 490,124.28 490,124.28 250894 4/01/11 PHP 364.671 43.460 11,277.60 11,277.60
PUR 3/29/11 60 METROPOLITAN BANK + TR 13,450.00 59.37 862,722.40 862,722.40 250897 4/01/11 PHP 63.951 43.460 19,850.95 19,850.95
PUR 3/30/11 60 AYALA CORPORATION 2,470.00 64.53 937,445.87 937,445.87 250894 4/04/11 PHP 378.398 43.435 21,582.73 21,582.73
PUR 3/30/11 60 AYALA CORPORATION 640.00 16.65 241,862.48 241,862.48 250894 4/04/11 PHP 376.780 43.435 5,568.38 5,568.38
PUR 3/30/11 60 METROPOLITAN BANK + TR 2,700.00 11.91 172,929.43 172,929.43 250897 4/04/11 PHP 63.856 43.435 3,981.34 3,981.34
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/30/11 60 METROPOLITAN BANK + TR 7,350.00 32.41 470,739.05 470,739.05 250897 4/04/11 PHP 63.855 43.435 10,837.78 10,837.78
PUR 3/31/11 60 AYALA CORPORATION 3,130.00 83.17 1,207,248.66 1,207,248.66 250894 4/05/11 PHP 384.549 43.400 27,816.79 27,816.79
PUR 3/31/11 60 METROPOLITAN BANK + TR 8,700.00 38.59 560,010.54 560,010.54 250897 4/05/11 PHP 64.177 43.400 12,903.47 12,903.47
PUR 3/31/11 60 PHILIPPINE LONG DISTAN 5,160.00 825.55 11,979,971.62 11,979,971.62 251028 4/05/11 PHP 2314.75 43.400 276,036.21 276,036.21 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
- 158,740.00 2,870.11 41,832,047.64 41,832,047.64 959,841.97 959,841.97 37 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 3/04/11 60 O KEY GROUP S.A. GDR 1 1,468.00 19,241.99 19,241.99 254169 3/04/11 USD 13.108 1.000 19,241.99 19,241.99
PUR 3/21/11 60 ROSNEFT OJSC GDR 61,772.00 896.52 561,224.15 561,224.15 240714 3/24/11 USD 9.071 1.000 561,224.15 561,224.15
PUR 3/22/11 60 ROSNEFT OJSC GDR 42,093.00 608.24 380,758.54 380,758.54 240714 3/25/11 USD 9.031 1.000 380,758.54 380,758.54
PUR 3/24/11 60 ROSNEFT OJSC GDR 18,066.00 273.93 171,481.80 171,481.80 240714 3/29/11 USD 9.477 1.000 171,481.80 171,481.80
PUR 3/25/11 60 ROSNEFT OJSC GDR 18,323.00 276.05 172,805.42 172,805.42 240714 3/30/11 USD 9.416 1.000 172,805.42 172,805.42
PUR 3/28/11 60 ROSNEFT OJSC GDR 17,446.00 263.59 165,006.17 165,006.17 240714 3/31/11 USD 9.443 1.000 165,006.17 165,006.17 ------159,168.00 2,318.33 1,470,518.07 1,470,518.07 1,470,518.07 1,470,518.07 6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/08/11 60 ICICI BK LTD USD 10.0 19,800.00 396.00 908,354.70 908,354.70 248420 3/11/11 USD 45.857 1.000 908,354.70 908,354.70
PUR 3/08/11 60 INFOSYS TECHNOLOGIES L 2,300.00 46.00 158,198.14 158,198.14 239503 3/11/11 USD 68.762 1.000 158,198.14 158,198.14
PUR 3/08/11 60 LARSEN + TOUBRO LTD IN 3,631.00 153,308.65 153,308.65 239208 3/08/11 USD 42.222 1.000 153,308.65 153,308.65
PUR 3/21/11 60 ICICI BK LTD USD 10.0 3,300.00 66.00 148,101.36 148,101.36 248420 3/24/11 USD 44.859 1.000 148,101.36 148,101.36
PUR 3/21/11 60 ITC LIMITED GDR REG S 64,409.00 240,245.57 240,245.57 242448 3/24/11 USD 3.730 1.000 240,245.57 240,245.57
PUR 3/21/11 60 LARSEN + TOUBRO LTD IN 5,444.00 183,462.80 183,462.80 239208 3/24/11 USD 33.700 1.000 183,462.80 183,462.80
PUR 3/23/11 60 TATA STEEL LTD GDR REG 35,965.00 490,382.78 490,382.78 252812 3/28/11 USD 13.635 1.000 490,382.78 490,382.78 ------134,849.00 508.00 2,282,054.00 2,282,054.00 2,282,054.00 2,282,054.00 7 TRANSACTIONS IN COUNTRY: INDIA (9980)
------8,639,583.00 30,450.77 21268075021.66 21268075021.66 17,475,869.56 17,475,869.56 170 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------8,639,583.00 30,450.77 21268075021.66 21268075021.66 17,475,869.56 17,475,869.56 170 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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) ------
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SALE 3/10/11 60 ISHARES MSCI INDIA ISH 64,600.00 1,583.47 464,143.77 511,835.82 - 47,692.05 254405 3/15/11 USD 7.209 1.000 464,143.77 511,835.82 - 47,692.05
SALE 3/11/11 60 ISHARES MSCI INDIA ISH 48,400.00 1,171.07 343,262.69 383,480.71 - 40,218.02 254405 3/16/11 USD 7.116 1.000 343,262.69 383,480.71 - 40,218.02 ------113,000.00 2,754.54 807,406.46 895,316.53 - 87,910.07 807,406.46 895,316.53 - 87,910.07 2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
------113,000.00 2,754.54 807,406.46 895,316.53 - 87,910.07 807,406.46 895,316.53 - 87,910.07 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225) ------
SALE 3/02/11 60 SOUTHERN COPPER CORP C 2,700.00 96.67 112,766.84 86,522.13 26,244.71 253270 3/07/11 USD 41.801 1.000 112,766.84 86,522.13 26,244.71
SALE 3/03/11 60 SOUTHERN COPPER CORP C 6,300.00 225.64 267,463.88 201,884.97 65,578.91 253270 3/08/11 USD 42.490 1.000 267,463.88 201,884.97 65,578.91
SALE 3/04/11 60 SOUTHERN COPPER CORP C 4,101.00 146.85 172,408.06 131,417.51 40,990.55 253270 3/09/11 USD 42.076 1.000 172,408.06 131,417.51 40,990.55 ------13,101.00 469.16 552,638.78 419,824.61 132,814.17 552,638.78 419,824.61 132,814.17 3 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
SALE 3/01/11 60 TUPRAS TURKIYE PETROL 904.00 44.98 36,153.27 29,721.20 6,432.07 251658 3/03/11 TRY 40.073 1.611 22,447.08 19,887.34 2,559.74
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: 71 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/02/11 60 TUPRAS TURKIYE PETROL 2,097.00 103.90 83,809.97 68,943.97 14,866.00 251658 3/04/11 TRY 40.047 1.617 51,844.96 46,132.47 5,712.49
SALE 3/30/11 60 TAV HAVALIMANLARI HOLD 3,802.00 17.87 27,761.41 24,007.07 3,754.34 250735 4/01/11 TRY 7.309 1.555 17,847.83 15,931.17 1,916.66
SALE 3/31/11 60 TAV HAVALIMANLARI HOLD 7,006.00 33.26 51,294.22 44,238.16 7,056.06 250735 4/04/11 TRY 7.329 1.544 33,224.87 29,356.58 3,868.29 ------13,809.00 200.01 199,018.87 166,910.40 32,108.47 125,364.74 111,307.56 14,057.18 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 3/04/11 60 GUANGZHOU AUTOMOBILE G 1,246,000.00 4,117.90 12,631,792.68 15,761,431.65 -3,129,638.97 254431 3/08/11 HKD 10.164 7.789 1,621,799.73 2,032,448.09 -410,648.36
SALE 3/24/11 60 CHINA COAL ENERGY H 391,000.00 242.56 4,194,515.60 4,797,372.25 -602,856.65 250893 3/28/11 HKD 10.732 7.794 538,189.65 617,917.82 - 79,728.17 ------1,637,000.00 4,360.46 16,826,308.28 20,558,803.90 -3,732,495.62 2,159,989.38 2,650,365.91 - 490,376.53 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
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SALE 3/11/11 60 CHINA MOBILE LTD 22,000.00 534.22 1,638,658.26 2,103,613.38 -464,955.12 239295 3/15/11 HKD 74.674 7.788 210,398.64 270,163.53 - 59,764.89
SALE 3/11/11 60 SHANGHAI INDUSTRIAL HL 27,000.00 253.26 776,852.42 778,945.23 -2,092.81 239283 3/15/11 HKD 28.845 7.788 99,745.44 99,968.20 - 222.76
SALE 3/14/11 60 CHINA MOBILE LTD 22,000.00 526.26 1,614,838.75 2,103,613.38 -488,774.63 239295 3/16/11 HKD 73.588 7.791 207,264.45 270,163.53 - 62,899.08
SALE 3/14/11 60 SHANGHAI INDUSTRIAL HL 25,000.00 228.05 699,767.61 721,245.59 -21,477.98 239283 3/16/11 HKD 28.062 7.791 89,815.13 92,563.15 - 2,748.02
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/15/11 60 SHANGHAI INDUSTRIAL HL 37,000.00 319.80 993,730.66 1,067,443.47 -73,712.81 239283 3/17/11 HKD 26.925 7.796 127,461.83 136,993.46 - 9,531.63
SALE 3/16/11 60 SHANGHAI INDUSTRIAL HL 31,000.00 273.52 849,956.73 894,344.53 -44,387.80 239283 3/18/11 HKD 27.487 7.797 109,015.63 114,778.30 - 5,762.67
SALE 3/17/11 60 SHANGHAI INDUSTRIAL HL 17,000.00 146.88 456,722.62 490,447.00 -33,724.38 239283 3/21/11 HKD 26.933 7.802 58,541.05 62,942.94 - 4,401.89
SALE 3/18/11 60 SHANGHAI INDUSTRIAL HL 25,000.00 216.41 672,789.46 721,245.58 -48,456.12 239283 3/22/11 HKD 26.979 7.800 86,253.40 92,563.14 - 6,309.74
SALE 3/21/11 60 SHANGHAI INDUSTRIAL HL 27,000.00 241.26 749,884.84 778,945.23 -29,060.39 239283 3/23/11 HKD 27.843 7.798 96,159.42 99,968.20 - 3,808.78
SALE 3/22/11 60 SHANGHAI INDUSTRIAL HL 31,000.00 281.38 873,970.83 894,344.53 -20,373.70 239283 3/24/11 HKD 28.263 7.793 112,150.35 114,778.30 - 2,627.95
SALE 3/23/11 60 SHANGHAI INDUSTRIAL HL 16,000.00 146.45 454,853.76 461,597.17 -6,743.41 239283 3/25/11 HKD 28.500 7.793 58,369.96 59,240.41 - 870.45
SALE 3/24/11 60 SHANGHAI INDUSTRIAL HL 24,000.00 217.92 676,935.85 692,395.76 -15,459.91 239283 3/28/11 HKD 28.276 7.794 86,856.24 88,860.62 - 2,004.38 ------304,000.00 3,385.41 10,458,961.79 11,708,180.85 -1,249,219.06 1,342,031.54 1,502,983.78 - 160,952.24 12 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 3/02/11 60 CHEIL INDUSTRIES INC 150.00 39.17 17,578,307.00 7,072,921.66 10,505,385.34 239475 3/04/11 KRW 117483. 1128.25 15,580.15 6,746.30 8,833.85
SALE 3/02/11 60 CHEIL WORLDWIDE INC 320.00 1.76 4,412,153.00 3,172,301.11 1,239,851.89 239474 3/04/11 KRW 13794.1 1128.24 3,910.62 3,144.97 765.65
SALE 3/02/11 60 HANA FINANCIAL GROUP C 390.00 37.90 17,010,354.00 16,049,417.05 960,936.95 254446 3/04/11 KRW 43725.9 1128.25 15,076.76 14,199.90 876.86
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/02/11 60 KB FINANCIAL GROUP 750.00 90.65 40,686,220.00 37,341,489.69 3,344,730.31 244142 3/04/11 KRW 54384.6 1128.25 36,061.35 31,530.31 4,531.04
SALE 3/02/11 60 LG DISPLAY CO LTD KRW 710.00 56.33 25,282,135.00 27,064,843.22 -1,782,708.22
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248301 3/04/11 KRW 35698.1 1128.25 22,408.27 23,396.60 - 988.33
SALE 3/02/11 60 OCI COMPANY LTD 81.00 67.65 30,366,595.00 20,944,016.23 9,422,578.77 247824 3/04/11 KRW 375838. 1128.25 26,914.78 17,480.81 9,433.97
SALE 3/03/11 60 CHEIL INDUSTRIES INC 210.00 56.34 25,098,567.00 9,902,090.33 15,196,476.67 239475 3/07/11 KRW 119817. 1119.95 22,410.44 9,444.82 12,965.62
SALE 3/03/11 60 CHEIL WORLDWIDE INC 250.00 1.39 3,456,062.00 2,478,360.25 977,701.75 239474 3/07/11 KRW 13830.4 1119.94 3,085.91 2,457.01 628.90
SALE 3/03/11 60 HANA FINANCIAL GROUP C 500.00 48.86 21,770,315.00 20,576,175.70 1,194,139.30 254446 3/07/11 KRW 43650.0 1119.95 19,438.65 18,205.00 1,233.65
SALE 3/03/11 60 KB FINANCIAL GROUP 930.00 116.13 51,735,737.00 46,303,447.22 5,432,289.78 244142 3/07/11 KRW 55769.6 1119.95 46,194.68 39,097.58 7,097.10
SALE 3/03/11 60 LG DISPLAY CO LTD KRW 810.00 65.49 29,176,075.00 30,876,792.98 -1,700,717.98 248301 3/07/11 KRW 36110.3 1119.95 26,051.23 26,691.90 - 640.67
SALE 3/03/11 60 OCI COMPANY LTD 72.00 61.59 27,441,048.00 18,616,903.31 8,824,144.69 247824 3/07/11 KRW 382083. 1119.95 24,502.03 15,538.50 8,963.53
SALE 3/04/11 60 CHEIL INDUSTRIES INC 260.00 72.21 32,017,639.00 12,259,730.88 19,757,908.12 239475 3/08/11 KRW 123454. 1114.60 28,725.68 11,693.59 17,032.09
SALE 3/04/11 60 CHEIL WORLDWIDE INC 500.00 2.78 6,874,727.00 4,956,720.49 1,918,006.51 239474 3/08/11 KRW 13755.6 1114.59 6,167.89 4,914.02 1,253.87
SALE 3/04/11 60 HANA FINANCIAL GROUP C 80.00 8.18 3,629,375.00 3,292,188.11 337,186.89 254446 3/08/11 KRW 45481.2 1114.60 3,256.21 2,912.80 343.41
SALE 3/04/11 60 KB FINANCIAL GROUP 935.00 120.33 53,353,212.00 46,552,390.49 6,800,821.51 244142 3/08/11 KRW 57205.7 1114.60 47,867.59 39,307.78 8,559.81
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/04/11 60 LG DISPLAY CO LTD KRW 170.00 13.85 6,139,037.00 6,480,314.58 -341,277.58 248301 3/08/11 KRW 36202.7 1114.60 5,507.84 5,602.00 - 94.16
SALE 3/04/11 60 OCI COMPANY LTD 14.00 12.17 5,399,614.00 3,619,953.42 1,779,660.58 247824 3/08/11 KRW 386656. 1114.60 4,844.44 3,021.37 1,823.07
SALE 3/07/11 60 CHEIL INDUSTRIES INC 140.00 38.58 17,175,982.00 6,601,393.55 10,574,588.45 239475 3/09/11 KRW 122994. 1119.25 15,345.97 6,296.55 9,049.42
SALE 3/07/11 60 CHEIL WORLDWIDE INC 200.00 1.11 2,747,118.00 1,982,688.20 764,429.80 239474 3/09/11 KRW 13741.7 1119.24 2,454.43 1,965.61 488.82
SALE 3/07/11 60 HANA FINANCIAL GROUP C 150.00 15.99 7,121,003.00 6,172,852.71 948,150.29 254446 3/09/11 KRW 47592.6 1119.25 6,362.30 5,461.50 900.80
SALE 3/08/11 60 CHEIL INDUSTRIES INC 208.00 56.75 25,235,862.00 9,807,784.70 15,428,077.30 239475 3/10/11 KRW 121631. 1117.80 22,576.37 9,354.87 13,221.50
SALE 3/08/11 60 CHEIL WORLDWIDE INC 220.00 1.22 3,030,452.00 2,180,957.02 849,494.98 239474 3/10/11 KRW 13780.9 1117.79 2,711.09 2,162.17 548.92
SALE 3/08/11 60 HANA FINANCIAL GROUP C 260.00 27.78 12,350,489.00 10,699,611.37 1,650,877.63 254446 3/10/11 KRW 47621.2 1117.80 11,048.93 9,466.60 1,582.33
SALE 3/09/11 60 CHEIL INDUSTRIES INC 374.00 98.88 43,881,220.00 17,635,151.34 26,246,068.66 239475 3/11/11 KRW 117624. 1115.60 39,334.19 16,820.78 22,513.41
SALE 3/09/11 60 CHEIL WORLDWIDE INC 620.00 3.52 8,716,084.00 6,146,333.41 2,569,750.59 239474 3/11/11 KRW 14064.5 1115.60 7,812.91 6,093.39 1,719.52
SALE 3/09/11 60 HANA FINANCIAL GROUP C 330.00 35.61 15,805,252.00 13,580,275.96 2,224,976.04 254446 3/11/11 KRW 48015.1 1115.60 14,167.49 12,015.30 2,152.19
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SALE 3/10/11 60 CHEIL WORLDWIDE INC 590.00 3.31 8,221,200.00 5,848,930.18 2,372,269.82 239474 3/14/11 KRW 13940.5 1121.74 7,328.91 5,798.55 1,530.36
SALE 3/10/11 60 HANA FINANCIAL GROUP C 2,940.00 303.42 135,396,488.00 120,987,913.14 14,408,574.86 254446 3/14/11 KRW 46168.9 1121.75 120,701.13 107,045.38 13,655.75
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/10/11 60 HYUNDAI MOBIS 701.00 433.08 193,257,488.00 121,113,532.64 72,143,955.36 249828 3/14/11 KRW 276381. 1121.75 172,282.14 105,166.99 67,115.15
SALE 3/10/11 60 OCI COMPANY LTD 136.00 22.77 56,573,228.00 35,165,261.81 21,407,966.19 247824 3/14/11 KRW 416167. 1121.75 50,433.01 29,350.49 21,082.52
SALE 3/10/11 60 SAMSUNG C+T CORP COMMO 1,915.00 292.57 130,557,639.00 124,368,499.93 6,189,139.07 253701 3/14/11 KRW 68347.6 1121.75 116,387.47 110,291.70 6,095.77
SALE 3/10/11 60 SAMSUNG HEAVY INDUSTRI 1,870.00 26.64 66,176,402.00 64,224,676.60 1,951,725.40 254436 3/14/11 KRW 35404.4 1121.75 58,993.90 56,861.16 2,132.74
SALE 3/10/11 60 SHINSEGAE CO LTD KRW 5 147.00 84.23 37,587,902.00 36,624,264.92 963,637.08 247496 3/14/11 KRW 256342. 1121.75 33,508.27 29,508.36 3,999.91
SALE 3/11/11 60 CHEIL WORLDWIDE INC 710.00 3.99 9,958,603.00 7,038,543.10 2,920,059.90 239474 3/15/11 KRW 14032.5 1124.30 8,857.60 6,977.91 1,879.69
SALE 3/11/11 60 HANA FINANCIAL GROUP C 480.00 49.05 21,937,205.00 19,753,128.68 2,184,076.32 254446 3/15/11 KRW 45817.3 1124.30 19,511.88 17,476.80 2,035.08
SALE 3/11/11 60 HYUNDAI MOBIS 362.00 217.19 97,139,035.00 62,543,650.24 34,595,384.76 249828 3/15/11 KRW 269014. 1124.30 86,399.57 54,308.78 32,090.79
SALE 3/11/11 60 OCI COMPANY LTD 194.00 31.62 78,737,841.00 50,162,211.70 28,575,629.30 247824 3/15/11 KRW 406048. 1124.30 70,032.77 41,867.62 28,165.15
SALE 3/11/11 60 SAMSUNG C+T CORP COMMO 2,229.00 327.19 146,336,318.00 144,761,037.26 1,575,280.74 253701 3/15/11 KRW 65816.1 1124.30 130,157.71 128,376.08 1,781.63
SALE 3/11/11 60 SHINSEGAE CO LTD KRW 5 79.00 45.01 20,129,424.00 19,682,428.08 446,995.92 247496 3/15/11 KRW 255443. 1124.30 17,903.96 15,858.23 2,045.73
SALE 3/14/11 60 CHEIL WORLDWIDE INC 730.00 4.07 10,202,924.00 7,236,811.92 2,966,112.08 239474 3/16/11 KRW 13982.9 1129.70 9,031.53 7,174.47 1,857.06
SALE 3/14/11 60 HANA FINANCIAL GROUP C 770.00 75.45 33,907,713.00 31,687,310.58 2,220,402.42 254446 3/16/11 KRW 44146.6 1129.70 30,014.79 28,035.69 1,979.10
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/14/11 60 KB FINANCIAL GROUP 1,263.00 153.49 68,976,822.00 62,883,068.65 6,093,753.35 244142 3/16/11 KRW 54750.7 1129.70 61,057.65 53,097.03 7,960.62
SALE 3/14/11 60 OCI COMPANY LTD 181.00 28.83 72,143,287.00 46,800,826.38 25,342,460.62 247824 3/16/11 KRW 398761. 1129.70 63,860.57 39,062.06 24,798.51
SALE 3/14/11 60 SAMSUNG C+T CORP COMMO 2,676.00 368.35 165,539,632.00 173,791,177.98 -8,251,545.98 253701 3/16/11 KRW 62016.3 1129.70 146,534.15 154,120.41 - 7,586.26
SALE 3/15/11 60 CHEIL WORLDWIDE INC 350.00 1.98 4,996,458.00 3,469,704.34 1,526,753.66 239474 3/17/11 KRW 14282.0 1134.80 4,402.94 3,439.82
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963.12
SALE 3/15/11 60 HYNIX SEMICONDUCTOR IN 7,450.00 467.87 211,208,416.00 205,274,696.65 5,933,719.35 255220 3/17/11 KRW 28421.3 1134.80 186,119.51 183,980.99 2,138.52
SALE 3/15/11 60 HYUNDAI MOBIS 142.00 84.47 38,130,214.00 24,533,697.05 13,596,516.95 249828 3/17/11 KRW 269197. 1134.80 33,600.82 21,303.44 12,297.38
SALE 3/15/11 60 KB FINANCIAL GROUP 1,352.00 161.62 72,958,470.00 67,314,258.76 5,644,211.24 244142 3/17/11 KRW 54099.0 1134.80 64,291.92 56,838.63 7,453.29
SALE 3/15/11 60 SHINSEGAE CO LTD KRW 5 78.00 43.61 19,688,014.00 19,433,283.42 254,730.58 247496 3/17/11 KRW 253044. 1134.80 17,349.32 15,657.50 1,691.82
SALE 3/16/11 60 HYNIX SEMICONDUCTOR IN 1,740.00 112.38 50,556,173.00 47,943,351.97 2,612,821.03 255220 3/18/11 KRW 29128.3 1130.90 44,704.37 42,970.06 1,734.31
SALE 3/16/11 60 KB FINANCIAL GROUP 2.00 .24 108,997.00 99,577.31 9,419.69 244142 3/18/11 KRW 54635.5 1130.90 96.38 84.08 12.30
SALE 3/16/11 60 SAMSUNG ELECTRONICS CO 1,101.00 388.40 972,716,510.00 731,126,756.17 241,589,753.83 239489 3/18/11 KRW 883883. 1130.90 860,126.01 658,801.95 201,324.06
SALE 3/16/11 60 SHINSEGAE CO LTD KRW 5 135.00 75.56 33,994,936.00 33,634,529.00 360,407.00 247496 3/18/11 KRW 252447. 1130.90 30,060.07 27,099.51 2,960.56
SALE 3/17/11 60 SHINSEGAE CO LTD KRW 5 195.00 105.34 47,570,998.00 48,583,208.56 -1,012,210.56 247496 3/21/11 KRW 244567. 1135.15 41,907.24 39,143.74 2,763.50
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/18/11 60 CHEIL INDUSTRIES INC 296.00 71.81 32,184,855.00 13,957,232.08 18,227,622.92 239475 3/22/11 KRW 109005. 1126.65 28,566.86 13,312.70 15,254.16
SALE 3/18/11 60 HYUNDAI MOBIS 116.00 70.72 31,700,494.00 20,041,611.68 11,658,882.32 249828 3/22/11 KRW 273967. 1126.65 28,136.95 17,402.81 10,734.14
SALE 3/18/11 60 SHINSEGAE CO LTD KRW 5 108.00 59.41 26,626,184.00 26,907,623.20 -281,439.20 247496 3/22/11 KRW 247158. 1126.65 23,633.06 21,679.61 1,953.45
SALE 3/21/11 60 CHEIL INDUSTRIES INC 130.00 32.34 14,471,362.00 6,129,865.44 8,341,496.56 239475 3/23/11 KRW 111598. 1124.85 12,865.15 5,846.80 7,018.35
SALE 3/21/11 60 HYUNDAI MOBIS 68.00 41.88 18,743,770.00 11,748,530.98 6,995,239.02 249828 3/23/11 KRW 276336. 1124.85 16,663.35 10,201.65 6,461.70
SALE 3/21/11 60 SHINSEGAE CO LTD KRW 5 76.00 42.18 18,878,068.00 18,934,994.11 - 56,926.11 247496 3/23/11 KRW 249019. 1124.85 16,782.74 15,256.02 1,526.72
SALE 3/22/11 60 CHEIL INDUSTRIES INC 193.00 47.05 20,979,388.00 9,100,492.54 11,878,895.46 239475 3/24/11 KRW 108974. 1121.00 18,714.89 8,680.24 10,034.65
SALE 3/22/11 60 CHEIL WORLDWIDE INC 190.00 1.03 2,588,274.00 1,883,553.79 704,720.21 239474 3/24/11 KRW 13628.6 1120.99 2,308.90 1,867.33 441.57
SALE 3/22/11 60 SAMSUNG C+T CORP COMMO 535.00 75.29 33,575,962.00 34,745,246.72 -1,169,284.72 253701 3/24/11 KRW 62916.5 1121.00 29,951.79 30,812.56 - 860.77
SALE 3/22/11 60 SHINSEGAE CO LTD KRW 5 83.00 46.42 20,703,400.00 20,679,006.72 24,393.28 247496 3/24/11 KRW 250065. 1121.00 18,468.69 16,661.18 1,807.51
SALE 3/23/11 60 CHEIL INDUSTRIES INC 278.00 66.06 29,549,816.00 13,108,481.48 16,441,334.52 239475 3/25/11 KRW 106561. 1124.45 26,279.35 12,503.15 13,776.20
SALE 3/23/11 60 CHEIL WORLDWIDE INC 150.00 .82 2,047,211.00 1,487,016.15 560,194.85 239474 3/25/11 KRW 13654.2 1124.45 1,820.63 1,474.21 346.42
SALE 3/23/11 60 SAMSUNG C+T CORP COMMO 1,202.00 170.07 76,076,971.00 78,063,152.44 -1,986,181.44 253701 3/25/11 KRW 63451.0 1124.45 67,657.05 69,227.48 -
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1,570.43
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: 78 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/23/11 60 SHINSEGAE CO LTD KRW 5 118.00 64.32 28,770,383.00 29,399,069.80 -628,686.80 247496 3/25/11 KRW 244429. 1124.45 25,586.18 23,686.98 1,899.20
SALE 3/24/11 60 CHEIL INDUSTRIES INC 193.00 46.43 20,708,844.00 9,100,492.54 11,608,351.46 239475 3/28/11 KRW 107569. 1121.20 18,470.25 8,680.24 9,790.01
SALE 3/24/11 60 CHEIL WORLDWIDE INC 190.00 1.04 2,603,155.00 1,883,553.79 719,601.21 239474 3/28/11 KRW 13706.9 1121.19 2,321.76 1,867.33 454.43
SALE 3/24/11 60 SAMSUNG C+T CORP COMMO 2,576.00 378.63 168,875,684.00 167,296,739.34 1,578,944.66 253701 3/28/11 KRW 65722.1 1121.20 150,620.48 148,361.05 2,259.43
SALE 3/24/11 60 SHINSEGAE CO LTD KRW 5 100.00 54.06 24,113,354.00 24,914,465.93 -801,111.93 247496 3/28/11 KRW 241739. 1121.20 21,506.74 20,073.71 1,433.03
SALE 3/25/11 60 CHEIL INDUSTRIES INC 308.00 77.69 34,430,998.00 14,523,065.81 19,907,932.19 239475 3/29/11 KRW 112069. 1114.15 30,903.38 13,852.41 17,050.97
SALE 3/25/11 60 CHEIL WORLDWIDE INC 250.00 1.39 3,446,158.00 2,478,360.25 967,797.75 239474 3/29/11 KRW 13790.8 1114.15 3,093.08 2,457.01 636.07
SALE 3/25/11 60 SAMSUNG C+T CORP COMMO 1,775.00 269.64 119,510,978.00 115,276,285.84 4,234,692.16 253701 3/29/11 KRW 67499.3 1114.15 107,266.51 102,228.60 5,037.91
SALE 3/25/11 60 SHINSEGAE CO LTD KRW 5 111.00 60.20 26,682,956.00 27,655,057.18 -972,101.18 247496 3/29/11 KRW 240991. 1114.15 23,949.16 22,281.82 1,667.34
SALE 3/28/11 60 CHEIL INDUSTRIES INC 101.00 25.85 11,458,497.00 4,762,433.92 6,696,063.08 239475 3/30/11 KRW 113735. 1114.50 10,281.29 4,542.51 5,738.78
SALE 3/28/11 60 CHEIL WORLDWIDE INC 90.00 .49 1,237,397.00 892,209.69 345,187.31 239474 3/30/11 KRW 13754.9 1114.50 1,110.27 884.52 225.75
SALE 3/28/11 60 HANA FINANCIAL GROUP C 360.00 34.75 15,406,050.00 14,814,846.51 591,203.49 254446 3/30/11 KRW 42902.1 1114.50 13,823.28 13,107.60 715.68
SALE 3/28/11 60 SAMSUNG C+T CORP COMMO 1,400.00 213.03 94,448,668.00 90,922,140.94 3,526,527.06 253701 3/30/11 KRW 67632.9 1114.50 84,745.33 80,631.00 4,114.33
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 SHINSEGAE CO LTD KRW 5 110.00 60.04 26,622,028.00 27,405,912.52 -783,884.52 247496 3/30/11 KRW 242626. 1114.50 23,886.97 22,081.08 1,805.89
SALE 3/29/11 60 HANA FINANCIAL GROUP C 410.00 40.50 17,888,985.00 16,872,464.08 1,016,520.92 254446 3/31/11 KRW 43741.3 1110.40 16,110.40 14,928.10 1,182.30
SALE 3/29/11 60 SAMSUNG C+T CORP COMMO 1,592.00 246.88 109,053,335.00 103,391,463.13 5,661,871.87 253701 3/31/11 KRW 68673.0 1110.40 98,210.86 91,688.97 6,521.89
SALE 3/29/11 60 SHINSEGAE CO LTD KRW 5 43.00 23.85 10,534,167.00 10,713,220.35 - 179,053.35 247496 3/31/11 KRW 245596. 1110.40 9,486.82 8,631.70 855.12
SALE 3/30/11 60 HANA FINANCIAL GROUP C 360.00 36.65 16,098,413.00 14,814,846.51 1,283,566.49 254446 4/01/11 KRW 44830.2 1104.20 14,579.25 13,107.60 1,471.65
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
SALE 3/30/11 60 SAMSUNG C+T CORP COMMO 934.00 147.83 64,936,060.00 60,658,056.89 4,278,003.11 253701 4/01/11 KRW 69699.4 1104.20 58,808.24 53,792.40 5,015.84
SALE 3/30/11 60 SHINSEGAE CO LTD KRW 5 102.00 57.45 25,239,198.00 25,412,755.25 -173,557.25 247496 4/01/11 KRW 248065. 1104.20 22,857.45 20,475.19 2,382.26
SALE 3/31/11 60 HANA FINANCIAL GROUP C 540.00 58.38 25,472,989.00 22,222,269.76 3,250,719.24 254446 4/04/11 KRW 47290.7 1096.95 23,221.65 19,661.40 3,560.25
SALE 3/31/11 60 SAMSUNG C+T CORP COMMO 2,476.00 402.48 175,631,181.00 160,802,300.70 14,828,880.30 253701 4/04/11 KRW 71111.7 1096.95 160,108.65 142,601.69 17,506.96
SALE 3/31/11 60 SHINSEGAE CO LTD KRW 5 31.00 18.06 7,881,190.00 7,723,484.44 157,705.56 247496 4/04/11 KRW 254870. 1096.95 7,184.64 6,222.85 961.79 ------57,747.00 8,108.674,701,375,394.00 3,919,175,744.50 782,199,649.50 4,185,455.84 3,445,490.96 739,964.88 91 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 3/10/11 60 BQE AUD SAL GDR REPR 1 40,112.00 802.24 302,258.00 361,467.99 - 59,209.99 251638 3/15/11 USD 7.555 1.000 302,258.00 361,467.99 - 59,209.99
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: 80 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/11/11 60 BQE AUD SAL GDR REPR 1 53,962.00 1,079.24 406,339.31 486,276.81 - 79,937.50 251638 3/16/11 USD 7.550 1.000 406,339.31 486,276.81 - 79,937.50
SALE 3/14/11 60 BQE AUD SAL GDR REPR 1 43,595.00 871.90 324,869.50 392,854.92 - 67,985.42 251638 3/17/11 USD 7.472 1.000 324,869.50 392,854.92 - 67,985.42
SALE 3/15/11 60 BQE AUD SAL GDR REPR 1 25,142.00 502.84 185,322.94 226,566.32 - 41,243.38 251638 3/18/11 USD 7.391 1.000 185,322.94 226,566.32 - 41,243.38 ------162,811.00 3,256.22 1,218,789.75 1,467,166.04 - 248,376.29 1,218,789.75 1,467,166.04 - 248,376.29 4 TRANSACTIONS IN COUNTRY: LEBANON (5550)
SALE 3/03/11 60 IMPALA PLATINUM HOLDIN 31,600.00 1,864.97 6,431,841.87 5,524,128.74 907,713.13 245197 3/10/11 ZAR 203.947 6.911 930,620.19 681,880.77 248,739.42
SALE 3/04/11 60 IMPALA PLATINUM HOLDIN 6,000.00 357.54 1,229,836.36 1,048,885.20 180,951.16 245197 3/11/11 ZAR 205.383 6.893 178,411.69 129,471.03 48,940.66
SALE 3/07/11 60 IMPALA PLATINUM HOLDIN 34,400.00 2,009.79 6,876,961.42 6,013,608.50 863,352.92 245197 3/14/11 ZAR 200.312 6.857 1,002,867.22 742,300.59 260,566.63
SALE 3/08/11 60 IMPALA PLATINUM HOLDIN 20,300.00 1,184.84 4,076,545.70 3,548,728.27 527,817.43 245197 3/15/11 ZAR 201.218 6.895 591,227.87 438,043.66 153,184.21
SALE 3/09/11 60 IMPALA PLATINUM HOLDIN 16,800.00 979.57 3,359,986.46 2,936,878.57 423,107.89 245197 3/16/11 ZAR 200.400 6.874 488,799.96 362,518.89 126,281.07
SALE 3/11/11 60 IMPALA PLATINUM HOLDIN 26,500.00 1,461.66 5,038,034.34 4,632,576.31 405,458.03 245197 3/18/11 ZAR 190.496 6.908 729,357.12 571,830.39 157,526.73
SALE 3/23/11 60 IMPALA PLATINUM HOLDIN 5,700.00 326.53 1,130,405.57 996,440.94 133,964.63 245197 3/30/11 ZAR 198.714 6.938 162,940.17 122,997.48 39,942.69
SALE 3/24/11 60 IMPALA PLATINUM HOLDIN 16,700.00 970.27 3,318,714.96 2,919,397.15 399,317.81 245197 3/31/11 ZAR 199.124 6.855 484,155.28 360,361.04 123,794.24
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/25/11 60 IMPALA PLATINUM HOLDIN 2,100.00 126.41 420,145.94 367,109.82 53,036.12 245197 4/01/11 ZAR 200.481 6.843 61,399.71 45,314.86 16,084.85
SALE 3/31/11 60 IMPALA PLATINUM HOLDIN 9,200.00 133.27 1,800,795.03 1,608,290.65 192,504.38 245197 4/07/11 ZAR 195.837 6.759 266,411.47 198,522.25 67,889.22
SALE 3/31/11 60 IMPALA PLATINUM HOLDIN 100.00 5.85 19,733.18 17,481.42 2,251.76 245197 4/07/11 ZAR 197.727 6.759 2,919.35 2,157.85 761.50 ------169,400.00 9,420.70 33,703,000.83 29,613,525.57 4,089,475.26 4,899,110.03 3,655,398.81 1,243,711.22 11 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/01/11 60 TIM PARTICIPACOES S A 3,500.00 125.10 135,492.20 103,464.86 32,027.34 250548 3/04/11 USD 38.748 1.000 135,492.20 103,464.86 32,027.34
SALE 3/02/11 60 TIM PARTICIPACOES S A 3,100.00 110.82 120,699.28 91,640.30 29,058.98 250548 3/07/11 USD 38.971 1.000 120,699.28 91,640.30 29,058.98
SALE 3/03/11 60 TIM PARTICIPACOES S A 5,900.00 211.04 236,229.10 174,412.18 61,816.92 250548 3/08/11 USD 40.075 1.000 236,229.10 174,412.18 61,816.92
SALE 3/04/11 60 TIM PARTICIPACOES S A 800.00 28.60 31,128.84 23,649.11 7,479.73 250548 3/09/11 USD 38.947 1.000 31,128.84 23,649.11 7,479.73
SALE 3/07/11 60 TIM PARTICIPACOES S A 800.00 28.59 30,868.13 23,649.11 7,219.02 250548 3/10/11 USD 38.621 1.000 30,868.13 23,649.11 7,219.02 ------14,100.00 504.15 554,417.55 416,815.56 137,601.99 554,417.55 416,815.56 137,601.99 5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 3/03/11 60 GENOMMA LAB INTERNACIO 14,200.00 80.40 386,311.24 317,591.42 68,719.82 252179 3/08/11 MXN 27.273 12.042 32,080.06 24,964.50 7,115.56
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/04/11 60 GENOMMA LAB INTERNACIO 3,800.00 21.44 102,603.15 84,989.25 17,613.90 252179 3/09/11 MXN 27.069 11.997 8,552.61 6,680.64 1,871.97
SALE 3/07/11 60 GENOMMA LAB INTERNACIO 14,200.00 79.37 380,326.74 317,591.42 62,735.32 252179 3/10/11 MXN 26.851 12.009 31,670.41 24,964.50 6,705.91
SALE 3/08/11 60 GENOMMA LAB INTERNACIO 11,600.00 65.11 312,508.41 259,440.88 53,067.53 252179 3/11/11 MXN 27.008 12.029 25,978.94 20,393.54 5,585.40
SALE 3/09/11 60 GENOMMA LAB INTERNACIO 6,200.00 34.95 167,047.67 138,666.68 28,380.99 252179 3/14/11 MXN 27.011 11.980 13,943.82 10,899.99 3,043.83
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SALE 3/10/11 60 GENOMMA LAB INTERNACIO 4,700.00 25.87 123,620.71 105,118.29 18,502.42 252179 3/15/11 MXN 26.368 11.974 10,323.79 8,262.90 2,060.89
SALE 3/11/11 60 GENOMMA LAB INTERNACIO 6,200.00 33.82 161,380.20 138,666.67 22,713.53 252179 3/16/11 MXN 26.094 11.958 13,495.58 10,899.99 2,595.59
SALE 3/11/11 60 GENOMMA LAB INTERNACIO 14,000.00 75.92 362,215.79 313,118.30 49,097.49 252179 3/16/11 MXN 25.937 11.958 30,290.67 24,612.89 5,677.78
SALE 3/11/11 60 GENOMMA LAB INTERNACIO 7,000.00 38.05 181,545.00 156,559.15 24,985.85 252179 3/16/11 MXN 26.000 11.958 15,181.89 12,306.44 2,875.45
SALE 3/14/11 60 GENOMMA LAB INTERNACIO 7,400.00 40.28 191,578.71 165,505.39 26,073.32 252179 3/17/11 MXN 25.954 11.920 16,071.37 13,009.67 3,061.70
SALE 3/15/11 60 GENOMMA LAB INTERNACIO 17,500.00 94.23 451,303.41 391,397.87 59,905.54 252179 3/18/11 MXN 25.853 12.004 37,596.09 30,766.11 6,829.98
SALE 3/16/11 60 GENOMMA LAB INTERNACIO 19,600.00 108.46 523,014.67 438,365.62 84,649.05 252179 3/22/11 MXN 26.751 12.085 43,276.39 34,458.04 8,818.35
SALE 3/17/11 60 GENOMMA LAB INTERNACIO 7,000.00 38.35 185,145.18 156,559.15 28,586.03 252179 3/23/11 MXN 26.516 12.100 15,301.25 12,306.44 2,994.81
SALE 3/18/11 60 GENOMMA LAB INTERNACIO 6,600.00 35.94 172,922.87 147,612.91 25,309.96 252179 3/24/11 MXN 26.266 12.060 14,338.25 11,603.22 2,735.03
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/22/11 60 GENOMMA LAB INTERNACIO 11,900.00 65.14 311,588.13 266,150.55 45,437.58 252179 3/25/11 MXN 26.250 11.988 25,991.67 20,920.95 5,070.72
SALE 3/23/11 60 GENOMMA LAB INTERNACIO 24,800.00 138.08 661,452.06 554,666.70 106,785.36 252179 3/28/11 MXN 26.738 12.006 55,092.54 43,599.97 11,492.57
SALE 3/24/11 60 GENOMMA LAB INTERNACIO 23,000.00 131.57 627,532.44 514,408.63 113,123.81 252179 3/29/11 MXN 27.352 11.954 52,494.72 40,435.46 12,059.26
SALE 3/25/11 60 GENOMMA LAB INTERNACIO 5,500.00 31.97 152,232.47 123,010.76 29,221.71 252179 3/30/11 MXN 27.748 11.934 12,756.14 9,669.35 3,086.79
SALE 3/28/11 60 GENOMMA LAB INTERNACIO 9,600.00 54.29 259,225.19 214,709.69 44,515.50 252179 3/31/11 MXN 27.070 11.966 21,663.39 16,877.41 4,785.98
SALE 3/29/11 60 GENOMMA LAB INTERNACIO 2,000.00 11.15 53,273.28 44,731.19 8,542.09 252179 4/01/11 MXN 26.703 11.976 4,448.37 3,516.13 932.24
SALE 3/30/11 60 GENOMMA LAB INTERNACIO 13,100.00 73.28 348,298.40 292,989.27 55,309.13 252179 4/04/11 MXN 26.654 11.913 29,237.08 23,030.63 6,206.45
SALE 3/31/11 60 GENOMMA LAB INTERNACIO 48,300.00 270.48 1,285,051.41 1,080,258.13 204,793.28 252179 4/05/11 MXN 26.672 11.907 107,921.76 84,914.46 23,007.30
SALE 3/31/11 60 GENOMMA LAB INTERNACIO 3,700.00 20.59 97,804.87 82,752.69 15,052.18 252179 4/05/11 MXN 26.500 11.907 8,213.89 6,504.83 1,709.06 ------281,900.00 1,568.74 7,497,982.00 6,304,860.61 1,193,121.39 625,920.68 495,598.06 130,322.62 23 TRANSACTIONS IN COUNTRY: MEXICO (7800)
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SALE 3/03/11 60 O KEY GROUP S.A. GDR 1 1,336.00 23.41 14,605.79 14,752.27 - 146.48 254169 3/08/11 USD 10.950 1.000 14,605.79 14,752.27 - 146.48
SALE 3/04/11 60 O KEY GROUP S.A. GDR 1 93,535.00 1,638.73 1,022,569.52 1,032,824.62 -10,255.10 254169 3/09/11 USD 10.950 1.000 1,022,569.52 1,032,824.62 -10,255.10
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/04/11 60 O KEY GROUP S.A. GDR 1 5,440.00 98.48 61,449.68 60,069.13 1,380.55 254169 3/09/11 USD 11.314 1.000 61,449.68 60,069.13 1,380.55
SALE 3/04/11 60 O KEY GROUP S.A. GDR 1 1,468.00 19,241.99 19,241.99 255017 3/04/11 USD 13.108 1.000 19,241.99 19,241.99
SALE 3/21/11 60 MAIL.RU GROUP LTD GDR 4,389.00 153.62 142,784.26 141,680.22 1,104.04 254249 3/24/11 USD 32.567 1.000 142,784.26 141,680.22 1,104.04
SALE 3/21/11 60 SBERBANK-CLS 236,700.00 1,678.27 837,455.66 645,658.14 191,797.52 250612 3/28/11 USD 3.545 1.000 837,455.66 645,658.14 191,797.52
SALE 3/22/11 60 MAIL.RU GROUP LTD GDR 3,125.00 109.37 99,734.38 100,877.35 - 1,142.97 254249 3/25/11 USD 31.950 1.000 99,734.38 100,877.35 - 1,142.97
SALE 3/22/11 60 SBERBANK-CLS 51,600.00 369.67 184,463.59 140,751.84 43,711.75 250612 3/29/11 USD 3.582 1.000 184,463.59 140,751.84 43,711.75
SALE 3/23/11 60 MAIL.RU GROUP LTD GDR 1,421.00 49.74 45,919.61 45,870.95 48.66 254249 3/28/11 USD 32.350 1.000 45,919.61 45,870.95 48.66
SALE 3/23/11 60 SBERBANK-CLS 40,800.00 288.65 144,034.54 111,292.15 32,742.39 250612 3/30/11 USD 3.537 1.000 144,034.54 111,292.15 32,742.39
SALE 3/24/11 60 MAIL.RU GROUP LTD GDR 1,419.00 49.67 45,287.38 45,806.39 - 519.01 254249 3/29/11 USD 31.950 1.000 45,287.38 45,806.39 - 519.01
SALE 3/25/11 60 MAIL.RU GROUP LTD GDR 6,105.00 213.68 197,034.60 197,073.99 - 39.39 254249 3/30/11 USD 32.309 1.000 197,034.60 197,073.99 - 39.39
SALE 3/25/11 60 MAIL.RU GROUP LTD GDR 1,421.00 49.74 45,777.51 45,870.95 - 93.44 254249 3/30/11 USD 32.250 1.000 45,777.51 45,870.95 - 93.44 ------448,759.00 4,723.03 2,860,358.51 2,601,769.99 258,588.52 2,860,358.51 2,601,769.99 258,588.52 13 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/03/11 60 HINDALCO INDS REG S + 15,811.00 73,679.26 54,390.14 19,289.12 249895 3/08/11 USD 4.660 1.000 73,679.26 54,390.14
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19,289.12
SALE 3/04/11 60 HINDALCO INDS REG S + 69,693.00 328,254.03 239,745.25 88,508.78 249895 3/09/11 USD 4.710 1.000 328,254.03 239,745.25 88,508.78
SALE 3/08/11 60 DR REDDYS LABS ADR 3,300.00 68.25 116,986.71 82,985.09 34,001.62 248690 3/11/11 USD 35.471 1.000 116,986.71 82,985.09 34,001.62
SALE 3/08/11 60 LARSEN + TOUBRO LTD SP 3,631.00 153,308.65 132,458.88 20,849.77 255016 3/08/11 USD 42.222 1.000 153,308.65 132,458.88 20,849.77
SALE 3/09/11 60 HINDALCO INDS REG S + 103,815.00 493,121.25 357,125.58 135,995.67 249895 3/14/11 USD 4.750 1.000 493,121.25 357,125.58 135,995.67
SALE 3/23/11 60 HINDALCO INDS REG S + 158,619.00 688,406.46 545,652.39 142,754.07 249895 3/28/11 USD 4.340 1.000 688,406.46 545,652.39 142,754.07
SALE 3/24/11 60 HINDALCO INDS REG S + 44,543.00 199,998.07 153,228.77 46,769.30 249895 3/29/11 USD 4.490 1.000 199,998.07 153,228.77 46,769.30
SALE 3/29/11 60 HINDALCO INDS REG S + 104,500.00 486,698.30 359,481.99 127,216.31 249895 4/01/11 USD 4.657 1.000 486,698.30 359,481.99 127,216.31 ------503,912.00 68.25 2,540,452.73 1,925,068.09 615,384.64 2,540,452.73 1,925,068.09 615,384.64 8 TRANSACTIONS IN COUNTRY: INDIA (9980)
------3,606,539.00 36,064.804,777,787,323.09 3,994,358,670.12 783,428,652.97 21,064,529.53 18,691,789.37 2,372,740.16 176 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
SALE 3/16/11 60 SAMSUNG ELCTRNCS N/VT 106.00 142.47 64,095,032.00 41,013,811.99 23,081,220.01 239490 3/18/11 KRW 606190. 1130.90 56,676.13 38,348.52 18,327.61
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/17/11 60 SAMSUNG ELCTRNCS N/VT 45.00 58.89 26,595,152.00 17,411,523.96 9,183,628.04 239490 3/21/11 KRW 592488. 1135.15 23,428.76 16,280.03 7,148.73
SALE 3/18/11 60 SAMSUNG ELCTRNCS N/VT 34.00 44.56 19,971,369.00 13,155,373.66 6,815,995.34 239490 3/22/11 KRW 588869. 1126.65 17,726.33 12,300.47 5,425.86
SALE 3/21/11 60 SAMSUNG ELCTRNCS N/VT 5.00 6.58 2,945,844.00 1,934,613.77 1,011,230.23 239490 3/23/11 KRW 590648. 1124.84 2,618.88 1,808.89 809.99
SALE 3/22/11 60 SAMSUNG ELCTRNCS N/VT 6.00 7.91 3,531,786.00 2,321,536.53 1,210,249.47 239490 3/24/11 KRW 590109. 1120.99 3,150.57 2,170.67 979.90
SALE 3/23/11 60 SAMSUNG ELCTRNCS N/VT 7.00 9.18 4,106,649.00 2,708,459.28 1,398,189.72 239490 3/25/11 KRW 588138. 1124.45 3,652.14 2,532.45 1,119.69
SALE 3/24/11 60 SAMSUNG ELCTRNCS N/VT 14.00 18.60 8,297,522.00 5,416,918.56 2,880,603.44 239490 3/28/11 KRW 594169. 1121.20 7,400.57 5,064.90 2,335.67
SALE 3/25/11 60 SAMSUNG ELCTRNCS N/VT 18.00 24.70 10,949,997.00 6,964,609.58 3,985,387.42 239490 3/29/11 KRW 609862. 1114.15 9,828.12 6,512.01 3,316.11
SALE 3/28/11 60 SAMSUNG ELCTRNCS N/VT 7.00 9.67 4,288,598.00 2,708,459.28 1,580,138.72 239490 3/30/11 KRW 614196. 1114.50 3,848.00 2,532.45 1,315.55
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SALE 3/29/11 60 SAMSUNG ELCTRNCS N/VT 5.00 6.85 3,028,393.00 1,934,613.77 1,093,779.23 239490 3/31/11 KRW 607200. 1110.40 2,727.30 1,808.89 918.41
SALE 3/30/11 60 SAMSUNG ELCTRNCS N/VT 4.00 5.58 2,452,969.00 1,547,691.02 905,277.98 239490 4/01/11 KRW 614782. 1104.20 2,221.49 1,447.11 774.38 ------251.00 334.99 150,263,311.00 97,117,611.40 53,145,699.60 133,278.29 90,806.39 42,471.90 11 TRANSACTIONS IN COUNTRY: KOREA (4500)
------251.00 334.99 150,263,311.00 97,117,611.40 53,145,699.60 133,278.29 90,806.39 42,471.90 11 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
------3,719,790.00 39,154.334,928,858,040.55 4,092,371,598.05 836,486,442.50 22,005,214.28 19,677,912.29 2,327,301.99 189 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
------12,359,373.00 69,605.10 26196933062.21 25360446619.71 836,486,442.50
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------39,481,083.84 37,153,781.85 2,327,301.99 359 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 3/01/11 60 HUABAO INTERNATIONAL H 5,000.00 13.88 52,124.59 52,124.59 255388 3/03/11 HKD 10.403 7.789 6,692.12 6,692.12
PUR 3/01/11 60 HUABAO INTERNATIONAL H 110,000.00 308.33 1,158,160.58 1,158,160.58 255388 3/03/11 HKD 10.507 7.789 148,692.77 148,692.77
PUR 3/02/11 60 HUABAO INTERNATIONAL H 25,000.00 67.88 265,179.25 265,179.25 255388 3/04/11 HKD 10.586 7.789 34,044.04 34,044.04
PUR 3/03/11 60 HUABAO INTERNATIONAL H 20,000.00 56.96 213,947.64 213,947.64 255388 3/07/11 HKD 10.675 7.789 27,467.57 27,467.57
PUR 3/04/11 60 HUABAO INTERNATIONAL H 10,000.00 43.37 111,831.38 111,831.38 255388 3/08/11 HKD 11.149 7.789 14,358.07 14,358.07
PUR 3/07/11 60 HUABAO INTERNATIONAL H 15,000.00 20.66 164,489.55 164,489.55 255388 3/09/11 HKD 10.955 7.786 21,126.19 21,126.19
PUR 3/08/11 60 HUABAO INTERNATIONAL H 45,000.00 59.66 475,130.91 475,130.91 255388 3/10/11 HKD 10.548 7.790 60,993.59 60,993.59
PUR 3/09/11 60 HUABAO INTERNATIONAL H 15,000.00 20.55 163,602.81 163,602.81 255388 3/11/11 HKD 10.896 7.787 21,010.28 21,010.28
PUR 3/10/11 60 HUABAO INTERNATIONAL H 15,000.00 35.47 164,697.22 164,697.22 255388 3/14/11 HKD 10.961 7.788 21,147.43 21,147.43
PUR 3/11/11 60 HUABAO INTERNATIONAL H 15,000.00 33.13 163,543.49 163,543.49 255388 3/15/11 HKD 10.886 7.788 20,998.48 20,998.48
PUR 3/11/11 60 HUABAO INTERNATIONAL H 85,000.00 68.95 927,385.04 927,385.04 255388 3/15/11 HKD 10.904 7.788 119,073.36 119,073.36
PUR 3/14/11 60 HUABAO INTERNATIONAL H 5,000.00 10.78 53,250.00 53,250.00
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255388 3/16/11 HKD 10.633 7.791 6,834.63 6,834.63
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/15/11 60 HUABAO INTERNATIONAL H 15,000.00 32.09 158,573.65 158,573.65 255388 3/17/11 HKD 10.555 7.796 20,339.60 20,339.60
PUR 3/16/11 60 HUABAO INTERNATIONAL H 20,000.00 43.87 216,830.05 216,830.05 255388 3/18/11 HKD 10.824 7.797 27,810.67 27,810.67
PUR 3/16/11 60 HUABAO INTERNATIONAL H 60,000.00 86.60 626,501.22 626,501.22 255388 3/18/11 HKD 10.430 7.797 80,355.18 80,355.18
PUR 3/17/11 60 HUABAO INTERNATIONAL H 20,000.00 42.82 211,750.04 211,750.04 255388 3/21/11 HKD 10.571 7.802 27,141.35 27,141.35
PUR 3/18/11 60 HUABAO INTERNATIONAL H 10,000.00 22.01 108,825.68 108,825.68 255388 3/22/11 HKD 10.865 7.800 13,951.74 13,951.74
PUR 3/21/11 60 HUABAO INTERNATIONAL H 15,000.00 43.29 162,811.11 162,811.11 255388 3/23/11 HKD 10.832 7.798 20,877.64 20,877.64
PUR 3/22/11 60 HUABAO INTERNATIONAL H 5,000.00 6.94 55,330.62 55,330.62 255388 3/24/11 HKD 11.055 7.793 7,100.18 7,100.18
PUR 3/23/11 60 HUABAO INTERNATIONAL H 5,000.00 7.15 56,947.20 56,947.20 255388 3/25/11 HKD 11.378 7.793 7,307.86 7,307.86
PUR 3/29/11 60 HUABAO INTERNATIONAL H 25,000.00 76.73 288,370.96 288,370.96 255388 3/31/11 HKD 11.511 7.793 37,003.61 37,003.61 ------540,000.00 1,101.12 5,799,282.99 5,799,282.99 744,326.36 744,326.36 21 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 3/11/11 60 FIRST QUANTUM MINERALS 2,400.00 24.57 266,238.00 266,238.00 248466 3/16/11 CAD 110.923 .977 272,589.33 272,589.33 ------2,400.00 24.57 266,238.00 266,238.00 272,589.33 272,589.33 1 TRANSACTION IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 ORIFLAME COSMETICS SA- 3,000.00 82.36 1,051,805.44 1,051,805.44 239833 3/16/11 SEK 350.427 6.382 164,810.71 164,810.71 ------3,000.00 82.36 1,051,805.44 1,051,805.44 164,810.71 164,810.71 1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
PUR 3/11/11 60 OTP BANK PLC 8,300.00 341.82 45,000,736.50 45,000,736.50 252266 3/18/11 HUF 5413.65 197.178 228,223.46 228,223.46 ------8,300.00 341.82 45,000,736.50 45,000,736.50 228,223.46 228,223.46 1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 3/11/11 60 AKBANK TAS TRY 1.0 137,100.00 1,006.87 1,066,864.90 1,066,864.90 244496 3/15/11 TRY 7.770 1.587 672,252.61 672,252.61
PUR 3/11/11 60 KOC HOLDING AS 100,400.00 658.24 697,459.18 697,459.18 247977 3/15/11 TRY 6.936 1.587 439,482.79 439,482.79
PUR 3/11/11 60 TURKCELL ILETISIM HIZM 46,900.00 398.64 422,390.27 422,390.27
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239834 3/15/11 TRY 8.993 1.587 266,156.44 266,156.44
PUR 3/11/11 60 TURKIYE IS BANKASI-C 104,800.00 495.22 524,723.03 524,723.03 239835 3/15/11 TRY 4.999 1.587 330,638.33 330,638.33 ------389,200.00 2,558.97 2,711,437.38 2,711,437.38 1,708,530.17 1,708,530.17 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 3/11/11 60 DELTA ELECTRONICS INC 4,800.00 50.40 100,850.40 100,850.40 253301 3/16/11 USD 21.000 1.000 100,850.40 100,850.40
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 HON HAI PRECISION GDR 8,200.00 31.65 63,327.45 63,327.45 255882 3/16/11 USD 7.719 1.000 63,327.45 63,327.45
PUR 3/11/11 60 HTC CORP REG S GDR D 1,600.00 113.60 227,313.60 227,313.60 255883 3/16/11 USD 142.000 1.000 227,313.60 227,313.60
PUR 3/11/11 60 TAIWAN SEMICONDUCT ADS 35,900.00 359.00 435,707.53 435,707.53 240081 3/16/11 USD 12.127 1.000 435,707.53 435,707.53
PUR 3/14/11 60 HON HAI PRECISION GDR 40,000.00 155.65 311,455.65 311,455.65 255882 3/17/11 USD 7.783 1.000 311,455.65 311,455.65
PUR 3/29/11 60 HTC CORP 1,600.00 227,313.60 227,313.60 244137 3/29/11 USD 142.071 1.000 227,313.60 227,313.60 ------92,100.00 710.30 1,365,968.23 1,365,968.23 1,365,968.23 1,365,968.23 6 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 3/11/11 60 CHINA CONSTRUCTION 176,000.00 92.90 1,249,389.10 1,249,389.10 251606 3/15/11 HKD 7.095 7.788 160,417.69 160,417.69
PUR 3/11/11 60 WEICHAI POWER CO LTD H 19,000.00 70.56 949,016.17 949,016.17 253302 3/15/11 HKD 49.919 7.788 121,850.73 121,850.73
PUR 3/22/11 60 WEICHAI POWER CO LTD H 39,000.00 258.48 1,868,981.21 1,868,981.21 253302 3/24/11 HKD 47.871 7.793 239,832.82 239,832.82
PUR 3/22/11 60 WEICHAI POWER CO LTD H 5,000.00 64.18 240,022.90 240,022.90 253302 3/24/11 HKD 47.905 7.793 30,800.40 30,800.40
PUR 3/23/11 60 WEICHAI POWER CO LTD H 5,000.00 64.40 240,870.00 240,870.00 253302 3/25/11 HKD 48.074 7.793 30,910.09 30,910.09
PUR 3/23/11 60 WEICHAI POWER CO LTD H 5,000.00 33.24 240,333.02 240,333.02 253302 3/25/11 HKD 48.015 7.793 30,841.19 30,841.19
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/24/11 60 WEICHAI POWER CO LTD H 15,000.00 188.87 706,501.38 706,501.38 253302 3/28/11 HKD 47.002 7.794 90,649.74 90,649.74
PUR 3/25/11 60 WEICHAI POWER CO LTD H 37,000.00 456.88 1,708,936.76 1,708,936.76 253302 3/29/11 HKD 46.091 7.793 219,278.59 219,278.59
PUR 3/28/11 60 WEICHAI POWER CO LTD H 34,000.00 415.81 1,556,524.25 1,556,524.25 253302 3/30/11 HKD 45.685 7.800 199,564.63 199,564.63 ------335,000.00 1,645.32 8,760,574.79 8,760,574.79 1,124,145.88 1,124,145.88 9 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 3/11/11 60 HITE BREWERY 900.00 84.74 95,363,268.00 95,363,268.00 242505 3/15/11 KRW 105853. 1124.30 84,820.13 84,820.13
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PUR 3/11/11 60 HYUNDAI MOBIS KRW 5000 900.00 215.97 243,058,316.00 243,058,316.00 251607 3/15/11 KRW 269795. 1124.30 216,186.35 216,186.35
PUR 3/11/11 60 KB FINANCIAL GROUP INC 3,900.00 195.51 220,027,007.00 220,027,007.00 254614 3/15/11 KRW 56360.8 1124.30 195,701.33 195,701.33
PUR 3/11/11 60 KOREA LIFE INSURAN KRW 35,900.00 243.02 273,502,831.00 273,502,831.00 251089 3/15/11 KRW 7610.85 1124.30 243,264.99 243,264.99
PUR 3/11/11 60 KT+G CORP KRW 5000.0 3,800.00 192.12 216,215,099.00 216,215,099.00 247575 3/15/11 KRW 56841.8 1124.30 192,310.86 192,310.86
PUR 3/11/11 60 NHN CORP 1,200.00 199.69 224,731,007.00 224,731,007.00 244927 3/15/11 KRW 187088. 1124.30 199,885.27 199,885.27
PUR 3/11/11 60 SAMSUNG ELECTRONICS CO 1,200.00 924.151,040,062,023.00 1,040,062,023.00 240066 3/15/11 KRW 865852. 1124.30 925,075.18 925,075.18
PUR 3/11/11 60 SHINHAN FINANCIAL GROU 9,800.00 426.40 479,883,905.00 479,883,905.00 240067 3/15/11 KRW 48918.8 1124.30 426,829.05 426,829.05
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: 93 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 WOONGJIN COWAY CO LTD 3,200.00 94.77 106,659,553.00 106,659,553.00 240084 3/15/11 KRW 33297.8 1124.30 94,867.52 94,867.52 ------60,800.00 2,576.372,899,503,009.00 2,899,503,009.00 2,578,940.68 2,578,940.68 9 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 3/11/11 60 BANK MANDIRI 213,000.00 300.211,320,084,907.00 1,320,084,907.00 240057 3/16/11 IDR 6185.21 8777.00 150,402.75 150,402.75
PUR 3/11/11 60 P T TELEKOMUNIKASI IND 10,600.00 106.00 352,516.78 352,516.78 240078 3/16/11 USD 33.246 1.000 352,516.78 352,516.78
PUR 3/11/11 60 SEMEN GRESIK PERSERO T 158,000.00 316.091,389,949,349.00 1,389,949,349.00 251402 3/16/11 IDR 8779.58 8777.00 158,362.69 158,362.69
PUR 3/11/11 60 TAMBANG BATUBARA BUKIT 51,000.00 237.661,045,035,900.00 1,045,035,900.00 247976 3/16/11 IDR 20450.0 8777.00 119,065.27 119,065.27
PUR 3/11/11 60 UNITED TRACTORS TBK PT 60,000.00 322.721,419,082,502.00 1,419,082,502.00 242799 3/16/11 IDR 23604.1 8777.00 161,681.95 161,681.95
PUR 3/22/11 60 PERUSAHAAN GAS NEGARA 331,000.00 507.901,259,564,649.00 1,259,564,649.00 256023 3/25/11 IDR 3791.94 8723.50 144,387.53 144,387.53
PUR 3/23/11 60 PERUSAHAAN GAS NEGARA 73,000.00 111.58 276,659,688.19 276,659,688.19 256023 3/28/11 IDR 3776.52 8721.50 31,721.57 31,721.57
PUR 3/24/11 60 PERUSAHAAN GAS NEGARA 106,500.00 163.67 405,683,271.00 405,683,271.00 256023 3/29/11 IDR 3795.83 8718.99 46,528.65 46,528.65
PUR 3/25/11 60 PERUSAHAAN GAS NEGARA 214,000.00 328.35 813,407,693.22 813,407,693.22 256023 3/30/11 IDR 3787.60 8714.00 93,344.93 93,344.93
PUR 3/28/11 60 PERUSAHAAN GAS NEGARA 108,000.00 165.91 411,016,842.63 411,016,842.63 256023 3/31/11 IDR 3792.32 8714.50 47,164.71 47,164.71
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/29/11 60 PERUSAHAAN GAS NEGARA 141,000.00 210.16 535,911,971.00 535,911,971.00 256023 4/01/11 IDR 3787.80 8716.00 61,486.00 61,486.00
PUR 3/29/11 60 PERUSAHAAN GAS NEGARA 120,500.00 185.05 458,532,477.77 458,532,477.77 256023 4/01/11 IDR 3791.86 8716.00 52,608.13 52,608.13
PUR 3/29/11 60 PERUSAHAAN GAS NEGARA 132,500.00 197.74 504,194,827.00 504,194,827.00 256023 4/01/11 IDR 3792.23 8716.00 57,847.04 57,847.04
PUR 3/30/11 60 PERUSAHAAN GAS NEGARA 90,000.00 139.39 345,441,476.04 345,441,476.04 256023 4/04/11 IDR 3824.73 8717.50 39,626.21 39,626.21
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PUR 3/30/11 60 PERUSAHAAN GAS NEGARA 256,500.00 385.92 984,208,625.00 984,208,625.00 256023 4/04/11 IDR 3823.95 8717.50 112,900.33 112,900.33
PUR 3/31/11 60 PERUSAHAAN GAS NEGARA 81,500.00 127.66 316,007,206.56 316,007,206.56 256023 4/05/11 IDR 3863.75 8707.50 36,291.38 36,291.38 ------2,147,100.00 3,806.01 11485133902.19 11485133902.19 1,665,935.92 1,665,935.92 16 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 3/29/11 60 COMMERCIAL INTERNATION 22,146.00 420.39 716,977.14 716,977.14 247491 3/31/11 EGP 32.262 5.948 120,530.75 120,530.75
PUR 3/30/11 60 COMMERCIAL INTERNATION 23,167.00 448.97 768,044.64 768,044.64 247491 4/03/11 EGP 33.037 5.967 128,726.16 128,726.16
PUR 3/31/11 60 COMMERCIAL INTERNATION 65,412.00 1,270.81 2,171,402.36 2,171,402.36 247491 4/04/11 EGP 33.080 5.960 364,359.82 364,359.82 ------110,725.00 2,140.17 3,656,424.14 3,656,424.14 613,616.73 613,616.73 3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/07/11 60 SHOPRITE HOLDINGS LTD 364.00 3.65 35,741.67 35,741.67 248759 3/14/11 ZAR 98.123 6.857 5,212.21 5,212.21
PUR 3/08/11 60 SHOPRITE HOLDINGS LTD 396.00 3.95 38,932.27 38,932.27 248759 3/15/11 ZAR 98.245 6.895 5,646.41 5,646.41
PUR 3/09/11 60 SHOPRITE HOLDINGS LTD 970.00 9.71 95,356.02 95,356.02 248759 3/16/11 ZAR 98.236 6.874 13,872.09 13,872.09
PUR 3/10/11 60 SHOPRITE HOLDINGS LTD 3,373.00 33.20 327,546.79 327,546.79 248759 3/17/11 ZAR 97.040 6.905 47,438.58 47,438.58
PUR 3/11/11 60 BIDVEST GROUP LTD COMM 7,500.00 237.67 1,098,843.87 1,098,843.87 254406 3/18/11 ZAR 146.294 6.908 159,079.82 159,079.82
PUR 3/11/11 60 MASSMART ZAR0.01 6,600.00 196.58 908,891.61 908,891.61 239844 3/18/11 ZAR 137.505 6.907 131,580.40 131,580.40
PUR 3/11/11 60 PRETORIA PORTLAND CEME 40,100.00 230.27 1,064,629.91 1,064,629.91 239841 3/18/11 ZAR 26.510 6.908 154,126.66 154,126.66
PUR 3/11/11 60 SHOPRITE HOLDINGS LTD 43,200.00 910.13 4,207,933.63 4,207,933.63 248759 3/18/11 ZAR 97.260 6.907 609,183.30 609,183.30
PUR 3/11/11 60 STANDARD BANK GROUP LT 4,600.00 96.36 445,532.43 445,532.43 247879 3/18/11 ZAR 96.710 6.907 64,499.81 64,499.81
PUR 3/11/11 60 TIGER BRANDS LTD ZAR 0 1,300.00 50.07 231,491.57 231,491.57 247237 3/18/11 ZAR 177.804 6.907 33,513.08 33,513.08
PUR 3/11/11 60 TRUWORTHS INTERNAT ZAR 54,100.00 778.71 3,600,319.12 3,600,319.12 239843 3/18/11 ZAR 66.450 6.907 521,218.84 521,218.84
PUR 3/15/11 60 SHOPRITE HOLDINGS LTD 3,257.00 30.71 305,761.09 305,761.09 248759 3/23/11 ZAR 93.812 6.968 43,882.64 43,882.64
PUR 3/16/11 60 SHOPRITE HOLDINGS LTD 1,123.00 10.57 105,872.63 105,872.63 248759 3/24/11 ZAR 94.211 7.010 15,102.01 15,102.01
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: 96 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/22/11 60 BIDVEST GROUP LTD COMM 19,804.00 1,837.49 2,825,663.90 2,825,663.90 254406 3/29/11 ZAR 142.042 6.889 410,170.40 410,170.40
PUR 3/23/11 60 BIDVEST GROUP LTD COMM 8,785.00 823.31 1,274,985.99 1,274,985.99
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254406 3/30/11 ZAR 144.482 6.938 183,780.44 183,780.44
PUR 3/24/11 60 BIDVEST GROUP LTD COMM 4,995.00 482.87 738,847.11 738,847.11 254406 3/31/11 ZAR 147.255 6.855 107,787.72 107,787.72
PUR 3/25/11 60 BIDVEST GROUP LTD COMM 6,473.00 633.73 968,003.06 968,003.06 254406 4/01/11 ZAR 148.875 6.843 141,463.01 141,463.01
PUR 3/28/11 60 BIDVEST GROUP LTD COMM 798.00 76.34 117,031.47 117,031.47 254406 4/04/11 ZAR 145.999 6.868 17,040.36 17,040.36
PUR 3/29/11 60 BIDVEST GROUP LTD COMM 12,699.00 1,218.63 1,865,568.30 1,865,568.30 254406 4/05/11 ZAR 146.249 6.858 272,026.06 272,026.06
PUR 3/31/11 60 BIDVEST GROUP LTD COMM 11,857.00 1,173.03 1,769,938.47 1,769,938.47 254406 4/07/11 ZAR 148.605 6.759 261,846.52 261,846.52 ------232,294.00 8,836.98 22,026,890.91 22,026,890.91 3,198,470.36 3,198,470.36 20 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 3/01/11 60 BANPU PUBLIC CO LTD-FO 1,300.00 81.91 950,966.00 950,966.00 242472 3/04/11 THB 729.586 30.570 31,107.82 31,107.82
PUR 3/01/11 60 BANPU PUBLIC CO LTD-FO 2,200.00 138.66 1,609,850.96 1,609,850.96 242472 3/04/11 THB 729.824 30.570 52,661.14 52,661.14
PUR 3/01/11 60 BANPU PUBLIC CO LTD-FO 6,700.00 402.10 4,929,650.94 4,929,650.94 242472 3/04/11 THB 733.934 30.570 161,257.80 161,257.80
PUR 3/01/11 60 BANPU PUBLIC CO LTD-FO 2,100.00 125.38 1,537,132.96 1,537,132.96 242472 3/04/11 THB 730.143 30.570 50,282.40 50,282.40
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/01/11 60 BANPU PUBLIC CO LTD-FO 300.00 17.95 220,016.32 220,016.32 242472 3/04/11 THB 731.559 30.570 7,197.13 7,197.13
PUR 3/02/11 60 BANPU PUBLIC CO LTD-FO 1,200.00 75.70 878,048.30 878,048.30 242472 3/07/11 THB 729.780 30.540 28,750.76 28,750.76
PUR 3/02/11 60 BANPU PUBLIC CO LTD-FO 900.00 53.73 658,111.67 658,111.67 242472 3/07/11 THB 729.412 30.540 21,549.17 21,549.17
PUR 3/02/11 60 BANPU PUBLIC CO LTD-FO 9,200.00 549.77 6,733,495.18 6,733,495.18 242472 3/07/11 THB 730.077 30.540 220,481.18 220,481.18
PUR 3/02/11 60 BANPU PUBLIC CO LTD-FO 2,800.00 167.31 2,049,254.67 2,049,254.67 242472 3/07/11 THB 730.052 30.540 67,100.68 67,100.68
PUR 3/03/11 60 BANPU PUBLIC CO LTD-FO 5,400.00 325.21 3,978,588.31 3,978,588.31 242472 3/08/11 THB 734.938 30.505 130,424.14 130,424.14
PUR 3/03/11 60 BANPU PUBLIC CO LTD-FO 1,900.00 114.65 1,402,593.84 1,402,593.84 242472 3/08/11 THB 736.367 30.505 45,979.15 45,979.15
PUR 3/03/11 60 BANPU PUBLIC CO LTD-FO 4,500.00 271.57 3,322,475.34 3,322,475.34 242472 3/08/11 THB 736.487 30.505 108,915.76 108,915.76
PUR 3/04/11 60 BANPU PUBLIC CO LTD-FO 900.00 53.60 655,210.84 655,210.84 242472 3/09/11 THB 726.197 30.480 21,496.42 21,496.42
PUR 3/04/11 60 BANPU PUBLIC CO LTD-FO 3,000.00 178.59 2,183,082.77 2,183,082.77 242472 3/09/11 THB 725.880 30.480 71,623.45 71,623.45
PUR 3/07/11 60 BANPU PUBLIC CO LTD-FO 4,500.00 269.37 3,287,436.08 3,287,436.08 242472 3/10/11 THB 728.720 30.430 108,032.73 108,032.73
PUR 3/11/11 60 BANPU PUBLIC CO LTD-FO 7,000.00 248.31 5,049,485.84 5,049,485.84 242472 3/16/11 THB 720.275 30.455 165,801.54 165,801.54
PUR 3/11/11 60 KASIKORNBANK PCL-FOREI 40,200.00 252.90 5,142,782.80 5,142,782.80 246231 3/16/11 THB 127.738 30.455 168,864.97 168,864.97 ------94,100.00 3,326.71 44,588,182.82 44,588,182.82 1,461,526.24 1,461,526.24 17 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 3/01/11 60 REDECARD SA 800.00 13.93 17,219.85 17,219.85 240065 3/04/11 BRL 21.496 1.661 10,369.03 10,369.03
PUR 3/01/11 60 SOUZA CRUZ SA 200.00 12.94 16,005.46 16,005.46 240069 3/04/11 BRL 79.920 1.661 9,637.78 9,637.78
PUR 3/03/11 60 NATURA COSMETICOS SA N 2,900.00 173.36 122,712.33 122,712.33 248071 3/10/11 BRL 42.216 1.656 74,101.65 74,101.65
PUR 3/03/11 60 NATURA COSMETICOS SA N 1,200.00 41.01 50,571.01 50,571.01 248071 3/10/11 BRL 42.086 1.656 30,538.05 30,538.05
PUR 3/04/11 60 NATURA COSMETICOS SA N 1,000.00 34.61 42,396.05 42,396.05 248071 3/11/11 BRL 42.339 1.645 25,767.98 25,767.98
PUR 3/04/11 60 REDECARD SA 500.00 8.96 10,973.64 10,973.64 240065 3/11/11 BRL 21.918 1.645 6,669.69 6,669.69
PUR 3/09/11 60 NATURA COSMETICOS SA N 1,300.00 46.09 56,788.52 56,788.52 248071 3/14/11 BRL 43.625 1.655 34,312.27 34,312.27
PUR 3/10/11 60 NATURA COSMETICOS SA N 1,200.00 43.24 53,445.99 53,445.99 248071 3/15/11 BRL 44.479 1.660 32,198.32 32,198.32
PUR 3/11/11 60 BANCO DO BRASIL SA 30,400.00 948.71 856,519.61 856,519.61 240056 3/16/11 BRL 28.123 1.663 515,153.29 515,153.29
PUR 3/11/11 60 CEMIG SA SPN ADR 45,400.00 454.00 818,630.10 818,630.10 248069 3/16/11 USD 18.022 1.000 818,630.10 818,630.10
PUR 3/11/11 60 CIA DE CONCESSOES RODO 3,200.00 168.68 152,286.53 152,286.53 240087 3/16/11 BRL 47.502 1.663 91,592.66 91,592.66
PUR 3/11/11 60 CIA SIDERBURGICA NACL 17,200.00 172.00 270,389.16 270,389.16 250732 3/16/11 USD 15.710 1.000 270,389.16 270,389.16
PUR 3/11/11 60 CIELO SA (FMLY COMP BR 69,600.00 1,096.71 990,143.45 990,143.45 247595 3/16/11 BRL 14.200 1.663 595,521.28 595,521.28
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: 99 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 COMPANHIA DE BEBIDAS P 19,900.00 199.00 548,551.46 548,551.46 254974 3/16/11 USD 27.555 1.000 548,551.46 548,551.46
PUR 3/11/11 60 NATURA COSMETICOS SA N 700.00 25.39 31,428.11 31,428.11 248071 3/16/11 BRL 44.837 1.663 18,902.42 18,902.42
PUR 3/11/11 60 VALE SA ADR 13,300.00 133.00 426,166.58 426,166.58 250850 3/16/11 USD 32.033 1.000 426,166.58 426,166.58
PUR 3/14/11 60 NATURA COSMETICOS SA N 1,900.00 102.60 85,671.00 85,671.00 248071 3/17/11 BRL 45.000 1.667 51,403.11 51,403.11
PUR 3/15/11 60 NATURA COSMETICOS SA N 1,100.00 59.10 49,378.56 49,378.56 248071 3/18/11 BRL 44.800 1.668 29,607.00 29,607.00
PUR 3/15/11 60 NATURA COSMETICOS SA N 100.00 3.62 4,494.06 4,494.06 248071 3/18/11 BRL 44.880 1.668 2,694.60 2,694.60
PUR 3/29/11 60 COMPANHIA DE BEBIDAS P 3,300.00 132.00 88,594.44 88,594.44 254974 4/01/11 USD 26.807 1.000 88,594.44 88,594.44
PUR 3/29/11 60 COMPANHIA DE BEBIDAS P 2,400.00 42.00 65,636.40 65,636.40 254974 4/01/11 USD 27.331 1.000 65,636.40 65,636.40
PUR 3/30/11 60 COMPANHIA DE BEBIDAS P 800.00 8.00 22,342.88 22,342.88 254974 4/04/11 USD 27.919 1.000 22,342.88 22,342.88
PUR 3/30/11 60 COMPANHIA DE BEBIDAS P 3,500.00 140.00 97,868.40 97,868.40 254974 4/04/11 USD 27.922 1.000 97,868.40 97,868.40
PUR 3/31/11 60 COMPANHIA DE BEBIDAS P 9,400.00 94.00 266,064.18 266,064.18 254974 4/05/11 USD 28.295 1.000 266,064.18 266,064.18 ------231,300.00 4,152.95 5,144,277.77 5,144,277.77 4,132,712.73 4,132,712.73 24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
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D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 AMERICA MOVIL ADR 3,800.00 38.00 207,595.52 207,595.52 243935 3/16/11 USD 54.620 1.000 207,595.52 207,595.52
PUR 3/11/11 60 FOMENTO ECONOMICO MEXI 1,700.00 17.00 96,761.45 96,761.45 240074 3/16/11 USD 56.909 1.000 96,761.45 96,761.45
PUR 3/11/11 60 GPO MEXICO SA SER B 62,400.00 323.97 2,586,553.86 2,586,553.86 247974 3/16/11 MXN 41.389 11.958 216,303.22 216,303.22
PUR 3/11/11 60 KIMBERLY-CLARK DE MEXI 20,700.00 177.97 1,420,883.36 1,420,883.36 239830 3/16/11 MXN 68.539 11.958 118,822.83 118,822.83 ------88,600.00 556.94 4,311,794.19 4,311,794.19 639,483.02 639,483.02 4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 3/11/11 60 BRITISH AMERICAN TOBAC 7,600.00 206.06 348,838.78 348,838.78 239832 3/16/11 MYR 45.817 3.040 114,749.60 114,749.60 ------7,600.00 206.06 348,838.78 348,838.78 114,749.60 114,749.60 1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
PUR 3/11/11 60 PHILIPPINE LONG DIST - 7,400.00 129.50 368,794.54 368,794.54 240079 3/16/11 USD 49.820 1.000 368,794.54 368,794.54 ------7,400.00 129.50 368,794.54 368,794.54 368,794.54 368,794.54 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
PUR 3/11/11 60 LUKOIL OAO SPON ADR AD 1,500.00 52.28 104,607.68 104,607.68 253043 3/16/11 USD 69.704 1.000 104,607.68 104,607.68
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/11/11 60 MAGNIT OJSC SPON GDR R 5,400.00 73.99 148,057.75 148,057.75 255884 3/16/11 USD 27.404 1.000 148,057.75 148,057.75
PUR 3/11/11 60 MOBILE TELESYSTEMS OJS 16,100.00 161.00 331,584.33 331,584.33 240075 3/16/11 USD 20.585 1.000 331,584.33 331,584.33 ------23,000.00 287.27 584,249.76 584,249.76 584,249.76 584,249.76 3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 3/11/11 60 INFOSYS TECHNOLOGIES L 1,400.00 14.00 94,455.06 94,455.06 247492 3/16/11 USD 67.458 1.000 94,455.06 94,455.06 ------1,400.00 14.00 94,455.06 94,455.06 94,455.06 94,455.06 1 TRANSACTION IN COUNTRY: INDIA (9980)
------4,374,319.00 32,497.42 14530716862.49 14530716862.49 21,061,528.78 21,061,528.78 142 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
PUR 3/11/11 60 USINAS SIDER MINAS GER 19,500.00 439.52 396,810.87 396,810.87 245414 3/16/11 BRL 20.312 1.663 238,661.70 238,661.70
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------19,500.00 439.52 396,810.87 396,810.87 238,661.70 238,661.70 1 TRANSACTION IN COUNTRY: BRAZIL (6900)
------19,500.00 439.52 396,810.87 396,810.87 238,661.70 238,661.70 1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
------4,393,819.00 32,936.94 14531113673.36 14531113673.36 21,300,190.48 21,300,190.48 143 "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: 102 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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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S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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) ------
SALE 3/29/11 60 OTP BANK PLC 3,668.00 321.01 20,315,841.16 18,196,370.31 2,119,470.85 252266 4/01/11 HUF 5555.33 190.433 106,682.61 81,193.95 25,488.66
SALE 3/30/11 60 OTP BANK PLC 36,907.00 3,276.91 206,366,470.20 183,089,814.35 23,276,655.85 252266 4/04/11 HUF 5608.35 189.496 1,089,026.38 816,964.28 272,062.10
SALE 3/31/11 60 OTP BANK PLC 33,784.00 3,035.32 188,828,262.63 167,597,103.21 21,231,159.42 252266 4/05/11 HUF 5606.09 187.193 1,008,737.86 747,834.32 260,903.54 ------74,359.00 6,633.24 415,510,573.99 368,883,287.87 46,627,286.12 2,204,446.85 1,645,992.55 558,454.30 3 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 3/29/11 60 HTC CORP REG S GDR D 1,600.00 227,313.60 227,313.60 255883 3/29/11 USD 142.071 1.000 227,313.60 227,313.60 ------1,600.00 227,313.60 227,313.60 227,313.60 227,313.60 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 3/09/11 60 SHOUGANG CONCORD INTER 1.00 1.22 1.52 - .30 241650 3/11/11 HKD 1.220 7.625 .16 .20 - .04 ------1.00 1.22 1.52 - .30 .16 .20 -
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.04 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 3/09/11 60 KUMBA IRON ORE LTD 477.00 23.34 228,359.12 127,554.86 100,804.26 239842 3/16/11 ZAR 479.077 6.874 33,220.95 16,673.71 16,547.24
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: 104 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/09/11 60 SANLAM LTD 11,212.00 90.36 309,952.37 217,437.02 92,515.35 239837 3/16/11 ZAR 27.700 6.874 45,090.87 27,919.65 17,171.22
SALE 3/09/11 60 SANLAM LTD 1,743.00 14.06 48,236.72 33,802.42 14,434.30 239837 3/16/11 ZAR 27.730 6.874 7,017.32 4,340.34 2,676.98
SALE 3/10/11 60 SANLAM LTD 1,743.00 13.83 47,662.68 33,802.42 13,860.26 239837 3/17/11 ZAR 27.400 6.905 6,902.98 4,340.34 2,562.64
SALE 3/11/11 60 KUMBA IRON ORE LTD 5,349.00 248.34 2,441,857.58 1,430,379.39 1,011,478.19 239842 3/18/11 ZAR 456.828 6.908 353,508.15 186,976.25 166,531.90
SALE 3/11/11 60 SANLAM LTD 15,858.00 43.50 427,699.04 307,538.02 120,161.02 239837 3/18/11 ZAR 26.989 6.907 61,918.07 39,488.92 22,429.15
SALE 3/14/11 60 KUMBA IRON ORE LTD 2,068.00 91.05 888,138.18 553,005.15 335,133.03 239842 3/22/11 ZAR 429.769 6.852 129,616.42 72,287.69 57,328.73
SALE 3/14/11 60 SANLAM LTD 17,051.00 46.86 458,359.35 330,674.16 127,685.19 239837 3/22/11 ZAR 26.901 6.852 66,893.75 42,459.68 24,434.07
SALE 3/15/11 60 SANLAM LTD 25,353.00 67.90 673,574.39 491,676.85 181,897.54 239837 3/23/11 ZAR 26.586 6.968 96,670.98 63,132.96 33,538.02
SALE 3/16/11 60 SANLAM LTD 17,051.00 45.27 451,767.74 330,674.16 121,093.58 239837 3/24/11 ZAR 26.514 7.010 64,441.59 42,459.68 21,981.91
SALE 3/17/11 60 KUMBA IRON ORE LTD 190.00 8.09 81,462.41 50,808.02 30,654.39 239842 3/25/11 ZAR 429.051 7.070 11,521.53 6,641.52 4,880.01
SALE 3/17/11 60 SANLAM LTD 37,158.00 98.07 987,059.14 720,614.07 266,445.07 239837 3/25/11 ZAR 26.583 7.070 139,603.44 92,529.27 47,074.17
SALE 3/18/11 60 SANLAM LTD 11,762.00 31.55 314,816.95 228,103.31 86,713.64 239837 3/28/11 ZAR 26.784 6.991 45,032.39 29,289.23 15,743.16
SALE 3/22/11 60 KUMBA IRON ORE LTD 3,314.00 145.98 1,431,607.02 886,198.78 545,408.24 239842 3/29/11 ZAR 432.291 6.889 207,810.57 115,842.08 91,968.49
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: 105 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
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SALE 3/22/11 60 SANLAM LTD 22,333.00 61.04 598,584.06 433,109.26 165,474.80 239837 3/29/11 ZAR 26.822 6.889 86,889.83 55,612.69 31,277.14
SALE 3/23/11 60 KUMBA IRON ORE LTD 1,893.00 235.21 814,251.23 506,208.30 308,042.93 239842 3/30/11 ZAR 431.000 6.938 117,368.70 66,170.51 51,198.19
SALE 3/23/11 60 KUMBA IRON ORE LTD 4,055.00 176.56 1,743,660.24 1,084,350.05 659,310.19 239842 3/30/11 ZAR 430.305 6.938 251,336.60 141,744.00 109,592.60
SALE 3/23/11 60 SANLAM LTD 22,282.00 60.70 599,423.72 432,120.21 167,303.51 239837 3/30/11 ZAR 26.921 6.938 86,402.80 55,485.69 30,917.11
SALE 3/24/11 60 KUMBA IRON ORE LTD 5,126.00 228.01 2,224,778.34 1,370,746.82 854,031.52 239842 3/31/11 ZAR 434.323 6.855 324,564.83 179,181.20 145,383.63
SALE 3/24/11 60 KUMBA IRON ORE LTD 468.00 58.85 201,304.18 125,148.17 76,156.01 239842 3/31/11 ZAR 430.999 6.855 29,367.54 16,359.11 13,008.43
SALE 3/24/11 60 SANLAM LTD 23,694.00 65.83 642,319.61 459,503.47 182,816.14 239837 3/31/11 ZAR 27.128 6.855 93,705.68 59,001.79 34,703.89
SALE 3/24/11 60 SANLAM LTD 29,514.00 232.68 795,873.34 572,372.13 223,501.21 239837 3/31/11 ZAR 27.020 6.855 116,107.07 73,494.51 42,612.56
SALE 3/25/11 60 SANLAM LTD 5,384.00 14.99 146,413.56 104,413.21 42,000.35 239837 4/01/11 ZAR 27.213 6.843 21,396.73 13,407.01 7,989.72
SALE 3/28/11 60 SANLAM LTD 10,687.00 29.97 293,851.72 207,255.57 86,596.15 239837 4/04/11 ZAR 27.515 6.868 42,786.25 26,612.31 16,173.94
SALE 3/29/11 60 SANLAM LTD 17,724.00 49.39 483,517.64 343,725.81 139,791.83 239837 4/05/11 ZAR 27.300 6.858 70,503.66 44,135.55 26,368.11
SALE 3/30/11 60 SANLAM LTD 19,094.00 54.03 525,334.59 370,294.55 155,040.04 239837 4/06/11 ZAR 27.532 6.810 77,136.55 47,547.07 29,589.48
SALE 3/31/11 60 SANLAM LTD 8,641.00 24.65 237,835.06 167,577.00 70,258.06 239837 4/07/11 ZAR 27.543 6.759 35,185.56 21,517.45 13,668.11
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/31/11 60 SANLAM LTD 4,366.00 35.53 119,824.87 84,670.89 35,153.98 239837 4/07/11 ZAR 27.500 6.759 17,727.01 10,872.03 6,854.98 ------325,590.00 2,295.64 18,217,524.85 12,003,764.07 6,213,760.78 2,639,727.82 1,555,522.24 1,084,205.58 28 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/01/11 60 ELETROPAULO METROP PRE 1,900.00 49.71 61,295.43 53,604.16 7,691.27 254949 3/04/11 BRL 32.304 1.661 36,909.39 25,011.24 11,898.15
SALE 3/01/11 60 FERTILIZANTES FOSFATAD 100.00 1.43 1,772.99 1,620.06 152.93 247577 3/04/11 BRL 17.754 1.661 1,067.62 881.15 186.47
SALE 3/02/11 60 ELETROPAULO METROP PRE 1,800.00 47.44 58,453.31 50,782.89 7,670.42 254949 3/09/11 BRL 32.518 1.659 35,226.63 23,694.86 11,531.77
SALE 3/03/11 60 ELETROPAULO METROP PRE 200.00 5.34 6,563.34 5,642.54 920.80 254949 3/10/11 BRL 32.861 1.656 3,963.37 2,632.76
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1,330.61
SALE 3/04/11 60 ELETROPAULO METROP PRE 700.00 18.77 22,930.59 19,748.90 3,181.69 254949 3/11/11 BRL 32.802 1.645 13,937.03 9,214.67 4,722.36
SALE 3/09/11 60 ELETROPAULO METROP PRE 500.00 23.38 16,461.31 14,106.36 2,354.95 254949 3/14/11 BRL 33.000 1.655 9,946.11 6,581.91 3,364.20
SALE 3/09/11 60 ELETROPAULO METROP PRE 800.00 21.44 26,349.23 22,570.17 3,779.06 254949 3/14/11 BRL 32.981 1.655 15,920.50 10,531.05 5,389.45
SALE 3/09/11 60 ULTRAPAR PARTICIPACOES 900.00 19.65 24,150.66 18,890.35 5,260.31 251794 3/14/11 BRL 26.870 1.655 14,592.10 10,542.80 4,049.30
SALE 3/09/11 60 ULTRAPAR PARTICIPACOES 1,600.00 51.98 42,930.93 33,582.85 9,348.08 251794 3/14/11 BRL 26.886 1.655 25,939.36 18,742.77 7,196.59
SALE 3/10/11 60 ELETROPAULO METROP PRE 2,200.00 102.24 72,197.97 62,067.98 10,129.99 254949 3/15/11 BRL 32.894 1.660 43,495.37 28,960.38 14,534.99
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: 107 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/10/11 60 ULTRAPAR PARTICIPACOES 1,400.00 30.13 37,138.60 29,384.99 7,753.61 251794 3/15/11 BRL 26.563 1.660 22,374.00 16,399.92 5,974.08
SALE 3/11/11 60 ELETROPAULO METROP PRE 1,700.00 79.22 56,039.68 47,961.62 8,078.06 254949 3/16/11 BRL 33.042 1.663 33,705.04 22,378.48 11,326.56
SALE 3/11/11 60 ELETROPAULO METROP PRE 2,900.00 164.14 95,651.27 81,816.88 13,834.39 254949 3/16/11 BRL 33.077 1.663 57,529.41 38,175.05 19,354.36
SALE 3/11/11 60 ULTRAPAR PARTICIPACOES 1,200.00 25.54 31,531.81 25,187.14 6,344.67 251794 3/16/11 BRL 26.312 1.663 18,964.79 14,057.08 4,907.71
SALE 3/14/11 60 ULTRAPAR PARTICIPACOES 1,100.00 23.47 29,046.64 23,088.21 5,958.43 251794 3/17/11 BRL 26.442 1.667 17,428.16 12,885.65 4,542.51
SALE 3/15/11 60 ELETROPAULO METROP PRE 2,900.00 76.97 95,309.18 81,816.88 13,492.30 254949 3/18/11 BRL 32.910 1.668 57,146.65 38,175.05 18,971.60
SALE 3/15/11 60 ULTRAPAR PARTICIPACOES 1,600.00 33.73 41,771.10 33,582.85 8,188.25 251794 3/18/11 BRL 26.142 1.668 25,045.63 18,742.77 6,302.86
SALE 3/15/11 60 ULTRAPAR PARTICIPACOES 5,500.00 171.82 142,991.19 115,441.05 27,550.14 251794 3/18/11 BRL 26.051 1.668 85,736.41 64,428.26 21,308.15
SALE 3/16/11 60 ULTRAPAR PARTICIPACOES 1,900.00 40.01 49,564.10 39,879.64 9,684.46 251794 3/21/11 BRL 26.122 1.668 29,710.24 22,257.04 7,453.20
SALE 3/17/11 60 ULTRAPAR PARTICIPACOES 1,200.00 25.32 31,460.99 25,187.14 6,273.85 251794 3/22/11 BRL 26.253 1.673 18,802.32 14,057.08 4,745.24
SALE 3/18/11 60 ELETROPAULO METROP PRE 2,000.00 91.46 65,087.01 56,425.43 8,661.58 254949 3/23/11 BRL 32.620 1.673 38,911.35 26,327.62 12,583.73
SALE 3/18/11 60 ELETROPAULO METROP PRE 2,700.00 123.81 88,109.36 76,174.33 11,935.03 254949 3/23/11 BRL 32.710 1.673 52,674.93 35,542.28 17,132.65
SALE 3/18/11 60 ULTRAPAR PARTICIPACOES 800.00 16.97 21,082.01 16,791.43 4,290.58 251794 3/23/11 BRL 26.388 1.673 12,603.58 9,371.39 3,232.19
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------
SALE 3/21/11 60 ULTRAPAR PARTICIPACOES 100.00 2.16 2,663.25 2,098.93 564.32 251794 3/24/11 BRL 26.668 1.664 1,600.37 1,171.42 428.95
SALE 3/22/11 60 ELETROPAULO METROP PRE 10,200.00 407.71 338,469.66 287,769.71 50,699.95 254949 3/25/11 BRL 33.250 1.664 203,443.93 134,270.86 69,173.07
SALE 3/22/11 60 ELETROPAULO METROP PRE 4,400.00 209.33 148,164.93 124,135.95 24,028.98 254949 3/25/11 BRL 33.753 1.664 89,057.48 57,920.76 31,136.72
SALE 3/22/11 60 ULTRAPAR PARTICIPACOES 2,900.00 94.00 78,034.58 60,868.92 17,165.66 251794 3/25/11 BRL 26.962 1.664 46,904.24 33,971.26 12,932.98
SALE 3/23/11 60 ULTRAPAR PARTICIPACOES 1,900.00 41.59 51,306.90 39,879.64 11,427.26 251794 3/28/11 BRL 27.040 1.662 30,878.01 22,257.04 8,620.97
SALE 3/24/11 60 ULTRAPAR PARTICIPACOES 1,600.00 35.20 43,298.00 33,582.85 9,715.15 251794 3/29/11 BRL 27.098 1.657 26,135.09 18,742.77 7,392.32
SALE 3/25/11 60 ULTRAPAR PARTICIPACOES 1,100.00 24.38 29,989.50 23,088.21 6,901.29 251794 3/30/11 BRL 27.300 1.656 18,105.77 12,885.65 5,220.12
SALE 3/29/11 60 ULTRAPAR PARTICIPACOES 4,000.00 155.60 109,686.98 83,957.13 25,729.85 251794 4/01/11 BRL 27.486 1.657 66,198.12 46,856.92 19,341.20
SALE 3/30/11 60 ULTRAPAR PARTICIPACOES 1,300.00 51.20 35,673.82 27,286.07 8,387.75 251794 4/04/11 BRL 27.506 1.638 21,782.88 15,228.50 6,554.38
SALE 3/31/11 60 ULTRAPAR PARTICIPACOES 3,200.00 126.95 87,864.20 67,165.70 20,698.50 251794 4/05/11 BRL 27.522 1.627 54,012.11 37,485.53 16,526.58
SALE 3/31/11 60 ULTRAPAR PARTICIPACOES 1,900.00 64.25 52,155.55 39,879.64 12,275.91 251794 4/05/11 BRL 27.505 1.627 32,061.20 22,257.04 9,804.16 ------70,200.00 2,456.34 2,095,196.07 1,725,066.60 370,129.47 1,261,809.19 872,639.01 389,170.18 34 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/03/11 60 NETEASE COM INC USD 0. 9,400.00 196.48 441,424.92 363,625.77 77,799.15 247975 3/08/11 USD 46.981 1.000 441,424.92 363,625.77 77,799.15
SALE 3/03/11 60 NETEASE COM INC USD 0. 2,400.00 98.17 112,594.79 92,840.62 19,754.17 247975 3/08/11 USD 46.955 1.000 112,594.79 92,840.62 19,754.17
SALE 3/03/11 60 NETEASE COM INC USD 0. 1,900.00 77.72 89,417.98 73,498.83 15,919.15 247975 3/08/11 USD 47.103 1.000 89,417.98 73,498.83 15,919.15
SALE 3/04/11 60 NETEASE COM INC USD 0. 1,000.00 40.92 47,400.58 38,683.59 8,716.99 247975 3/09/11 USD 47.442 1.000 47,400.58 38,683.59 8,716.99
SALE 3/09/11 60 NETEASE COM INC USD 0. 2,300.00 25.10 108,436.00 88,972.26 19,463.74 247975 3/14/11 USD 47.157 1.000 108,436.00 88,972.26 19,463.74
SALE 3/09/11 60 NETEASE COM INC USD 0. 700.00 12.90 32,941.49 27,078.51 5,862.98 247975 3/14/11 USD 47.078 1.000 32,941.49 27,078.51 5,862.98
SALE 3/10/11 60 NETEASE COM INC USD 0. 1,400.00 15.28 66,211.72 54,157.03 12,054.69 247975 3/15/11 USD 47.305 1.000 66,211.72 54,157.03
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12,054.69
SALE 3/10/11 60 NETEASE COM INC USD 0. 2,900.00 53.40 137,323.37 112,182.42 25,140.95 247975 3/15/11 USD 47.371 1.000 137,323.37 112,182.42 25,140.95
SALE 3/14/11 60 NETEASE COM INC USD 0. 2,000.00 36.76 91,255.44 77,367.19 13,888.26 247975 3/17/11 USD 45.646 1.000 91,255.44 77,367.19 13,888.25
SALE 3/16/11 60 NETEASE COM INC USD 0. 600.00 24.54 27,487.02 23,210.16 4,276.86 247975 3/21/11 USD 45.853 1.000 27,487.02 23,210.16 4,276.86
SALE 3/21/11 60 NETEASE COM INC USD 0. 2,700.00 110.39 123,706.75 104,445.70 19,261.05 247975 3/24/11 USD 45.858 1.000 123,706.75 104,445.70 19,261.05
SALE 3/21/11 60 NETEASE COM INC USD 0. 9,900.00 206.68 451,436.27 382,967.57 68,468.70 247975 3/24/11 USD 45.621 1.000 451,436.27 382,967.57 68,468.70
SALE 3/22/11 60 NETEASE COM INC USD 0. 200.00 8.18 9,192.58 7,736.72 1,455.86 247975 3/25/11 USD 46.004 1.000 9,192.58 7,736.72 1,455.86
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/23/11 60 NETEASE COM INC USD 0. 1,500.00 61.34 69,109.21 58,025.39 11,083.82 247975 3/28/11 USD 46.114 1.000 69,109.21 58,025.39 11,083.82
SALE 3/24/11 60 NETEASE COM INC USD 0. 1,200.00 49.08 55,963.44 46,420.31 9,543.13 247975 3/29/11 USD 46.677 1.000 55,963.44 46,420.31 9,543.13
SALE 3/25/11 60 NETEASE COM INC USD 0. 2,000.00 81.83 94,835.57 77,367.18 17,468.39 247975 3/30/11 USD 47.459 1.000 94,835.57 77,367.18 17,468.39
SALE 3/25/11 60 NETEASE COM INC USD 0. 2,400.00 50.20 114,137.00 92,840.62 21,296.38 247975 3/30/11 USD 47.578 1.000 114,137.00 92,840.62 21,296.38
SALE 3/28/11 60 NETEASE COM INC USD 0. 4,700.00 192.38 227,576.20 181,812.88 45,763.32 247975 3/31/11 USD 48.461 1.000 227,576.20 181,812.88 45,763.32
SALE 3/29/11 60 NETEASE COM INC USD 0. 1,600.00 65.51 78,002.81 61,893.75 16,109.06 247975 4/01/11 USD 48.793 1.000 78,002.81 61,893.75 16,109.06
SALE 3/30/11 60 NETEASE COM INC USD 0. 4,100.00 167.88 200,992.88 158,602.73 42,390.15 247975 4/04/11 USD 49.064 1.000 200,992.88 158,602.73 42,390.15 ------54,900.00 1,574.74 2,579,446.02 2,123,729.23 455,716.80 2,579,446.02 2,123,729.23 455,716.79 20 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 3/22/11 60 FOMENTO ECONOMICO MEXI 15,400.00 286.27 873,012.31 548,150.01 324,862.30 240074 3/25/11 USD 56.708 1.000 873,012.31 548,150.01 324,862.30
SALE 3/22/11 60 GRUPO TELEVISA SA ADR 11,900.00 481.30 275,451.14 225,836.83 49,614.31 239875 3/25/11 USD 23.188 1.000 275,451.14 225,836.83 49,614.31
SALE 3/23/11 60 GRUPO TELEVISA SA ADR 3,800.00 153.72 88,918.28 72,115.96 16,802.32 239875 3/28/11 USD 23.440 1.000 88,918.28 72,115.96 16,802.32
SALE 3/23/11 60 GRUPO TELEVISA SA ADR 4,800.00 194.17 112,797.83 91,093.85
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21,703.98 239875 3/28/11 USD 23.540 1.000 112,797.83 91,093.85 21,703.98
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/24/11 60 GRUPO TELEVISA SA ADR 4,300.00 44.98 103,039.78 81,604.90 21,434.88 239875 3/29/11 USD 23.973 1.000 103,039.78 81,604.90 21,434.88
SALE 3/24/11 60 GRUPO TELEVISA SA ADR 7,600.00 307.51 182,092.49 144,231.92 37,860.57 239875 3/29/11 USD 24.000 1.000 182,092.49 144,231.92 37,860.57
SALE 3/25/11 60 GRUPO TELEVISA SA ADR 300.00 3.14 7,197.28 5,693.37 1,503.91 239875 3/30/11 USD 24.001 1.000 7,197.28 5,693.37 1,503.91
SALE 3/25/11 60 GRUPO TELEVISA SA ADR 2,000.00 80.93 47,919.07 37,955.77 9,963.30 239875 3/30/11 USD 24.000 1.000 47,919.07 37,955.77 9,963.30
SALE 3/28/11 60 GRUPO TELEVISA SA ADR 3,900.00 157.79 93,005.41 74,013.75 18,991.66 239875 3/31/11 USD 23.888 1.000 93,005.41 74,013.75 18,991.66
SALE 3/29/11 60 GRUPO TELEVISA SA ADR 11,200.00 453.12 265,931.04 212,552.31 53,378.73 239875 4/01/11 USD 23.784 1.000 265,931.04 212,552.31 53,378.73
SALE 3/30/11 60 GRUPO TELEVISA SA ADR 1,400.00 14.66 34,320.76 26,569.04 7,751.72 239875 4/04/11 USD 24.525 1.000 34,320.76 26,569.04 7,751.72
SALE 3/30/11 60 GRUPO TELEVISA SA ADR 5,400.00 218.54 131,572.78 102,480.58 29,092.20 239875 4/04/11 USD 24.406 1.000 131,572.78 102,480.58 29,092.20
SALE 3/31/11 60 GRUPO TELEVISA SA ADR 1,700.00 68.81 41,853.19 32,262.40 9,590.79 239875 4/05/11 USD 24.660 1.000 41,853.19 32,262.40 9,590.79 ------73,700.00 2,464.94 2,257,111.36 1,654,560.69 602,550.67 2,257,111.36 1,654,560.69 602,550.67 13 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 3/01/11 60 TNK-BP HOLDING OJS 166,521.00 610.14 500,793.06 229,312.30 271,480.76 240991 3/10/11 USD 3.011 1.000 500,793.06 229,312.30 271,480.76
SALE 3/02/11 60 TNK-BP HOLDING OJS 55,488.00 207.29 170,143.74 76,411.27 93,732.47 240991 3/11/11 USD 3.070 1.000 170,143.74 76,411.27 93,732.47
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/09/11 60 URALKALI JSC NPV GDR 683.00 34.01 28,304.75 13,162.74 15,142.01 248070 3/14/11 USD 41.492 1.000 28,304.75 13,162.74 15,142.01
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
SALE 3/10/11 60 TNK-BP HOLDING OJS 5,305.00 19.75 16,213.82 7,305.40 8,908.42 240991 3/17/11 USD 3.060 1.000 16,213.82 7,305.40 8,908.42
SALE 3/10/11 60 URALKALI JSC NPV GDR 1,491.00 71.42 59,441.70 28,734.47 30,707.23 248070 3/15/11 USD 39.915 1.000 59,441.70 28,734.47 30,707.23
SALE 3/21/11 60 URALKALI JSC NPV GDR 1,060.00 50.88 42,349.12 20,428.26 21,920.86 248070 3/24/11 USD 40.000 1.000 42,349.12 20,428.26 21,920.86
SALE 3/22/11 60 LUKOIL OAO SPON ADR AD 21,250.00 1,789.85 1,489,754.03 1,159,623.60 330,130.43 253043 3/25/11 USD 70.190 1.000 1,489,754.03 1,159,623.60 330,130.43
SALE 3/23/11 60 LUKOIL OAO SPON ADR AD 8,400.00 706.10 587,713.90 458,392.39 129,321.51 253043 3/28/11 USD 70.050 1.000 587,713.90 458,392.39 129,321.51
SALE 3/23/11 60 TNK-BP HOLDING OJS 8,838.00 30.76 25,246.35 12,170.61 13,075.74 240991 3/30/11 USD 2.860 1.000 25,246.35 12,170.61 13,075.74
SALE 3/24/11 60 URALKALI JSC NPV GDR 2,403.00 115.80 96,387.00 46,310.49 50,076.51 248070 3/29/11 USD 40.159 1.000 96,387.00 46,310.49 50,076.51
SALE 3/25/11 60 TNK-BP HOLDING OJS 21,360.00 76.80 63,043.06 29,414.37 33,628.69 240991 4/01/11 USD 2.955 1.000 63,043.06 29,414.37 33,628.69
SALE 3/25/11 60 URALKALI JSC NPV GDR 3,763.00 183.77 152,957.16 72,520.34 80,436.82 248070 3/30/11 USD 40.697 1.000 152,957.16 72,520.34 80,436.82
SALE 3/28/11 60 LUKOIL OAO SPON ADR AD 9,650.00 827.29 688,577.39 526,605.54 161,971.85 253043 3/31/11 USD 71.441 1.000 688,577.39 526,605.54 161,971.85
SALE 3/29/11 60 LUKOIL OAO SPON ADR AD 2,900.00 244.22 203,272.27 158,254.51 45,017.76 253043 4/01/11 USD 70.178 1.000 203,272.27 158,254.51 45,017.76
SALE 3/29/11 60 MAGNIT OJSC SPON GDR R 3,751.00 138.35 115,155.76 102,845.30 12,310.46 255884 4/01/11 USD 30.737 1.000 115,155.76 102,845.30 12,310.46
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 113 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/30/11 60 LUKOIL OAO SPON ADR AD 8,800.00 750.60 624,753.40 480,220.60 144,532.80 253043 4/04/11 USD 71.080 1.000 624,753.40 480,220.60 144,532.80
SALE 3/30/11 60 MAGNIT OJSC SPON GDR R 1,242.00 45.60 37,954.76 34,053.28 3,901.48 255884 4/04/11 USD 30.596 1.000 37,954.76 34,053.28 3,901.48
SALE 3/31/11 60 MAGNIT OJSC NPV GDR 1,773.00 64.98 54,082.44 26,710.41 27,372.03 249598 4/05/11 USD 30.540 1.000 54,082.44 26,710.41 27,372.03
SALE 3/31/11 60 MAGNIT OJSC NPV GDR 2,546.00 93.23 77,601.52 38,355.73 39,245.79 249598 4/05/11 USD 30.516 1.000 77,601.52 38,355.73 39,245.79
SALE 3/31/11 60 TNK-BP HOLDING OJS 11,188.00 40.29 33,076.74 15,406.74 17,670.00 240991 4/07/11 USD 2.960 1.000 33,076.74 15,406.74 17,670.00 ------338,412.00 6,101.13 5,066,821.97 3,536,238.35 1,530,583.62 5,066,821.97 3,536,238.35 1,530,583.62 20 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------
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- 938,762.00 21,526.03 445,953,989.08 390,153,961.93 55,800,027.16 16,236,676.97 11,615,995.87 4,620,681.10 120 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
SALE 3/16/11 60 USINAS SIDER MINAS GER 21,600.00 549.37 457,325.36 482,907.51 - 25,582.15 245414 3/21/11 BRL 21.215 1.668 274,134.79 262,813.19 11,321.60
SALE 3/16/11 60 USINAS SIDER MINAS GER 9,200.00 235.07 195,690.20 205,682.83 - 9,992.63 245414 3/21/11 BRL 21.313 1.668 117,302.68 111,938.95 5,363.73
SALE 3/17/11 60 USINAS SIDER MINAS GER 2,400.00 60.91 50,852.01 53,656.39 - 2,804.38 245414 3/22/11 BRL 21.231 1.673 30,391.16 29,201.47 1,189.69
SALE 3/17/11 60 USINAS SIDER MINAS GER 4,100.00 103.82 86,684.78 91,663.00 - 4,978.22 245414 3/22/11 BRL 21.185 1.673 51,806.23 49,885.84 1,920.39
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/21/11 60 USINAS SIDER MINAS GER 7,600.00 192.19 159,594.05 169,911.90 - 10,317.85 245414 3/24/11 BRL 21.041 1.664 95,901.24 92,471.31 3,429.93
SALE 3/21/11 60 USINAS SIDER MINAS GER 6,300.00 159.00 132,035.40 140,848.02 - 8,812.62 245414 3/24/11 BRL 21.000 1.664 79,341.04 76,653.85 2,687.19
SALE 3/22/11 60 USINAS SIDER MINAS GER 4,900.00 121.79 101,108.80 109,548.46 - 8,439.66 245414 3/25/11 BRL 20.676 1.664 60,773.46 59,619.66 1,153.80
SALE 3/23/11 60 USINAS SIDER MINAS GER 13,400.00 222.90 275,002.31 299,581.51 - 24,579.20 245414 3/28/11 BRL 20.550 1.662 165,504.52 163,041.52 2,463.00
SALE 3/24/11 60 USINAS SIDER MINAS GER 6,200.00 150.65 124,542.78 138,612.34 - 14,069.56 245414 3/29/11 BRL 20.128 1.657 75,175.22 75,437.12 - 261.90
SALE 3/24/11 60 USINAS SIDER MINAS GER 6,200.00 101.68 125,066.59 138,612.34 - 13,545.75 245414 3/29/11 BRL 20.199 1.657 75,491.39 75,437.12 54.27
SALE 3/25/11 60 USINAS SIDER MINAS GER 1,100.00 17.89 21,998.31 24,592.51 - 2,594.20 245414 3/30/11 BRL 20.025 1.656 13,281.20 13,384.00 - 102.80
SALE 3/31/11 60 USINAS SIDER MINAS GER 6,300.00 102.91 124,306.73 140,848.02 - 16,541.29 245414 4/05/11 BRL 19.758 1.627 76,414.16 76,653.85 - 239.69 ------89,300.00 2,018.18 1,854,207.32 1,996,464.83 - 142,257.51 1,115,517.09 1,086,537.88 28,979.21 12 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
------89,300.00 2,018.18 1,854,207.32 1,996,464.83 - 142,257.51 1,115,517.09 1,086,537.88 28,979.21 12 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
------1,028,062.00 23,544.21 447,808,196.40 392,150,426.76 55,657,769.65 17,352,194.06 12,702,533.75 4,649,660.31
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132 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
------5,421,881.00 56,481.15 14978921869.76 14923264100.12 55,657,769.65 38,652,384.54 34,002,724.23 4,649,660.31 275 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 115 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
EM COMMON STOCK (2225) ------
PUR 3/17/11 60 TURKIYE VAKIFLAR BANKA 700,000.00 3,477.18 2,759,868.72 2,759,868.72 255951 3/21/11 TRY 3.935 1.584 1,742,066.42 1,742,066.42
PUR 3/23/11 60 TURKIYE VAKIFLAR BANKA 403,675.00 2,093.58 1,634,108.69 1,634,108.69 255951 3/25/11 TRY 4.040 1.558 1,048,883.91 1,048,883.91 ------1,103,675.00 5,570.76 4,393,977.41 4,393,977.41 2,790,950.33 2,790,950.33 2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 3/04/11 60 AGRICULTURAL BANK OF C 1,447,000.00 1,132.35 5,888,450.91 5,888,450.91 252610 3/08/11 HKD 4.063 7.789 756,020.02 756,020.02
PUR 3/04/11 60 BBMG CORPORATION H C 536,500.00 1,243.89 6,468,860.27 6,468,860.27 253247 3/08/11 HKD 12.039 7.789 830,538.95 830,538.95
PUR 3/11/11 60 CHINA SHENHUA ENERGY C 343,000.00 2,230.00 11,596,327.86 11,596,327.86 255886 3/15/11 HKD 33.758 7.788 1,488,932.55 1,488,932.55
PUR 3/17/11 60 AGRICULTURAL BANK OF C 1,302,000.00 779.46 5,294,056.34 5,294,056.34 252610 3/21/11 HKD 4.061 7.802 678,572.93 678,572.93
PUR 3/30/11 60 CHINA TELECOM CORP LTD 4,228,000.00 2,113.35 19,863,210.43 19,863,210.43 256110 4/01/11 HKD 4.694 7.786 2,550,996.98 2,550,996.98 ------7,856,500.00 7,499.05 49,110,905.81 49,110,905.81 6,305,061.43 6,305,061.43 5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 3/04/11 60 SHANGHAI INDUSTRIAL HL 195,000.00 1,099.24 5,716,473.32 5,716,473.32 239784 3/08/11 HKD 29.271 7.789 733,939.76 733,939.76
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/30/11 60 CHINA RESOURCES POWER 1,152,000.00 1,825.88 17,161,291.59 17,161,291.59 256109 4/01/11 HKD 14.885 7.786 2,203,994.32 2,203,994.32 ------1,347,000.00 2,925.12 22,877,764.91 22,877,764.91 2,937,934.08 2,937,934.08 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 3/23/11 60 BANK MANDIRI 1,334,500.00 2,930.587,938,585,185.00 7,938,585,185.00 240115 3/28/11 IDR 5929.58 8721.50 910,231.63 910,231.63 ------1,334,500.00 2,930.587,938,585,185.00 7,938,585,185.00 910,231.63 910,231.63 1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 3/17/11 60 PTT AROMATICS + REFIN 1,135,000.00 326.35 42,288,643.23 42,288,643.23 255950 3/22/11 THB 37.250 30.315 1,394,974.21 1,394,974.21
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PUR 3/23/11 60 BANGKOK BANK PCL-FOREI 122,300.00 1,986.64 20,277,142.74 20,277,142.74 239803 3/28/11 THB 165.307 30.275 669,765.24 669,765.24 ------1,257,300.00 2,312.99 62,565,785.97 62,565,785.97 2,064,739.45 2,064,739.45 2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 3/29/11 60 YPF S.A. SPONSORED ADR 43,128.00 2,730.00 1,822,727.29 1,822,727.29 256091 4/01/11 USD 42.200 1.000 1,822,727.29 1,822,727.29 ------43,128.00 2,730.00 1,822,727.29 1,822,727.29 1,822,727.29 1,822,727.29 1 TRANSACTION IN COUNTRY: ARGENTINA (6800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/17/11 60 CENTRAIS ELETRICAS BRA 70,000.00 3,528.79 2,081,313.54 2,081,313.54 255627 3/22/11 BRL 29.649 1.673 1,243,874.82 1,243,874.82 ------70,000.00 3,528.79 2,081,313.54 2,081,313.54 1,243,874.82 1,243,874.82 1 TRANSACTION IN COUNTRY: BRAZIL (6900)
PUR 3/17/11 60 AGILE PROPERTY HOLDING 1,412,000.00 2,076.59 14,104,428.44 14,104,428.44 255949 3/21/11 HKD 9.977 7.802 1,807,854.45 1,807,854.45 ------1,412,000.00 2,076.59 14,104,428.44 14,104,428.44 1,807,854.45 1,807,854.45 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 3/17/11 60 AXIATA GROUP BERHAD CO 500,000.00 2,415.45 2,387,578.00 2,387,578.00 255455 3/22/11 MYR 4.760 3.055 781,659.19 781,659.19 ------500,000.00 2,415.45 2,387,578.00 2,387,578.00 781,659.19 781,659.19 1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
PUR 3/07/11 60 NOVATEK OAO SPONS GDR 7,310.00 1,411.38 942,331.92 942,331.92 254722 3/10/11 USD 128.717 1.000 942,331.92 942,331.92
PUR 3/22/11 60 SISTEMA JSFC REG S SPO 23,015.00 933.70 623,401.99 623,401.99 254727 3/25/11 USD 27.046 1.000 623,401.99 623,401.99
PUR 3/23/11 60 VTB BANK OJSC-GDR-REG 137,615.00 1,381.48 922,369.87 922,369.87 256045 3/28/11 USD 6.693 1.000 922,369.87 922,369.87 ------167,940.00 3,726.56 2,488,103.78 2,488,103.78 2,488,103.78 2,488,103.78 3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/16/11 60 RELIANCE INDS SPONS GD 42,192.00 290.44 1,936,544.61 1,936,544.61 255931 3/21/11 USD 45.892 1.000 1,936,544.61 1,936,544.61
PUR 3/17/11 60 RELIANCE INDS SPONS GD 20,586.00 140.67 937,935.90 937,935.90 255931 3/22/11 USD 45.555 1.000 937,935.90 937,935.90
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PUR 3/22/11 60 RELIANCE INDS SPONS GD 22,514.00 1,511.93 1,009,463.71 1,009,463.71 255931 3/25/11 USD 44.770 1.000 1,009,463.71 1,009,463.71 ------85,292.00 1,943.04 3,883,944.22 3,883,944.22 3,883,944.22 3,883,944.22 3 TRANSACTIONS IN COUNTRY: INDIA (9980)
------15,177,335.00 37,658.938,104,301,714.37 8,104,301,714.37 27,037,080.67 27,037,080.67 22 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------15,177,335.00 37,658.938,104,301,714.37 8,104,301,714.37 27,037,080.67 27,037,080.67 22 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
ETF-EMERGING MARKETS (1700) ------
SALE 3/17/11 60 ISHARES MSCI INDIA ETF 25,700.00 114.45 183,000.62 169,826.23 13,174.39 240129 3/22/11 USD 7.125 1.000 183,000.62 169,826.23 13,174.39
SALE 3/18/11 60 ISHARES MSCI INDIA ETF 217,100.00 3,552.07 1,542,482.16 1,434,602.16 107,880.00 240129 3/23/11 USD 7.121 1.000 1,542,482.16 1,434,602.16 107,880.00 ------242,800.00 3,666.52 1,725,482.78 1,604,428.39 121,054.39 1,725,482.78 1,604,428.39 121,054.39 2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 3/25/11 60 ISHARES MSCI TAIWAN IN 155,300.00 3,476.98 2,285,210.18 2,178,798.33 106,411.85 240397 3/30/11 USD 14.737 1.000 2,285,210.18 2,178,798.33 106,411.85 ------155,300.00 3,476.98 2,285,210.18 2,178,798.33 106,411.85 2,285,210.18 2,178,798.33 106,411.85 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
------398,100.00 7,143.50 4,010,692.96 3,783,226.72 227,466.24 4,010,692.96 3,783,226.72 227,466.24 3 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225) ------
SALE 3/11/11 60 YANZHOU COAL MINING CO 120,000.00 1,077.60 2,788,763.45 2,057,306.00 731,457.45 252818 3/15/11 HKD 23.310 7.788 358,068.58 264,903.40 93,165.18 ------120,000.00 1,077.60 2,788,763.45 2,057,306.00 731,457.45 358,068.58 264,903.40 93,165.18 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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-
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(L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/30/11 60 CHINA MOBILE LTD 770,000.00 5,868.75 54,952,802.44 66,072,705.06 -11,119,902.62 239773 4/01/11 HKD 71.427 7.786 7,057,491.21 8,490,174.14 -1,432,682.93 ------770,000.00 5,868.75 54,952,802.44 66,072,705.06 -11,119,902.62 7,057,491.21 8,490,174.14 - 1,432,682.93 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 3/24/11 60 KB FINANCIAL GROUP 27,503.00 5,045.201,523,176,320.00 1,520,708,158.31 2,468,161.69 243106 3/28/11 KRW 55587.8 1121.20 1,358,523.30 1,355,287.12 3,236.18 ------27,503.00 5,045.201,523,176,320.00 1,520,708,158.31 2,468,161.69 1,358,523.30 1,355,287.12 3,236.18 1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 3/02/11 60 SARANA MENARA NUSANTAR 1,009,000.00 5,050.15 10045503100.00 12241188000.00 -2195684900.00 254854 3/07/11 IDR 10000.0 8811.00 1,140,109.31 1,356,815.34 -216,706.03 ------1,009,000.00 5,050.15 10045503100.00 12241188000.00 -2195684900.00 1,140,109.31 1,356,815.34 - 216,706.03 1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 3/07/11 60 MMI HOLDINGS LTD 271,052.00 1,277.62 4,371,737.48 3,406,219.12 965,518.36 254753 3/14/11 ZAR 16.161 6.857 637,530.44 395,739.05 241,791.39
SALE 3/17/11 60 KUMBA IRON ORE LTD ZAR 41,918.00 380.75 17,944,470.29 16,291,973.59 1,652,496.70 251793 3/25/11 ZAR 428.149 7.070 2,537,953.07 2,283,145.66 254,807.41 ------312,970.00 1,658.37 22,316,207.77 19,698,192.71 2,618,015.06 3,175,483.51 2,678,884.71 496,598.80 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: 121 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/01/11 60 QUALITY HOUSE PCL FORE 2,734,500.00 540.50 5,671,237.06 6,730,674.27 -1,059,437.21 253528 3/04/11 THB 2.080 30.570 185,516.42 218,794.83 - 33,278.41 ------2,734,500.00 540.50 5,671,237.06 6,730,674.27 -1,059,437.21 185,516.42 218,794.83 - 33,278.41 1 TRANSACTION IN COUNTRY: THAILAND (6550)
SALE 3/04/11 60 BR PROPERTIES SA COMMO 82,600.00 2,501.48 1,442,524.19 1,341,420.84 101,103.35 253702 3/11/11 BRL 17.514 1.645 876,754.51 796,176.52 80,577.99
SALE 3/09/11 60 BR PROPERTIES SA COMMO 54,900.00 1,615.61 937,192.12 891,573.90 45,618.22 253702 3/14/11 BRL 17.120 1.655 566,262.12 529,177.86 37,084.26
SALE 3/10/11 60 BR PROPERTIES SA COMMO 42,800.00 1,259.97 733,028.54 695,070.36 37,958.18 253702 3/15/11 BRL 17.176 1.660 441,610.06 412,546.67 29,063.39
SALE 3/11/11 60 BR PROPERTIES SA COMMO 24,000.00 697.43 406,430.01 389,759.08 16,670.93 253702 3/16/11 BRL 16.983 1.663 244,447.12 231,334.58 13,112.54
SALE 3/16/11 60 BR MALLS PARTICIPACOES 95,300.00 462.46 1,557,802.82 1,577,066.97 -19,264.15 255084 3/21/11 BRL 16.354 1.668 933,794.59 932,458.45 1,336.14
SALE 3/16/11 60 VIVO PARTICIPACOES SA 59,552.00 317.25 2,114,677.99 1,538,840.85 575,837.14 247236 3/21/11 USD 35.515 1.000 2,114,677.99 1,538,840.85 575,837.14
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------359,152.00 6,854.20 7,191,655.67 6,433,732.00 757,923.67 5,177,546.39 4,440,534.93 737,011.46 6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 3/08/11 60 FOCUS MEDIA HOLDING AD 24,299.00 1,012.09 665,179.01 493,969.68 171,209.33 253246 3/11/11 USD 27.416 1.000 665,179.01 493,969.68 171,209.33
SALE 3/09/11 60 FOCUS MEDIA HOLDING AD 58,338.00 2,613.24 1,717,529.36 1,185,941.93 531,587.43 253246 3/14/11 USD 29.486 1.000 1,717,529.36 1,185,941.93 531,587.43
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: 122 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/10/11 60 FOCUS MEDIA HOLDING AD 5,000.00 217.78 143,127.22 101,644.03 41,483.19 253246 3/15/11 USD 28.669 1.000 143,127.22 101,644.03 41,483.19
SALE 3/17/11 60 CHINA RESOURCES LAND L 720,000.00 1,271.93 8,618,010.42 12,080,834.38 -3,462,823.96 252814 3/21/11 HKD 11.983 7.802 1,104,625.30 1,555,555.69 -450,930.39 ------807,637.00 5,115.04 11,143,846.01 13,862,390.02 -2,718,544.01 3,630,460.89 3,337,111.33 293,349.56 4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 3/30/11 60 CIMB GROUP(fmrly BUMIP 319,500.00 686.92 2,596,693.56 1,641,813.83 954,879.73 239575 4/04/11 MYR 8.134 3.027 857,886.44 507,147.11 350,739.33 ------319,500.00 686.92 2,596,693.56 1,641,813.83 954,879.73 857,886.44 507,147.11 350,739.33 1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
SALE 3/07/11 60 ROSNEFT OJSC GDR 95,741.00 1,354.24 901,473.82 772,249.81 129,224.01 240202 3/10/11 USD 9.430 1.000 901,473.82 772,249.81 129,224.01
SALE 3/16/11 60 ROSNEFT OJSC GDR 325,590.00 427.95 2,852,586.98 2,626,218.83 226,368.15 240202 3/21/11 USD 8.763 1.000 2,852,586.98 2,626,218.83 226,368.15
SALE 3/23/11 60 SEVERSTAL JT STK CO NP 94,091.00 2,629.34 1,750,267.17 622,819.52 1,127,447.65 247489 3/28/11 USD 18.630 1.000 1,750,267.17 622,819.52 1,127,447.65 ------515,422.00 4,411.53 5,504,327.97 4,021,288.16 1,483,039.81 5,504,327.97 4,021,288.16 1,483,039.81 3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 3/16/11 60 INFOSYS TECHNOLOGIES L 43,071.00 417.92 2,785,707.24 1,647,127.87 1,138,579.37 246074 3/21/11 USD 64.687 1.000 2,785,707.24 1,647,127.87 1,138,579.37 ------43,071.00 417.92 2,785,707.24 1,647,127.87 1,138,579.37 2,785,707.24 1,647,127.87 1,138,579.37 1 TRANSACTION IN COUNTRY: INDIA (9980)
------7,018,755.00 36,726.18 11683630661.17 13884061388.23 -2200430727.06 31,231,121.26 28,318,068.94 2,913,052.32
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 123
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TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------22 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------7,416,855.00 43,869.68 11687641354.13 13887844614.95 -2200203260.82 35,241,814.22 32,101,295.66 3,140,518.56 25 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
------22,594,190.00 81,528.61 19791943068.50 21992146329.32 -2200203260.82 62,278,894.89 59,138,376.33 3,140,518.56 47 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 124 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------
EM COMMON STOCK (2225) ------
PUR 3/21/11 60 AQUARIUS PLATINUM LTD 124,083.00 838.25 431,867.73 431,867.73 252744 3/24/11 UKP 3.476 .614 702,886.84 702,886.84 ------124,083.00 838.25 431,867.73 431,867.73 702,886.84 702,886.84 1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
PUR 3/01/11 60 PING AN INSURANCE 117,000.00 303.59 9,471,176.24 9,471,176.24 252047 3/03/11 HKD 80.930 7.789 1,215,976.00 1,215,976.00
PUR 3/03/11 60 CHANGSHA ZOOMLION HEAV 318,000.00 273.14 6,087,294.60 6,087,294.60 254929 3/07/11 HKD 19.136 7.789 781,514.50 781,514.50
PUR 3/03/11 60 CHINA MERCHANTS BK - H 309,000.00 270.63 6,031,393.59 6,031,393.59 249678 3/07/11 HKD 19.512 7.789 774,337.68 774,337.68
PUR 3/04/11 60 CHINA MERCHANTS BK - H 340,000.00 263.98 6,862,974.34 6,862,974.34 249678 3/08/11 HKD 20.179 7.789 881,139.38 881,139.38
PUR 3/07/11 60 BANK OF CHINA LTD H 2,004,000.00 322.91 8,392,093.21 8,392,093.21 253924 3/09/11 HKD 4.186 7.786 1,077,837.06 1,077,837.06
PUR 3/22/11 60 PETROCHINA CO LTD H CO 1,488,000.00 622.47 16,191,815.22 16,191,815.22 255709 3/24/11 HKD 10.878 7.793 2,077,778.38 2,077,778.38 ------4,576,000.00 2,056.72 53,036,747.20 53,036,747.20 6,808,583.00 6,808,583.00 6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 3/30/11 60 CHINA MOBILE LTD HKD 0 133,500.00 368.15 9,568,449.50 9,568,449.50 252317 4/01/11 HKD 71.652 7.786 1,228,859.04 1,228,859.04 ------133,500.00 368.15 9,568,449.50 9,568,449.50 1,228,859.04 1,228,859.04 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 125 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 3/04/11 60 CHEIL INDUSTRIES INC C 5,293.00 147.18 656,384,527.00 656,384,527.00 255151 3/08/11 KRW 123978. 1114.60 588,896.94 588,896.94
PUR 3/07/11 60 HYNIX SEMICONDUCTOR IN 21,250.00 166.73 622,216,496.00 622,216,496.00 255564 3/09/11 KRW 29271.9 1119.25 555,922.71 555,922.71
PUR 3/09/11 60 NCSOFT CORPORATION COM 2,901.00 774.62 721,004,926.00 721,004,926.00 255842 3/11/11 KRW 248238. 1115.60 646,293.41 646,293.41
PUR 3/10/11 60 NCSOFT CORPORATION COM 1,453.00 387.33 362,504,793.00 362,504,793.00 255842 3/14/11 KRW 249188. 1121.75 323,160.06 323,160.06
PUR 3/11/11 60 MIRAE ASSET SECURITIES 4,420.00 464.48 209,409,459.00 209,409,459.00 252797 3/15/11 KRW 47259.5 1124.30 186,257.63 186,257.63
PUR 3/11/11 60 NCSOFT CORPORATION COM 2,086.00 1,143.61 515,588,145.00 515,588,145.00 255842 3/15/11 KRW 246549. 1124.30 458,585.92 458,585.92
PUR 3/14/11 60 MIRAE ASSET SECURITIES 710.00 72.15 32,687,374.00 32,687,374.00 252797 3/16/11 KRW 45923.7 1129.70 28,934.56 28,934.56
PUR 3/14/11 60 NCSOFT CORPORATION COM 2,788.00 1,504.99 681,775,675.00 681,775,675.00 255842 3/16/11 KRW 243929. 1129.70 603,501.53 603,501.53
PUR 3/15/11 60 NCSOFT CORPORATION COM 1,400.00 747.54 340,169,460.00 340,169,460.00 255842 3/17/11 KRW 242372. 1134.80 299,761.60 299,761.60
PUR 3/17/11 60 SAMSUNG ELECTRONICS CO 2,400.00 553.762,095,977,638.00 2,095,977,638.00 250524 3/21/11 KRW 873062. 1135.15 1,846,432.31 1,846,432.31
PUR 3/22/11 60 POSCO COMMON STOCK KRW 5,699.00 775.162,897,383,321.00 2,897,383,321.00 256027 3/24/11 KRW 508249. 1121.00 2,584,641.68 2,584,641.68
PUR 3/22/11 60 POSCO COMMON STOCK KRW 2,619.00 355.701,329,521,947.00 1,329,521,947.00 256027 3/24/11 KRW 507492. 1121.00 1,186,014.23 1,186,014.23
PUR 3/24/11 60 LG ELECTRONICS INC COM 18,358.00 492.471,944,796,980.00 1,944,796,980.00 256062 3/28/11 KRW 105907. 1121.20 1,734,567.41 1,734,567.41
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 126 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/29/11 60 LG ELECTRONICS INC COM 13,781.00 405.801,502,478,902.00 1,502,478,902.00 256062 3/31/11 KRW 108992. 1110.40 1,353,096.99 1,353,096.99
PUR 3/29/11 60 POSCO COMMON STOCK KRW 4,345.00 606.082,244,003,746.00 2,244,003,746.00 256027 3/31/11 KRW 516301. 1110.40 2,020,896.75 2,020,896.75 ------89,503.00 8,597.60 16155903389.00 16155903389.00 14,416,963.73 14,416,963.73 15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 3/11/11 60 CLICKS GROUP 37,356.00 406.76 1,411,176.41 1,411,176.41 252254 3/18/11 ZAR 37.701 6.907 204,296.26 204,296.26
PUR 3/14/11 60 CLICKS GROUP 59,289.00 651.69 2,242,752.33 2,242,752.33 252254 3/22/11 ZAR 37.752 6.852 327,311.14 327,311.14
PUR 3/15/11 60 CLICKS GROUP 5,192.00 54.45 190,542.28 190,542.28 252254 3/23/11 ZAR 36.626 6.968 27,346.51 27,346.51 ------101,837.00 1,112.90 3,844,471.02 3,844,471.02 558,953.91 558,953.91 3 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 3/04/11 60 CIELO SA COMMON STOCK 16,500.00 285.21 218,806.56 218,806.56 255650 3/11/11 BRL 13.233 1.645 132,988.85 132,988.85
PUR 3/04/11 60 REDECARD SA COMMON STO 24,400.00 693.23 531,821.07 531,821.07 255652 3/11/11 BRL 21.749 1.645 323,236.53 323,236.53
PUR 3/09/11 60 CIELO SA COMMON STOCK 10,900.00 194.85 150,363.68 150,363.68 255650 3/14/11 BRL 13.765 1.655 90,851.44 90,851.44
PUR 3/09/11 60 REDECARD SA COMMON STO 3,400.00 100.11 77,258.71 77,258.71 255652 3/14/11 BRL 22.674 1.655 46,680.59 46,680.59
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: 127 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT **
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======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/10/11 60 CIELO SA COMMON STOCK 32,300.00 586.92 454,260.80 454,260.80 255650 3/15/11 BRL 14.034 1.660 273,667.57 273,667.57
PUR 3/10/11 60 REDECARD SA COMMON STO 4,700.00 139.12 107,676.14 107,676.14 255652 3/15/11 BRL 22.861 1.660 64,869.05 64,869.05
PUR 3/11/11 60 LOJAS AMERICANAS SA PR 11,600.00 207.98 160,862.79 160,862.79 253979 3/16/11 BRL 13.838 1.663 96,750.84 96,750.84
PUR 3/14/11 60 LOJAS AMERICANAS SA PR 13,200.00 239.32 185,553.13 185,553.13 253979 3/17/11 BRL 14.027 1.667 111,332.99 111,332.99
PUR 3/15/11 60 LOJAS AMERICANAS SA PR 27,700.00 513.29 399,158.77 399,158.77 253979 3/18/11 BRL 14.379 1.668 239,332.52 239,332.52
PUR 3/16/11 60 CIELO SA COMMON STOCK 39,300.00 691.06 536,308.68 536,308.68 255650 3/21/11 BRL 13.617 1.668 321,479.80 321,479.80
PUR 3/16/11 60 CIELO SA COMMON STOCK 21,700.00 384.34 298,969.34 298,969.34 255650 3/21/11 BRL 13.748 1.668 179,211.35 179,211.35
PUR 3/21/11 60 REDECARD SA COMMON STO 33,300.00 305.87 777,885.90 777,885.90 255652 3/24/11 BRL 23.345 1.664 467,437.37 467,437.37
PUR 3/22/11 60 BANCO BRADESCO ADR ADR 35,000.00 1,400.00 687,634.50 687,634.50 256025 3/25/11 USD 19.607 1.000 687,634.50 687,634.50
PUR 3/22/11 60 BANCO BRADESCO ADR ADR 60,000.00 2,400.00 1,162,884.00 1,162,884.00 256025 3/25/11 USD 19.341 1.000 1,162,884.00 1,162,884.00
PUR 3/22/11 60 BANCO SANT BRAZIL ADR 150,600.00 1,506.00 1,765,965.72 1,765,965.72 253876 3/25/11 USD 11.716 1.000 1,765,965.72 1,765,965.72
PUR 3/23/11 60 BANCO BRADESCO ADR ADR 40,600.00 1,624.00 798,106.68 798,106.68 256025 3/28/11 USD 19.618 1.000 798,106.68 798,106.68
PUR 3/23/11 60 BANCO BRADESCO ADR ADR 64,500.00 1,290.00 1,270,114.65 1,270,114.65 256025 3/28/11 USD 19.672 1.000 1,270,114.65 1,270,114.65
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 128 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/31/11 60 BANCO SANT BRAZIL ADR 103,500.00 1,035.00 1,265,266.80 1,265,266.80 253876 4/05/11 USD 12.215 1.000 1,265,266.80 1,265,266.80 ------693,200.00 13,596.30 10,848,897.92 10,848,897.92 9,297,811.25 9,297,811.25 18 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 3/01/11 60 CTRIP.COM INTERNATIONA 35,100.00 1,404.00 1,347,720.66 1,347,720.66 255731 3/04/11 USD 38.357 1.000 1,347,720.66 1,347,720.66
PUR 3/01/11 60 HENGAN INTL GROUP CO L 22,500.00 168.25 1,313,191.02 1,313,191.02 251791 3/03/11 HKD 58.306 7.789 168,596.67 168,596.67
PUR 3/02/11 60 CTRIP.COM INTERNATIONA 7,400.00 74.00 286,974.22 286,974.22 255731 3/07/11 USD 38.770 1.000 286,974.22 286,974.22
PUR 3/02/11 60 HENGAN INTL GROUP CO L 7,000.00 52.18 407,254.83 407,254.83 251791 3/04/11 HKD 58.121 7.789 52,283.88 52,283.88
PUR 3/03/11 60 HENGAN INTL GROUP CO L 28,500.00 432.39 1,689,166.18 1,689,166.18 251791 3/07/11 HKD 59.151 7.789 216,862.82 216,862.82
PUR 3/16/11 60 CTRIP.COM INTERNATIONA 15,300.00 153.00 577,489.32 577,489.32 255731 3/21/11 USD 37.734 1.000 577,489.32 577,489.32
PUR 3/21/11 60 CTRIP.COM INTERNATIONA 14,300.00 143.00 543,601.63 543,601.63 255731 3/24/11 USD 38.004 1.000 543,601.63 543,601.63
PUR 3/22/11 60 HENGAN INTL GROUP CO L 82,000.00 180.95 4,706,743.50 4,706,743.50 251791 3/24/11 HKD 57.382 7.793 603,982.30 603,982.30 ------212,100.00 2,607.77 10,872,141.36 10,872,141.36 3,797,511.50 3,797,511.50 8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
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D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 129 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/07/11 60 WALMART DE MEXICO SER 409,000.00 3,047.03 14,673,188.19 14,673,188.19 255815 3/10/11 MXN 35.786 12.009 1,221,859.47 1,221,859.47
PUR 3/08/11 60 WALMART DE MEXICO SER 59,700.00 442.94 2,136,618.23 2,136,618.23 255815 3/11/11 MXN 35.700 12.029 177,617.84 177,617.84
PUR 3/09/11 60 WALMART DE MEXICO SER 41,400.00 185.06 1,480,196.97 1,480,196.97 255815 3/14/11 MXN 35.700 11.980 123,555.16 123,555.16
PUR 3/10/11 60 WALMART DE MEXICO SER 56,200.00 410.50 1,971,094.93 1,971,094.93 255815 3/15/11 MXN 34.985 11.974 164,609.76 164,609.76
PUR 3/11/11 60 WALMART DE MEXICO SER 38,700.00 283.18 1,357,886.25 1,357,886.25 255815 3/16/11 MXN 35.000 11.958 113,554.63 113,554.63
PUR 3/14/11 60 WALMART DE MEXICO SER 67,600.00 501.17 2,395,634.15 2,395,634.15 255815 3/17/11 MXN 35.350 11.920 200,967.59 200,967.59
PUR 3/14/11 60 WALMART DE MEXICO SER 26,800.00 198.69 949,748.45 949,748.45 255815 3/17/11 MXN 35.350 11.921 79,673.54 79,673.54
PUR 3/15/11 60 WALMART DE MEXICO SER 117,100.00 858.45 4,132,224.80 4,132,224.80 255815 3/18/11 MXN 35.200 12.004 344,237.32 344,237.32
PUR 3/15/11 60 WALMART DE MEXICO SER 283,200.00 2,077.61 10,000,772.86 10,000,772.86 255815 3/18/11 MXN 35.225 12.004 833,120.03 833,120.03
PUR 3/29/11 60 WALMART DE MEXICO SER 138,200.00 1,003.58 4,819,540.74 4,819,540.74 255815 4/01/11 MXN 34.787 11.976 402,436.62 402,436.62
PUR 3/30/11 60 WALMART DE MEXICO SER 38,700.00 283.84 1,355,946.41 1,355,946.41 255815 4/04/11 MXN 34.950 11.913 113,821.69 113,821.69
PUR 3/30/11 60 WALMART DE MEXICO SER 48,400.00 354.99 1,695,808.95 1,695,808.95 255815 4/04/11 MXN 34.950 11.913 142,350.64 142,350.64
PUR 3/30/11 60 WALMART DE MEXICO SER 61,900.00 453.47 2,166,256.86 2,166,256.86 255815 4/04/11 MXN 34.909 11.913 181,841.27 181,841.27
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: 130 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/31/11 60 WALMART DE MEXICO SER 66,500.00 496.33 2,369,865.19 2,369,865.19 255815 4/05/11 MXN 35.548 11.907 199,027.08 199,027.08 ------1,453,400.00 10,596.84 51,504,782.98 51,504,782.98 4,298,672.64 4,298,672.64 14 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 3/30/11 60 PHILIPPINE LONG DIST 5,000.00 200.00 266,008.50 266,008.50 256112 4/04/11 USD 53.162 1.000 266,008.50 266,008.50
PUR 3/30/11 60 PHILIPPINE LONG DIST 10,200.00 408.00 551,610.90 551,610.90 256112 4/04/11 USD 54.040 1.000 551,610.90 551,610.90
PUR 3/31/11 60 PHILIPPINE LONG DIST 3,100.00 124.00 165,681.67 165,681.67 256112 4/05/11 USD 53.406 1.000 165,681.67 165,681.67
PUR 3/31/11 60 PHILIPPINE LONG DIST 3,400.00 136.00 181,199.94 181,199.94 256112 4/05/11 USD 53.254 1.000 181,199.94 181,199.94
PUR 3/31/11 60 PHILIPPINE LONG DIST 3,700.00 148.00 197,314.71 197,314.71 256112 4/05/11 USD 53.288 1.000 197,314.71 197,314.71 ------25,400.00 1,016.00 1,361,815.72 1,361,815.72 1,361,815.72 1,361,815.72 5 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 3/09/11 60 SBERBANK OF RUSSIA COM 313,678.00 2,280.31 1,142,437.10 1,142,437.10 253969 3/14/11 USD 3.635 1.000 1,142,437.10 1,142,437.10
PUR 3/15/11 60 SBERBANK OF RUSSIA COM 349,591.00 2,302.97 1,153,785.81 1,153,785.81 253969 3/18/11 USD 3.294 1.000 1,153,785.81 1,153,785.81
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PUR 3/21/11 60 ROSNEFT OJSC REG S GDR 130,241.00 1,302.41 1,184,620.04 1,184,620.04 255711 3/24/11 USD 9.086 1.000 1,184,620.04 1,184,620.04
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 131 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/22/11 60 ROSNEFT OJSC REG S GDR 72,324.00 723.24 658,951.20 658,951.20 255711 3/25/11 USD 9.101 1.000 658,951.20 658,951.20 ------865,834.00 6,608.93 4,139,794.15 4,139,794.15 4,139,794.15 4,139,794.15 4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 3/15/11 60 RELIANCE INDS SPONS GD 29,532.00 1,181.28 1,363,835.01 1,363,835.01 253327 3/18/11 USD 46.142 1.000 1,363,835.01 1,363,835.01 ------29,532.00 1,181.28 1,363,835.01 1,363,835.01 1,363,835.01 1,363,835.01 1 TRANSACTION IN COUNTRY: INDIA (9980)
------8,304,389.00 48,580.74 16302876191.59 16302876191.59 47,975,686.79 47,975,686.79 76 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------8,304,389.00 48,580.74 16302876191.59 16302876191.59 47,975,686.79 47,975,686.79 76 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 132 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
ETF-EMERGING MARKETS (1700) ------
SALE 3/01/11 60 ISHARES BSE SENSEX IND 633,400.00 360.99 11,243,192.27 9,228,608.28 2,014,583.99 239277 3/03/11 HKD 17.755 7.789 1,443,479.84 1,187,036.47 256,443.37 ------633,400.00 360.99 11,243,192.27 9,228,608.28 2,014,583.99 1,443,479.84 1,187,036.47 256,443.37 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
------633,400.00 360.99 11,243,192.27 9,228,608.28 2,014,583.99 1,443,479.84 1,187,036.47 256,443.37 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225) ------
SALE 3/10/11 60 POWSZECHNY ZAKLAD UBEZ 209.00 74.56 72,103.85 72,228.33 - 124.48 252011 3/15/11 PLN 346.033 2.910 24,778.81 22,621.45 2,157.36
SALE 3/10/11 60 POWSZECHNY ZAKLAD UBEZ 8,062.00 2,872.50 2,777,868.52 2,786,147.44 -8,278.92 252011 3/15/11 PLN 345.600 2.910 954,626.80 872,603.54 82,023.26
SALE 3/29/11 60 POWSZECHNY ZAKLAD UBEZ 4,327.00 1,638.10 1,545,672.89 1,495,368.39 50,304.50 252011 4/01/11 PLN 358.291 2.839 544,394.78 468,339.81 76,054.97
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SALE 3/30/11 60 POWSZECHNY ZAKLAD UBEZ 2,864.00 1,076.72 1,018,526.32 989,770.07 28,756.25 252011 4/04/11 PLN 356.701 2.846 357,829.65 309,989.65 47,840.00 ------15,462.00 5,661.88 5,414,171.58 5,343,514.23 70,657.35 1,881,630.04 1,673,554.45 208,075.59 4 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 3/18/11 60 EPISTAR CORP GDR 144A 39,803.00 1,592.12 761,630.41 693,416.35 68,214.06 254855 3/23/11 USD 19.175 1.000 761,630.41 693,416.35 68,214.06
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 133 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 EPISTAR CORP GDR 144A 42,472.00 1,698.88 770,221.23 739,913.55 30,307.68 254855 3/29/11 USD 18.175 1.000 770,221.23 739,913.55 30,307.68
SALE 3/29/11 60 EPISTAR CORP GDR 144A 62,721.00 2,508.84 1,118,635.31 1,092,675.59 25,959.72 254855 3/30/11 USD 17.875 1.000 1,118,635.31 1,092,675.59 25,959.72
SALE 3/30/11 60 EPISTAR CORP GDR 144A 38,850.00 1,554.00 699,222.30 676,813.94 22,408.36 254855 3/31/11 USD 18.038 1.000 699,222.30 676,813.94 22,408.36
SALE 3/31/11 60 EPISTAR CORP GDR 144A 34,162.00 1,366.48 612,029.31 595,143.31 16,886.00 254855 4/05/11 USD 17.955 1.000 612,029.31 595,143.31 16,886.00 ------218,008.00 8,720.32 3,961,738.56 3,797,962.74 163,775.82 3,961,738.56 3,797,962.74 163,775.82 5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 3/29/11 60 CHINA MERCHANTS BK - H 148,000.00 116.51 3,115,916.60 2,839,354.90 276,561.70 249678 3/31/11 HKD 21.060 7.793 399,832.75 365,497.81 34,334.94
SALE 3/30/11 60 CHINA MERCHANTS BK - H 89,000.00 242.85 1,886,987.59 1,707,449.91 179,537.68 249678 4/01/11 HKD 21.223 7.786 242,342.48 219,792.60 22,549.88
SALE 3/30/11 60 CHINA MERCHANTS BK - H 64,000.00 52.39 1,357,784.13 1,227,829.15 129,954.98 249678 4/01/11 HKD 21.222 7.786 174,377.81 158,053.11 16,324.70
SALE 3/31/11 60 CHINA MERCHANTS BK - H 48,500.00 36.60 1,041,435.87 930,464.28 110,971.59 249678 4/04/11 HKD 21.479 7.778 133,891.63 119,774.62 14,117.01
SALE 3/31/11 60 CHINA MERCHANTS BK - H 58,000.00 45.84 1,245,024.10 1,112,720.16 132,303.94 249678 4/04/11 HKD 21.472 7.778 160,065.84 143,235.63 16,830.21
SALE 3/31/11 60 CHINA MERCHANTS BK - H 117,500.00 324.91 2,521,968.62 2,254,217.58 267,751.04 249678 4/04/11 HKD 21.485 7.778 324,235.51 290,175.63 34,059.88 ------525,000.00 819.10 11,169,116.91 10,072,035.98 1,097,080.93 1,434,746.02 1,296,529.40 138,216.62 6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 134 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------
SALE 3/03/11 60 CHINA UNICOM HONG KONG 410,000.00 192.38 5,306,526.42 4,360,270.75 946,255.67 252580 3/07/11 HKD 12.946 7.789 681,275.94 560,497.70 120,778.24
SALE 3/04/11 60 CHINA UNICOM HONG KONG 666,000.00 309.05 8,805,376.69 7,082,781.26 1,722,595.43 252580 3/08/11 HKD 13.225 7.789 1,130,525.01 910,467.00 220,058.01
SALE 3/07/11 60 CHINA UNICOM HONG KONG 18,000.00 9.11 236,105.46 191,426.52 44,678.94 252580 3/09/11 HKD 13.121 7.786 30,324.16 24,607.22 5,716.94
SALE 3/17/11 60 CHINA UNICOM HONG KONG 1,342,000.00 4,315.66 16,783,001.81 14,271,910.60 2,511,091.21 252580 3/21/11 HKD 12.531 7.802 2,151,184.26 1,834,604.67 316,579.59
SALE 3/18/11 60 CHINA UNICOM HONG KONG 732,000.00 2,361.82 9,182,897.69 7,784,678.51 1,398,219.18 252580 3/22/11 HKD 12.570 7.800 1,177,271.94 1,000,693.46 176,578.48 ------3,168,000.00 7,188.02 40,313,908.07 33,691,067.64 6,622,840.43 5,170,581.31 4,330,870.05 839,711.26 5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 3/21/11 60 HYNIX SEMICONDUCTOR IN 123,750.00 939.053,509,339,447.00 3,647,143,697.00 -137804250.00 255564 3/23/11 KRW 28366.8 1124.85 3,119,828.82 3,264,610.60 -144,781.78
SALE 3/29/11 60 SAMSUNG CARD CO 5,204.00 662.49 292,635,823.00 259,748,629.52 32,887,193.48 246994 3/31/11 KRW 56374.2 1110.40 263,540.91 219,096.00 44,444.91
SALE 3/29/11 60 SAMSUNG HEAVY INDUSTRI 42,120.00 3,616.451,597,450,340.00 1,489,872,893.63 107,577,446.37 254410 3/31/11 KRW 38021.5 1110.40 1,438,626.03 1,317,765.20 120,860.83
SALE 3/30/11 60 SAMSUNG CARD CO 4,909.00 630.37 276,896,378.00 245,024,216.43 31,872,161.57 246994 4/01/11 KRW 56547.6 1104.20 250,766.51 206,676.07 44,090.44
SALE 3/30/11 60 SAMSUNG HEAVY INDUSTRI 12,610.00 1,108.34 486,838,572.00 446,042,193.46 40,796,378.54 254410 4/01/11 KRW 38704.3 1104.20 440,897.09 394,516.12 46,380.97
SALE 3/31/11 60 SAMSUNG CARD CO 15,573.00 1,953.09 852,264,693.00 777,299,271.25 74,965,421.75 246994 4/04/11 KRW 54864.6 1096.95 776,940.33 655,646.04 121,294.29 ------204,166.00 8,909.797,015,425,253.00 6,865,130,901.29 150,294,351.71 6,290,599.69 6,058,310.03 232,289.66 6 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 135 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/03/11 60 PERUSAHAAN GAS NEGARA 1,441,500.00 1,738.925,080,987,768.00 6,031,716,351.80 -950728583.80 255107 3/08/11 IDR 3535.41 8805.50 577,024.33 666,522.21 - 89,497.88
SALE 3/03/11 60 PERUSAHAAN GAS NEGARA 2,044,000.00 2,489.577,274,928,661.00 8,552,777,123.20 -1277848462.20 255107 3/08/11 IDR 3569.88 8805.50 826,180.08 945,106.77 - 118,926.69 ------3,485,500.00 4,228.49 12355916429.00 14584493475.00 -2228577046.00 1,403,204.41 1,611,628.98 - 208,424.57 2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 3/08/11 60 ADCOCK INGRAM HOLDINGS 7,012.00 113.90 391,886.66 307,028.45 84,858.21 242793 3/15/11 ZAR 56.000 6.895 56,835.94 40,288.45 16,547.49
SALE 3/09/11 60 ADCOCK INGRAM HOLDINGS 60,747.00 995.08 3,413,215.99 2,659,876.92 753,339.07 242793 3/16/11 ZAR 56.300 6.874 496,543.62 349,030.55 147,513.07
SALE 3/10/11 60 ADCOCK INGRAM HOLDINGS 4,683.00 75.96 261,723.50 205,050.51 56,672.99 242793 3/17/11 ZAR 56.000 6.905 37,905.40 26,906.84 10,998.56
SALE 3/11/11 60 ADCOCK INGRAM HOLDINGS 4,849.00 78.62 271,000.91 212,319.01 58,681.90
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242793 3/18/11 ZAR 56.000 6.907 39,232.85 27,860.62 11,372.23
SALE 3/17/11 60 ADCOCK INGRAM HOLDINGS 37,610.00 579.91 2,046,020.86 1,646,796.89 399,223.97 242793 3/25/11 ZAR 54.510 7.070 289,376.33 216,093.62 73,282.71
SALE 3/22/11 60 ADCOCK INGRAM HOLDINGS 4,454.00 10.49 240,859.72 195,023.49 45,836.23 242793 3/29/11 ZAR 54.093 6.889 34,962.94 25,591.09 9,371.85
SALE 3/23/11 60 ADCOCK INGRAM HOLDINGS 17,392.00 273.03 945,192.41 761,528.62 183,663.79 242793 3/30/11 ZAR 54.455 6.938 136,242.97 99,928.22 36,314.75
SALE 3/24/11 60 ADCOCK INGRAM HOLDINGS 11,838.00 186.52 637,973.50 518,340.38 119,633.12 242793 3/31/11 ZAR 54.000 6.855 93,071.64 68,016.92 25,054.72
SALE 3/25/11 60 ADCOCK INGRAM HOLDINGS 30,504.00 479.22 1,636,310.82 1,335,652.55 300,658.27 242793 4/01/11 ZAR 53.750 6.843 239,128.84 175,265.08 63,863.76
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 136 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/28/11 60 ADCOCK INGRAM HOLDINGS 21,087.00 331.60 1,136,420.60 923,318.43 213,102.17 242793 4/04/11 ZAR 54.000 6.868 165,468.43 121,158.37 44,310.06
SALE 3/29/11 60 ADCOCK INGRAM HOLDINGS 79,444.00 1,247.04 4,267,592.51 3,478,546.46 789,046.05 242793 4/05/11 ZAR 53.826 6.858 622,274.92 456,456.83 165,818.09
SALE 3/30/11 60 ADCOCK INGRAM HOLDINGS 70,076.00 1,124.02 3,819,896.02 3,068,357.86 751,538.16 242793 4/06/11 ZAR 54.620 6.810 560,887.46 402,631.65 158,255.81
SALE 3/30/11 60 ADCOCK INGRAM HOLDINGS 16,039.00 39.22 889,998.47 702,285.97 187,712.50 242793 4/06/11 ZAR 55.506 6.810 130,681.30 92,154.36 38,526.94
SALE 3/31/11 60 ADCOCK INGRAM HOLDINGS 11,483.00 190.27 641,761.90 502,796.30 138,965.60 242793 4/07/11 ZAR 56.000 6.759 94,942.92 65,977.21 28,965.71
SALE 3/31/11 60 ADCOCK INGRAM HOLDINGS 4,645.00 11.53 259,771.25 203,386.64 56,384.61 242793 4/07/11 ZAR 55.942 6.759 38,430.83 26,688.51 11,742.32 ------381,863.00 5,736.41 20,859,625.12 16,720,308.48 4,139,316.64 3,035,986.39 2,194,048.32 841,938.07 15 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/09/11 60 LAND + HOUSES PUB NV 456,700.00 263.63 2,652,878.20 3,158,620.05 -505,741.85 253408 3/14/11 THB 5.826 30.285 87,597.10 103,679.24 - 16,082.14
SALE 3/10/11 60 LAND + HOUSES PUB NV 320,000.00 185.42 1,869,214.35 2,213,178.05 -343,963.70 253408 3/15/11 THB 5.859 30.340 61,608.91 72,645.85 - 11,036.94
SALE 3/11/11 60 LAND + HOUSES PUB NV 491,800.00 278.70 2,820,293.27 3,401,378.02 -581,084.75 253408 3/16/11 THB 5.752 30.455 92,605.26 111,647.59 - 19,042.33
SALE 3/14/11 60 LAND + HOUSES PUB NV 149,600.00 84.67 852,875.81 1,034,660.74 - 181,784.93 253408 3/17/11 THB 5.718 30.315 28,133.79 33,961.93 - 5,828.14
SALE 3/15/11 60 LAND + HOUSES PUB NV 558,800.00 310.88 3,151,095.01 3,864,762.17 -713,667.16 253408 3/18/11 THB 5.656 30.505 103,297.66 126,857.81 - 23,560.15
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: 137 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD
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------
SALE 3/16/11 60 LAND + HOUSES PUB NV 544,600.00 302.36 3,055,979.92 3,766,552.40 -710,572.48 253408 3/21/11 THB 5.628 30.415 100,476.08 123,634.15 - 23,158.07
SALE 3/17/11 60 LAND + HOUSES PUB NV 354,800.00 192.45 1,938,725.41 2,453,861.17 -515,135.76 253408 3/22/11 THB 5.481 30.315 63,952.68 80,546.08 - 16,593.40
SALE 3/18/11 60 LAND + HOUSES PUB NV 803,700.00 430.03 4,331,648.37 5,558,535.00 -1,226,886.63 253408 3/23/11 THB 5.406 30.315 142,887.96 182,454.58 - 39,566.62
SALE 3/21/11 60 LAND + HOUSES PUB NV 1,404,900.00 777.99 7,828,876.61 9,716,543.27 -1,887,666.66 253408 3/24/11 THB 5.589 30.285 258,506.74 318,937.97 - 60,431.23
SALE 3/22/11 60 LAND + HOUSES PUB NV 1,734,900.00 975.53 9,800,462.73 11,998,883.14 -2,198,420.41 253408 3/25/11 THB 5.666 30.235 324,142.97 393,854.00 - 69,711.03
SALE 3/23/11 60 LAND + HOUSES PUB NV 1,945,000.00 1,099.47 11,060,218.96 13,451,972.85 -2,391,753.89 253408 3/28/11 THB 5.704 30.275 365,325.15 441,550.54 - 76,225.39 ------8,764,800.00 4,901.13 49,362,268.64 60,618,946.86 -11,256,678.22 1,628,534.30 1,989,769.74 - 361,235.44 11 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 3/09/11 60 BANCO MACRO SA ADR ADR 1,000.00 10.79 40,764.81 49,900.20 - 9,135.39 254082 3/14/11 USD 40.776 1.000 40,764.81 49,900.20 - 9,135.39
SALE 3/10/11 60 BANCO MACRO SA ADR ADR 1,200.00 12.93 48,239.43 59,880.24 - 11,640.81 254082 3/15/11 USD 40.210 1.000 48,239.43 59,880.24 - 11,640.81
SALE 3/11/11 60 BANCO MACRO SA ADR ADR 1,500.00 16.17 60,680.88 74,850.30 - 14,169.42 254082 3/16/11 USD 40.465 1.000 60,680.88 74,850.30 - 14,169.42
SALE 3/14/11 60 BANCO MACRO SA ADR ADR 700.00 7.55 28,221.98 34,930.14 - 6,708.16 254082 3/17/11 USD 40.328 1.000 28,221.98 34,930.14 - 6,708.16
SALE 3/15/11 60 BANCO MACRO SA ADR ADR 1,000.00 10.75 39,051.25 49,900.20 - 10,848.95 254082 3/18/11 USD 39.062 1.000 39,051.25 49,900.20 - 10,848.95
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 138 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/16/11 60 BANCO MACRO SA ADR ADR 17,500.00 712.94 672,890.06 873,253.52 - 200,363.46 254082 3/21/11 USD 38.492 1.000 672,890.06 873,253.52 - 200,363.46 ------22,900.00 771.13 889,848.41 1,142,714.60 - 252,866.19 889,848.41 1,142,714.60 - 252,866.19 6 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
SALE 3/11/11 60 MMX MINERACAO E METALI 63,500.00 763.14 588,683.86 634,039.98 -45,356.12 255669 3/16/11 BRL 9.291 1.663 354,063.61 379,862.16 - 25,798.55
SALE 3/14/11 60 MMX MINERACAO E METALI 28,300.00 335.04 259,072.42 282,572.15 -23,499.73 255669 3/17/11 BRL 9.174 1.667 155,445.01 169,292.90 - 13,847.89
SALE 3/15/11 60 CYRELA BRAZIL REALTY C 384,500.00 7,384.56 5,714,065.65 9,171,864.30 -3,457,798.65 253621 3/18/11 BRL 14.893 1.668 3,426,109.64 5,389,329.59 -1,963,219.95
SALE 3/15/11 60 VALE SA ADR 24,500.00 259.54 756,876.21 688,537.36 68,338.85 247279 3/18/11 USD 30.904 1.000 756,876.21 688,537.36 68,338.85
SALE 3/16/11 60 TOTVS SA NPV 900.00 187.95 145,466.48 117,710.49
file:///M|/OPI/Reports_to_the_Legislature/securities_777_global.htm[4/20/2011 10:53:31 AM] Global Report
27,755.99 252833 3/21/11 BRL 161.978 1.668 87,197.05 67,027.00 20,170.05
SALE 3/16/11 60 VALE SA ADR 73,700.00 781.46 2,314,452.45 2,071,232.79 243,219.66 247279 3/21/11 USD 31.414 1.000 2,314,452.45 2,071,232.79 243,219.66
SALE 3/18/11 60 TOTVS SA NPV 200.00 41.13 31,920.16 26,157.89 5,762.27 252833 3/23/11 BRL 159.945 1.673 19,083.02 14,894.89 4,188.13
SALE 3/21/11 60 LIGHT SA COMMON STOCK 3,400.00 126.34 97,546.13 88,785.99 8,760.14 254950 3/24/11 BRL 28.752 1.664 58,616.19 52,909.90 5,706.29
SALE 3/21/11 60 TOTVS SA NPV 1,500.00 304.56 235,153.63 196,184.14 38,969.49 252833 3/24/11 BRL 157.107 1.664 141,305.55 111,711.66 29,593.89
SALE 3/22/11 60 ITAU UNIBANCO HLD-PREF 145,700.00 1,518.65 3,209,359.67 2,456,239.20 753,120.47 246136 3/25/11 USD 22.038 1.000 3,209,359.67 2,456,239.20 753,120.47
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 139 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/22/11 60 LIGHT SA COMMON STOCK 4,900.00 181.74 140,280.59 127,956.28 12,324.31 254950 3/25/11 BRL 28.690 1.664 84,318.44 76,252.50 8,065.94
SALE 3/23/11 60 LIGHT SA COMMON STOCK 8,000.00 296.98 228,947.35 208,908.21 20,039.14 254950 3/28/11 BRL 28.680 1.662 137,787.28 124,493.88 13,293.40
SALE 3/23/11 60 TOTVS SA NPV 2,900.00 122.24 94,014.37 75,857.87 18,156.50 252833 3/28/11 BRL 32.489 1.662 56,580.63 43,195.18 13,385.45
SALE 3/24/11 60 LIGHT SA COMMON STOCK 25,300.00 942.81 724,681.96 660,672.23 64,009.73 254950 3/29/11 BRL 28.705 1.657 437,424.98 393,711.91 43,713.07
SALE 3/25/11 60 LIGHT SA COMMON STOCK 22,500.00 840.54 645,934.37 587,554.35 58,380.02 254950 3/30/11 BRL 28.770 1.656 389,974.56 350,139.05 39,835.51
SALE 3/25/11 60 TOTVS SA NPV 1,400.00 58.74 45,037.12 36,621.04 8,416.08 252833 3/30/11 BRL 32.239 1.656 27,190.58 20,852.84 6,337.74
SALE 3/28/11 60 LIGHT SA COMMON STOCK 3,400.00 124.57 95,980.28 88,785.99 7,194.29 254950 3/31/11 BRL 28.290 1.661 57,796.81 52,909.90 4,886.91
SALE 3/28/11 60 TOTVS SA NPV 1,200.00 49.55 38,179.46 31,389.46 6,790.00 252833 3/31/11 BRL 31.885 1.661 22,990.67 17,873.86 5,116.81
SALE 3/29/11 60 LIGHT SA COMMON STOCK 10,200.00 372.32 285,553.45 266,357.97 19,195.48 254950 4/01/11 BRL 28.056 1.657 172,336.79 158,729.70 13,607.09
SALE 3/30/11 60 LIGHT SA COMMON STOCK 16,300.00 611.95 463,891.04 425,650.49 38,240.55 254950 4/04/11 BRL 28.521 1.638 283,257.64 253,656.29 29,601.35
SALE 3/30/11 60 TOTVS SA NPV 2,000.00 82.76 62,881.52 52,315.77 10,565.75 252833 4/04/11 BRL 31.509 1.638 38,396.24 29,789.77 8,606.47
SALE 3/31/11 60 LIGHT SA COMMON STOCK 6,200.00 234.26 176,395.55 161,903.87 14,491.68 254950 4/05/11 BRL 28.512 1.627 108,434.33 96,482.76 11,951.57
SALE 3/31/11 60 TOTVS SA NPV 15,000.00 617.10 465,753.54 392,368.29 73,385.25 252833 4/05/11 BRL 31.117 1.627 286,309.23 223,423.32 62,885.91 ------
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845,500.00 16,237.93 16,820,127.26 18,849,666.11 -2,029,538.85 12,625,306.58 13,242,548.41 - 617,241.83 23 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 140 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/01/11 60 LIJUN INTL PHARMACETL 925,000.00 463.16 1,798,194.42 2,590,079.26 -791,884.84 253326 3/03/11 HKD 1.948 7.789 230,864.80 333,599.03 - 102,734.23 ------925,000.00 463.16 1,798,194.42 2,590,079.26 - 791,884.84 230,864.80 333,599.03 - 102,734.23 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 3/07/11 60 AMERICA MOVIL ADR 27,000.00 1,108.90 1,503,620.00 1,323,724.28 179,895.72 239457 3/10/11 USD 55.731 1.000 1,503,620.00 1,323,724.28 179,895.72
SALE 3/08/11 60 AMERICA MOVIL ADR 32,700.00 1,343.19 1,831,243.29 1,603,177.19 228,066.10 239457 3/11/11 USD 56.042 1.000 1,831,243.29 1,603,177.19 228,066.10
SALE 3/09/11 60 AMERICA MOVIL ADR 16,300.00 669.43 907,035.19 799,137.25 107,897.94 239457 3/14/11 USD 55.687 1.000 907,035.19 799,137.25 107,897.94
SALE 3/09/11 60 AMERICA MOVIL ADR 5,000.00 205.35 278,066.65 245,134.13 32,932.52 239457 3/14/11 USD 55.654 1.000 278,066.65 245,134.13 32,932.52 ------81,000.00 3,326.87 4,519,965.13 3,971,172.85 548,792.28 4,519,965.13 3,971,172.85 548,792.28 4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 3/01/11 60 COMPANIA DE MINAS BUEN 5,600.00 229.07 263,432.93 218,455.65 44,977.28 241165 3/04/11 USD 47.083 1.000 263,432.93 218,455.65 44,977.28
SALE 3/02/11 60 COMPANIA DE MINAS BUEN 8,000.00 327.23 376,147.17 312,079.49 64,067.68 241165 3/07/11 USD 47.059 1.000 376,147.17 312,079.49 64,067.68
SALE 3/03/11 60 COMPANIA DE MINAS BUEN 6,800.00 277.96 309,636.12 265,267.57 44,368.55 241165 3/08/11 USD 45.576 1.000 309,636.12 265,267.57 44,368.55
SALE 3/07/11 60 COMPANIA DE MINAS BUEN 7,700.00 83.76 351,995.66 300,376.51 51,619.15 241165 3/10/11 USD 45.725 1.000 351,995.66 300,376.51 51,619.15
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: 141 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/07/11 60 COMPANIA DE MINAS BUEN 5,300.00 57.63 240,678.97 206,752.66 33,926.31 241165 3/10/11 USD 45.422 1.000 240,678.97 206,752.66 33,926.31
SALE 3/08/11 60 COMPANIA DE MINAS BUEN 5,075.00 55.07 224,630.41 197,975.43 26,654.98 241165 3/11/11 USD 44.273 1.000 224,630.41 197,975.43
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26,654.98
SALE 3/09/11 60 COMPANIA DE MINAS BUEN 5,200.00 56.42 229,803.34 202,851.67 26,951.67 241165 3/14/11 USD 44.204 1.000 229,803.34 202,851.67 26,951.67
SALE 3/23/11 60 COMPANIA DE MINAS BUEN 3,710.00 40.25 163,606.00 144,726.87 18,879.13 241165 3/28/11 USD 44.110 1.000 163,606.00 144,726.87 18,879.13 ------47,385.00 1,127.39 2,159,930.60 1,848,485.85 311,444.75 2,159,930.60 1,848,485.85 311,444.75 8 TRANSACTIONS IN COUNTRY: PERU (8000)
SALE 3/04/11 60 COPA HOLDINGS SA CLASS 2,600.00 54.69 139,591.31 132,448.80 7,142.51 253325 3/09/11 USD 53.710 1.000 139,591.31 132,448.80 7,142.51
SALE 3/04/11 60 COPA HOLDINGS SA CLASS 1,900.00 77.96 102,003.34 96,789.51 5,213.83 253325 3/09/11 USD 53.727 1.000 102,003.34 96,789.51 5,213.83
SALE 3/08/11 60 COPA HOLDINGS SA CLASS 9,200.00 101.56 497,682.84 468,664.98 29,017.86 253325 3/11/11 USD 54.107 1.000 497,682.84 468,664.98 29,017.86
SALE 3/30/11 60 COPA HOLDINGS SA CLASS 6,500.00 266.59 342,737.76 331,122.00 11,615.76 253325 4/04/11 USD 52.770 1.000 342,737.76 331,122.00 11,615.76
SALE 3/30/11 60 COPA HOLDINGS SA CLASS 3,000.00 63.05 158,386.15 152,825.54 5,560.61 253325 4/04/11 USD 52.816 1.000 158,386.15 152,825.54 5,560.61
SALE 3/31/11 60 COPA HOLDINGS SA CLASS 3,300.00 135.35 174,004.33 168,108.09 5,896.24 253325 4/05/11 USD 52.770 1.000 174,004.33 168,108.09 5,896.24
SALE 3/31/11 60 COPA HOLDINGS SA CLASS 1,500.00 16.52 79,033.48 76,412.77 2,620.71 253325 4/05/11 USD 52.700 1.000 79,033.48 76,412.77 2,620.71 ------28,000.00 715.72 1,493,439.21 1,426,371.69 67,067.52 1,493,439.21 1,426,371.69 67,067.52 7 TRANSACTIONS IN COUNTRY: PANAMA (8200)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 142 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/01/11 60 SIME DARBY BERHAD COMM 539,100.00 3,215.91 4,869,510.85 5,064,392.70 -194,881.85 255039 3/04/11 MYR 9.051 3.034 1,604,716.05 1,649,028.28 - 44,312.23
SALE 3/02/11 60 SIME DARBY BERHAD COMM 91,800.00 679.17 822,276.87 862,384.06 - 40,107.19 255039 3/07/11 MYR 8.980 3.036 270,842.18 280,802.81 - 9,960.63 ------630,900.00 3,895.08 5,691,787.72 5,926,776.76 - 234,989.04 1,875,558.23 1,929,831.09 - 54,272.86 2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 3/29/11 60 CEBU AIR INC COMMON ST 27,310.00 147.04 2,112,286.49 3,389,549.07 -1,277,262.58 253847 4/01/11 PHP 77.579 43.460 48,603.00 78,246.04 - 29,643.04
SALE 3/30/11 60 CEBU AIR INC COMMON ST 70,920.00 386.07 5,542,691.90 8,802,153.79 -3,259,461.89 253847 4/04/11 PHP 78.391 43.435 127,608.88 203,193.30 - 75,584.42
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SALE 3/31/11 60 CEBU AIR INC COMMON ST 105,600.00 579.37 8,311,088.57 13,106,421.89 -4,795,333.32 253847 4/05/11 PHP 78.942 43.400 191,499.74 302,555.17 - 111,055.43 ------203,830.00 1,112.48 15,966,066.96 25,298,124.75 -9,332,057.79 367,711.62 583,994.51 - 216,282.89 3 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 3/29/11 60 LUKOIL OAO SPON ADR AD 21,793.00 871.72 1,534,819.97 1,326,109.70 208,710.27 254313 4/01/11 USD 70.467 1.000 1,534,819.97 1,326,109.70 208,710.27 ------21,793.00 871.72 1,534,819.97 1,326,109.70 208,710.27 1,534,819.97 1,326,109.70 208,710.27 1 TRANSACTION IN COUNTRY: RUSSIA (9800)
SALE 3/01/11 60 TATA MOTORS LTD 84,200.00 882.67 2,116,848.37 1,650,049.30 466,799.07 248464 3/04/11 USD 25.151 1.000 2,116,848.37 1,650,049.30 466,799.07 ------84,200.00 882.67 2,116,848.37 1,650,049.30 466,799.07 2,116,848.37 1,650,049.30 466,799.07 1 TRANSACTION IN COUNTRY: INDIA (9980)
------19,653,307.00 75,569.29 19555413538.93 21643897763.09 -2088484224.16 52,621,313.64 50,407,550.74 2,213,762.90
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 143 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** 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 ------110 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------20,286,707.00 75,930.28 19566656731.20 21653126371.37 -2086469640.17 54,064,793.48 51,594,587.21 2,470,206.27 111 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
------28,591,096.00 124,511.02 35869532922.79 37956002562.96 -2086469640.17 102,040,480.27 99,570,274.00 2,470,206.27 187 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: 144 TRANS-TYPE: PUR TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON D DERIVITIVES ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUT OPTIONS (LONG) (2310) ------
PUR 3/15/11 60 EEM US 6/18/11 P40 2,000,000.00 20,000.00 2,010,000.00 2,010,000.00 255984 3/16/11 USD 202633 .995 1.000 2,010,000.00 2,010,000.00 ------2,000,000.00 20,000.00 2,010,000.00 2,010,000.00 2,010,000.00 2,010,000.00 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
------2,000,000.00 20,000.00 2,010,000.00 2,010,000.00 2,010,000.00 2,010,000.00
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1 TRANSACTION IN CATEGORY: PUT OPTIONS (LONG) (2310)
------2,000,000.00 20,000.00 2,010,000.00 2,010,000.00 2,010,000.00 2,010,000.00 1 "PUR " TRANSACTION IN FUND: COMMON D DERIVITIVES (5156)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 145 TRANS-TYPE: SALE TRADES FROM 3/01/11 THROUGH 3/31/11 ** COMMON D DERIVITIVES ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/04/11 60 EEM P42 EXP 3/19/11 750,000.00 1,875.72 35,624.28 930,000.00 - 894,375.72 254936 3/07/11 USD 201878 .050 1.000 35,624.28 930,000.00 - 894,375.72
SALE 3/15/11 60 EEM P36 6/18/11 1,000,000.00 10,008.45 429,991.55 620,000.00 -190,008.45 255263 3/16/11 USD 202634 .440 1.000 429,991.55 620,000.00 - 190,008.45
SALE 3/15/11 60 EEM P38 6/18/11 1,000,000.00 10,012.68 649,987.32 747,000.00 -97,012.68 255047 3/16/11 USD 202635 .660 1.000 649,987.32 747,000.00 - 97,012.68
SALE 3/31/11 60 EEM US 6/18/11 P40 2,000,000.00 15,011.91 604,988.09 2,010,000.00 -1,405,011.91 255984 4/01/11 USD 204109 .310 1.000 604,988.09 2,010,000.00 -1,405,011.91 ------4,750,000.00 36,908.76 1,720,591.24 4,307,000.00 -2,586,408.76 1,720,591.24 4,307,000.00 - 2,586,408.76 4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------4,750,000.00 36,908.76 1,720,591.24 4,307,000.00 -2,586,408.76 1,720,591.24 4,307,000.00 - 2,586,408.76 4 TRANSACTIONS IN CATEGORY: PUT OPTIONS (LONG) (2310)
------4,750,000.00 36,908.76 1,720,591.24 4,307,000.00 -2,586,408.76 1,720,591.24 4,307,000.00 - 2,586,408.76 4 "SALE" TRANSACTIONS IN FUND: COMMON D DERIVITIVES (5156)
------6,750,000.00 56,908.76 3,730,591.24 6,317,000.00 -2,586,408.76 3,730,591.24 6,317,000.00 - 2,586,408.76 5 TRANSACTIONS WITHIN FUND: COMMON D DERIVITIVES (5156)
------309,893,791.00 4514349.19 240362224290.43 253917402879.94 -13555178589.5 3,782,132,246.03 3,800,190,614.40 -18,058,368.37
1510 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****
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