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 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 FORTIS INC NPV 717.00 22,509.48 22,509.48 252272 12/07/10 CAD 27607 31.394 1.020 22,076.78 22,076.78
PUR 12/14/10 60 TIM HORTON COM 673.00 27,449.89 27,449.89 250848 12/14/10 CAD 40.787 1.007 27,268.55 27,268.55
PUR 12/15/10 60 MAGNA INT CLASS A 822.00 41,887.71 41,887.71 230225 12/15/10 CAD 50.958 1.026 40,810.32 40,810.32
PUR 12/15/10 60 THOMSON REUTERS GRP(FM 2,301.00 87,242.63 87,242.63 230253 12/15/10 CAD 37.915 1.017 85,792.73 85,792.73
PUR 12/24/10 60 SUNCOR ENERGY INC 3,985.00 148,148.00 148,148.00 248036 12/31/10 CAD 37.176 1.006 147,293.70 147,293.70
PUR 12/29/10 60 PETROMINERALES LTD 36,852.00 1,161,206.52 1,161,206.52 255108 12/29/10 CAD 27614 31.510 1.000 1,161,613.08 1,161,613.08
PUR 12/31/10 60 SUN LIFE FINL SVCS CDA 5,099.00 151,836.84 151,836.84 247136 12/31/10 CAD 27632 29.778 .994 152,807.17 152,807.17 50,449.00 1,640,281.07 1,640,281.07 1,637,662.33 1,637,662.33 7 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 12/01/10 60 MITSUBISHI UFJ FINANCI 1,150,700.00 6,461.47 454,085,751.00 454,085,751.00 219545 12/06/10 JPY 394.144 84.230 5,391,021.62 5,391,021.62
PUR 12/01/10 60 SUMITOMO MITSUI FINANC 177,400.00 6,468.22 454,559,422.00 454,559,422.00 231251 12/06/10 JPY 2559.27 84.230 5,396,645.16 5,396,645.16
PUR 12/08/10 60 ALL NIPPON AIRWAYS CO 2,000,000.00 3,548.42 598,243,972.00 598,243,972.00 254108 12/13/10 JPY 298.973 84.255 7,100,397.27 7,100,397.27
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: 2 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/13/10 60 KUBOTA CORP Y50 1,000,000.00 11,517.73 804,181,161.00 804,181,161.00 242022 12/16/10 JPY 803.217 83.685 9,609,621.33 9,609,621.33
PUR 12/16/10 60 ALL NIPPON AIRWAYS CO 2,000,000.00 8,640.18 607,989,713.00 607,989,713.00 254108 12/21/10 JPY 303.631 84.340 7,208,794.32 7,208,794.32
PUR 12/16/10 60 KUBOTA CORP Y50 1,000,000.00 11,443.89 805,280,178.00 805,280,178.00 242022 12/21/10 JPY 804.315 84.340 9,548,022.03 9,548,022.03
PUR 12/16/10 60 RAKUTEN INC COMMON STO 10,000.00 9,874.63 694,854,726.00 694,854,726.00 254397 12/21/10 JPY 69402.1 84.340 8,238,732.82 8,238,732.82
PUR 12/17/10 60 MITSUBISHI UFJ FINANCI 1,601,600.00 4,185.10 704,578,356.00 704,578,356.00 219545 12/22/10 JPY 439.702 84.135 8,374,378.75 8,374,378.75
PUR 12/17/10 60 SUMITOMO MITSUI FINANC 243,900.00 10,055.82 705,884,044.00 705,884,044.00 231251 12/22/10 JPY 2890.68 84.135 8,389,897.71 8,389,897.71
PUR 12/17/10 60 T&D HOLDINGS INC 400,000.00 5,037.36 848,060,018.00 848,060,018.00 232920 12/22/10 JPY 2119.09 84.135 10,079,752.99 10,079,752.99 ------9,583,600.00 77,232.826,677,717,341.00 6,677,717,341.00 79,337,264.00 79,337,264.00 10 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 12/10/10 60 NORDIC SEMICONDUCTOR A 170,000.00 1,017.62 4,079,105.49 4,079,105.49 252420 12/15/10 NOK 23.959 6.004 679,431.93 679,431.93
PUR 12/10/10 60 NORDIC SEMICONDUCTOR A 42,000.00 251.33 1,007,442.50 1,007,442.50 252420 12/15/10 NOK 23.951 6.004 167,803.60 167,803.60
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
PUR 12/13/10 60 NORDIC SEMICONDUCTOR A 40,000.00 247.44 980,889.13 980,889.13 252420 12/16/10 NOK 24.486 5.937 165,209.34 165,209.34
PUR 12/14/10 60 NORDIC SEMICONDUCTOR A 85,000.00 528.10 2,078,004.84 2,078,004.84 252420 12/17/10 NOK 24.411 5.893 352,595.65 352,595.65
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: 3 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/15/10 60 NORDIC SEMICONDUCTOR A 118,000.00 750.92 2,972,068.83 2,972,068.83 252420 12/20/10 NOK 25.149 5.928 501,361.14 501,361.14
PUR 12/16/10 60 NORDIC SEMICONDUCTOR A 1,545,000.00 10,012.91 39,921,874.62 39,921,874.62 252420 12/21/10 NOK 25.801 5.972 6,685,289.47 6,685,289.47 ------2,000,000.00 12,808.32 51,039,385.41 51,039,385.41 8,551,691.13 8,551,691.13 6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 12/09/10 60 TELE2 AB B SHS COMMON 365,000.00 11,889.61 54,896,095.81 54,896,095.81 254802 12/14/10 SEK 150.175 6.915 7,938,296.08 7,938,296.08
PUR 12/10/10 60 TELE2 AB B SHS COMMON 298,515.00 9,500.54 43,747,730.74 43,747,730.74 254802 12/15/10 SEK 146.332 6.897 6,343,192.60 6,343,192.60
PUR 12/13/10 60 TELE2 AB B SHS COMMON 55,360.00 1,771.28 8,092,244.35 8,092,244.35 254802 12/16/10 SEK 145.956 6.843 1,182,627.12 1,182,627.12
PUR 12/13/10 60 TELE2 AB B SHS COMMON 71,485.00 2,293.56 10,478,288.53 10,478,288.53 254802 12/16/10 SEK 146.361 6.843 1,531,331.44 1,531,331.44
PUR 12/14/10 60 TELE2 AB B SHS COMMON 309,640.00 6,556.10 44,725,144.14 44,725,144.14 254802 12/17/10 SEK 144.298 6.815 6,562,654.13 6,562,654.13
PUR 12/16/10 60 TELE2 AB B SHS COMMON 340,000.00 10,739.81 49,025,131.56 49,025,131.56 254802 12/21/10 SEK 143.976 6.837 7,170,614.32 7,170,614.32
PUR 12/17/10 60 TELE2 AB B SHS COMMON 375,000.00 11,913.84 54,396,660.28 54,396,660.28 254802 12/22/10 SEK 144.841 6.839 7,954,472.51 7,954,472.51
PUR 12/17/10 60 TELE2 AB B SHS COMMON 160,000.00 5,104.98 23,308,510.39 23,308,510.39 254802 12/22/10 SEK 145.460 6.838 3,408,424.42 3,408,424.42
PUR 12/21/10 60 TELE2 AB B SHS COMMON 280,000.00 8,906.83 40,563,369.92 40,563,369.92 254802 12/27/10 SEK 144.652 6.821 5,946,792.64 5,946,792.64 ------2,255,000.00 68,676.55 329,233,175.72 329,233,175.72 48,038,405.26 48,038,405.26 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: 4 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/14/10 60 UBS AG REG COMMON STOC 400,000.00 10,078.40 6,478,022.48 6,478,022.48 254079 12/17/10 CHF 16.171 .963 6,729,014.73 6,729,014.73 ------400,000.00 10,078.40 6,478,022.48 6,478,022.48 6,729,014.73 6,729,014.73 1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
PUR 12/29/10 60 BARCLAYS PLC 25P 1,000,000.00 25,408.08 2,673,172.54 2,673,172.54 246634 1/04/11 UKP 2.657 .648 4,123,236.46 4,123,236.46
PUR 12/30/10 60 BARCLAYS PLC 25P 1,500,000.00 38,018.56 4,008,701.80 4,008,701.80 246634 1/05/11 UKP 2.656 .650 6,169,796.38 6,169,796.38
PUR 12/30/10 60 BARCLAYS PLC 25P 2,500,000.00 63,542.16 6,700,035.25 6,700,035.25 246634 1/05/11 UKP 2.664 .650 10,312,030.00 10,312,030.00 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
- 5,000,000.00 126,968.80 13,381,909.59 13,381,909.59 20,605,062.84 20,605,062.84 3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 12/08/10 60 MACQUARIE GP LTD NPV 375,000.00 26,254.71 13,473,605.93 13,473,605.93 251417 12/13/10 AUD 35.858 1.024 13,153,605.03 13,153,605.03
PUR 12/09/10 60 MACQUARIE GP LTD NPV 125,000.00 8,968.51 4,572,326.40 4,572,326.40 251417 12/14/10 AUD 36.506 1.018 4,493,223.21 4,493,223.21
PUR 12/13/10 60 MACQUARIE GP LTD NPV 250,000.00 18,479.14 9,311,586.00 9,311,586.00 251417 12/16/10 AUD 37.172 1.006 9,258,046.72 9,258,046.72
PUR 12/14/10 60 MACQUARIE GP LTD NPV 146,766.00 3,261.88 5,444,364.61 5,444,364.61 251417 12/17/10 AUD 37.073 1.001 5,439,735.40 5,439,735.40
PUR 12/15/10 60 MACQUARIE GP LTD NPV 103,234.00 2,294.25 3,855,551.96 3,855,551.96 251417 12/20/10 AUD 37.325 1.008 3,826,056.89 3,826,056.89 ------1,000,000.00 59,258.49 36,657,434.90 36,657,434.90 36,170,667.25 36,170,667.25 5 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 12/10/10 60 DAH SING FINANCIAL 37,500.00 1,383,375.00 1,383,375.00 228477 12/17/10 HKD 36.890 7.773 177,961.52 177,961.52 ------37,500.00 1,383,375.00 1,383,375.00 177,961.52 177,961.52 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
------20,326,549.00 355,023.387,117,530,925.17 7,117,530,925.17 201,247,729.06 201,247,729.06 42 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230) ------
PUR 12/15/10 60 PROVIDENT ENERGY TRUST 984.00 7,258.26 7,258.26 253657 12/15/10 CAD 7.376 1.003 7,234.03 7,234.03 ------984.00 7,258.26 7,258.26 7,234.03 7,234.03 1 TRANSACTION IN COUNTRY: CANADA ( 300)
------984.00 7,258.26 7,258.26 7,234.03 7,234.03 1 TRANSACTION IN CATEGORY: UNIT TRUST (2230)
------20,327,533.00 355,023.387,117,538,183.43 7,117,538,183.43 201,254,963.09 201,254,963.09 43 "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: 6 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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) ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/08/10 60 VINCI SA 250,000.00 19,482.02 9,813,857.09 9,654,356.99 159,500.10 249596 12/13/10 EUR 39.314 .757 12,968,529.77 14,005,830.78 -1,037,301.01
SALE 12/13/10 60 THEOLIA EUR 1.0 500,000.00 1,295.84 644,332.05 4,973,683.29 -4,329,351.24 237272 12/16/10 EUR 1.291 .747 862,600.05 6,731,142.57 - 5,868,542.52
SALE 12/13/10 60 VINCI SA 250,000.00 20,289.61 10,088,594.37 9,654,356.99 434,237.39 249596 12/16/10 EUR 40.415 .747 13,506,113.90 14,005,830.78 -499,716.88
SALE 12/14/10 60 THEOLIA EUR 1.0 117,446.00 305.21 151,805.80 1,168,278.42 -1,016,472.62 237272 12/17/10 EUR 1.295 .747 203,169.21 1,581,091.55 - 1,377,922.34
SALE 12/14/10 60 VINCI SA 250,000.00 20,180.69 10,037,446.21 9,654,356.99 383,089.22 249596 12/17/10 EUR 40.210 .747 13,433,610.79 14,005,830.78 -572,219.99
SALE 12/30/10 60 THEOLIA EUR 1.0 250,000.00 578.96 290,164.10 2,486,841.65 -2,196,677.55 237272 1/04/11 EUR 1.162 .753 385,395.78 3,365,571.29 - 2,980,175.51 ------1,617,446.00 62,132.33 31,026,199.62 37,591,874.33 -6,565,674.70 41,359,419.50 53,695,297.75 - 12,335,878.25 6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 12/08/10 60 UNICHARM CORP JPY 50.0 60.00 198,000.00 173,399.21 24,600.79 245132 12/08/10 JPY 3300.00 84.255 2,350.01 1,899.45 450.56 ------60.00 198,000.00 173,399.21 24,600.79 2,350.01 1,899.45 450.56 1 TRANSACTION IN COUNTRY: JAPAN ( 500)
SALE 12/13/10 60 TELENOR ASA COMMON STO 194,584.00 4,571.43 18,067,341.19 17,950,603.24 116,737.95 253658 12/16/10 NOK 92.991 5.937 3,043,048.75 3,045,794.99 -2,746.24
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: 7 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/14/10 60 TELENOR ASA COMMON STO 455,416.00 10,588.44 41,539,211.60 42,012,662.52 -473,450.92 253658 12/17/10 NOK 91.349 5.893 7,048,369.22 7,128,560.27 -80,191.05
SALE 12/15/10 60 NORSKE SKOGSINDUST NOK 500,000.00 1,652.18 6,519,605.90 35,060,822.40 -28,541,216.50 233089 12/20/10 NOK 13.059 5.928 1,099,798.57 5,434,535.69 -4,334,737.12
SALE 12/16/10 60 NORSKE SKOGSINDUST NOK 230,583.00 768.05 3,053,082.43 16,168,859.23 -13,115,776.80 233089 12/21/10 NOK 13.261 5.972 511,267.07 2,506,223.09 -1,994,956.02
SALE 12/16/10 60 STOREBRAND ASA 620,965.00 6,398.67 25,435,326.40 24,297,004.55 1,138,321.85 202782 12/21/10 NOK 41.022 5.972 4,259,382.14 4,012,156.74 247,225.40
SALE 12/16/10 60 TELENOR ASA COMMON STO 695,000.00 8,490.19 63,324,334.47 64,114,568.78 -790,234.31 253658 12/21/10 NOK 91.187 5.972 10,604,249.19 10,878,733.71 -274,484.52
SALE 12/17/10 60 NORSKE SKOGSINDUST NOK 7,650.00 25.38 101,210.46 536,430.58 -435,220.12 233089 12/22/10 NOK 13.250 5.990 16,896.85 83,148.40 - 66,251.55
SALE 12/17/10 60 STOREBRAND ASA 679,035.00 7,065.51 28,172,125.80 26,569,156.86 1,602,968.94 202782 12/22/10 NOK 41.551 5.990 4,703,271.47 4,387,356.54 315,914.93
SALE 12/17/10 60 STOREBRAND ASA 200,000.00 2,091.96 8,341,209.38 7,825,563.29 515,646.09 202782 12/22/10 NOK 41.769 5.990 1,392,545.68 1,292,232.81 100,312.87
SALE 12/20/10 60 NORSKE SKOGSINDUST NOK 11,700.00 38.76 154,792.46 820,423.24 -665,630.78 233089 12/23/10 NOK 13.250 5.999 25,802.61 127,168.13 - 101,365.52
SALE 12/20/10 60 STOREBRAND ASA 439,942.00 4,631.35 18,494,830.14 17,213,969.83 1,280,860.31 202782 12/23/10 NOK 42.102 5.999 3,082,934.13 2,842,537.44 240,396.69
SALE 12/20/10 60 STOREBRAND ASA 400,000.00 4,209.62 16,810,706.05 15,651,126.59 1,159,579.46 202782 12/23/10 NOK 42.090 5.999 2,802,204.67 2,584,465.62 217,739.05
SALE 12/21/10 60 NORSKE SKOGSINDUST NOK 325,000.00 1,089.76 4,338,018.20 22,789,534.56 -18,451,516.36 233089 12/27/10 NOK 13.368 5.980 725,415.04 3,532,448.20 -2,807,033.16
SALE 12/21/10 60 NORSKE SKOGSINDUST NOK 425,067.00 1,451.88 5,779,540.01 29,806,397.19 -24,026,857.18 233089 12/27/10 NOK 13.617 5.980 966,470.18 4,620,083.57 -3,653,613.39
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
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/21/10 60 STOREBRAND ASA 160,058.00 1,700.11 6,767,665.32 6,262,720.05 504,945.27 202782 12/27/10 NOK 42.346 5.980 1,131,707.15 1,034,161.00 97,546.15
SALE 12/30/10 60 NORSKE SKOGSINDUST NOK 97,728.00 345.99 1,356,381.57 6,852,848.10 -5,496,466.53 233089 1/05/11 NOK 13.900 5.889 230,316.78 1,062,212.61 - 831,895.83 ------5,442,728.00 55,119.28 248,255,381.38 333,932,691.01 -85,677,309.63 41,643,679.50 54,571,818.81 - 12,928,139.31 16 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 12/06/10 60 TELIASONERA AB 1,000,000.00 11,811.55 53,859,689.10 51,067,620.03 2,792,069.07 252381 12/09/10 SEK 53.941 6.850 7,862,556.16 6,595,762.99 1,266,793.17
SALE 12/09/10 60 TELIASONERA AB 1,000,000.00 11,664.90 53,697,233.15 51,067,620.03 2,629,613.12 252381 12/14/10 SEK 53.778 6.915 7,764,933.54 6,595,762.99 1,169,170.55
SALE 12/10/10 60 TELIASONERA AB 1,000,000.00 11,719.28 53,802,874.45 51,067,620.03 2,735,254.42 252381 12/15/10 SEK 53.884 6.897 7,801,135.95 6,595,762.99 1,205,372.96
SALE 12/13/10 60 TELIASONERA AB 500,000.00 5,898.74 26,868,137.25 25,533,810.02 1,334,327.23 252381 12/16/10 SEK 53.817 6.843 3,926,597.67 3,297,881.49 628,716.18
SALE 12/14/10 60 TELIASONERA AB 500,000.00 5,908.15 26,802,835.35 25,533,810.02 1,269,025.33 252381 12/17/10 SEK 53.686 6.815 3,932,860.17 3,297,881.49 634,978.68
SALE 12/16/10 60 TELIASONERA AB 1,000,000.00 7,838.45 53,537,508.90 51,067,620.03 2,469,888.87 252381 12/21/10 SEK 53.591 6.837 7,830,612.90 6,595,762.99 1,234,849.91
SALE 12/17/10 60 TELIASONERA AB 1,000,000.00 11,740.14 53,443,015.04 51,067,620.03 2,375,395.01 252381 12/22/10 SEK 53.523 6.839 7,815,020.11 6,595,762.99 1,219,257.12
SALE 12/21/10 60 TELIASONERA AB 750,000.00 8,968.32 40,721,051.65 38,300,715.03 2,420,336.62 252381 12/27/10 SEK 54.376 6.821 5,969,909.57 4,946,822.24 1,023,087.33 ------6,750,000.00 75,549.53 362,732,344.89 344,706,435.22 18,025,909.67 52,903,626.07 44,521,400.17 8,382,225.90 8 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: 9 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 GAM HOLDING LTD 20,000.00 448.32 299,550.00 262,283.50 37,266.50 248834 12/06/10 CHF 15.000 1.004 298,430.88 259,309.43 39,121.45
SALE 12/01/10 60 GAM HOLDING LTD 107,621.00 2,414.59 1,613,333.48 1,411,360.63 201,972.85 248834 12/06/10 CHF 15.013 1.004 1,607,306.08 1,395,356.99 211,949.09
SALE 12/02/10 60 GAM HOLDING LTD 462,000.00 10,595.78 7,020,815.76 6,058,748.85 962,066.91 248834 12/07/10 CHF 15.219 .995 7,053,260.76 5,990,047.76 1,063,213.00
SALE 12/14/10 60 GAM HOLDING LTD 170,000.00 5,359.54 2,710,437.37 2,229,409.75 481,027.62 248834 12/17/10 CHF 15.974 .963 2,815,453.80 2,204,130.13 611,323.67
SALE 12/14/10 60 STRAUMANN HOLDING (REG 10,000.00 3,458.46 2,216,310.54 2,616,782.12 -400,471.58 222327 12/17/10 CHF 221.964 .963 2,302,181.93 2,088,735.10 213,446.83
SALE 12/15/10 60 GAM HOLDING LTD 140,000.00 4,378.08 2,211,444.25 1,835,984.50 375,459.75 248834 12/20/10 CHF 15.826 .962 2,299,874.42 1,815,165.99 484,708.43
SALE 12/15/10 60 STRAUMANN HOLDING (REG 9,926.00 3,459.85 2,214,551.52 2,597,417.93 -382,866.41 222327 12/20/10 CHF 223.441 .962 2,303,105.94 2,073,278.45 229,827.49
SALE 12/16/10 60 BALOISE HOLDING AG 70,000.00 9,962.99 6,439,698.94 6,444,613.16 -4,914.22 248470 12/21/10 CHF 92.134 .971 6,632,027.74 6,344,738.98 287,288.76
SALE 12/16/10 60 GAM HOLDING LTD 19,678.00 606.75 309,488.90 258,060.74 51,428.16 248834 12/21/10 CHF 15.758 .971 318,732.13 255,134.55 63,597.58
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/16/10 60 STRAUMANN HOLDING (REG 8,800.00 3,008.42 1,944,534.66 2,302,768.26 -358,233.60 222327 12/21/10 CHF 221.302 .971 2,002,610.36 1,838,086.88 164,523.48
SALE 12/17/10 60 STRAUMANN HOLDING (REG 13,774.00 4,744.82 3,067,664.37 3,604,355.69 -536,691.32 222327 12/22/10 CHF 223.049 .971 3,158,470.39 2,877,023.72 281,446.67
SALE 12/20/10 60 BALOISE HOLDING AG 18,213.00 2,586.68 1,661,429.22 1,676,796.28 -15,367.06 248470 12/23/10 CHF 91.359 .965 1,721,866.74 1,650,810.45 71,056.29
SALE 12/20/10 60 STRAUMANN HOLDING (REG 8,710.00 3,016.63 1,937,586.66 2,279,217.23 -341,630.57 222327 12/23/10 CHF 222.790 .965 2,008,069.91 1,819,288.27 188,781.64
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/21/10 60 BALOISE HOLDING AG 76,787.00 10,926.35 6,970,373.12 7,069,464.44 -99,091.32 248470 12/24/10 CHF 90.912 .958 7,273,306.33 6,959,906.75 313,399.58
SALE 12/21/10 60 GAM HOLDING LTD 49,000.00 1,518.76 764,595.80 642,594.57 122,001.23 248834 12/24/10 CHF 15.634 .958 797,825.22 635,308.09 162,517.13
SALE 12/21/10 60 STRAUMANN HOLDING (REG 4,836.00 1,675.59 1,068,926.46 1,265,475.83 -196,549.37 222327 12/24/10 CHF 221.367 .958 1,115,382.13 1,010,112.29 105,269.84
SALE 12/22/10 60 BALOISE HOLDING AG 85,000.00 12,209.79 7,744,836.29 7,825,601.69 -80,765.40 248470 12/27/10 CHF 91.253 .953 8,127,648.54 7,704,325.90 423,322.64
SALE 12/22/10 60 GAM HOLDING LTD 108,500.00 3,384.72 1,694,300.60 1,422,887.99 271,412.61 248834 12/27/10 CHF 15.645 .953 1,778,046.59 1,406,753.64 371,292.95
SALE 12/22/10 60 STRAUMANN HOLDING (REG 1,623.00 559.59 354,954.25 424,703.74 -69,749.49 222327 12/27/10 CHF 219.031 .953 372,498.95 339,001.71 33,497.24
SALE 12/23/10 60 GAM HOLDING LTD 57,822.00 1,779.36 898,179.78 758,287.83 139,891.95 248834 12/28/10 CHF 15.563 .961 934,727.63 749,689.49 185,038.14
SALE 12/23/10 60 STRAUMANN HOLDING (REG 1,079.00 371.25 237,460.16 282,350.79 -44,890.63 222327 12/28/10 CHF 220.405 .961 247,122.66 225,374.52 21,748.14
SALE 12/28/10 60 GAM HOLDING LTD 30,000.00 924.19 461,996.54 393,425.25 68,571.29 248834 12/31/10 CHF 15.429 .952 485,494.47 388,964.14 96,530.33
SALE 12/29/10 60 GAM HOLDING LTD 95,000.00 2,959.68 1,477,809.32 1,245,846.62 231,962.70 248834 1/03/11 CHF 15.586 .950 1,554,770.46 1,231,719.77 323,050.69
SALE 12/30/10 60 GAM HOLDING LTD 155,000.00 4,884.62 2,403,798.59 2,032,697.12 371,101.46 248834 1/04/11 CHF 15.538 .937 2,565,967.75 2,009,648.05 556,319.70 ------1,723,369.00 95,234.81 57,724,076.58 56,941,134.51 782,942.06 59,774,181.81 53,271,911.05 6,502,270.76 24 TRANSACTIONS 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: 11 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/09/10 60 CARL ZEISS MEDITEC AG 12,500.00 339.51 171,506.10 174,733.86 - 3,227.76 235918 12/13/10 EUR 13.741 .759 225,993.61 241,546.84 - 15,553.23
SALE 12/10/10 60 CARL ZEISS MEDITEC AG 23,500.00 635.82 320,131.93 328,499.66 - 8,367.73 235918 12/14/10 EUR 13.643 .756 423,246.67 454,108.06 - 30,861.39
SALE 12/13/10 60 CARL ZEISS MEDITEC AG 27,500.00 750.01 372,925.52 384,414.50 -
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11,488.98 235918 12/15/10 EUR 13.581 .747 499,254.34 531,403.05 - 32,148.71
SALE 12/14/10 60 CARL ZEISS MEDITEC AG 14,000.00 379.85 188,931.78 195,701.93 - 6,770.15 235918 12/16/10 EUR 13.515 .747 252,856.75 270,532.47 - 17,675.72
SALE 12/15/10 60 CARL ZEISS MEDITEC AG 13,000.00 353.82 176,700.95 181,723.22 - 5,022.27 235918 12/17/10 EUR 13.613 .750 235,524.64 251,208.72 - 15,684.08
SALE 12/15/10 60 MERCK KGAA 127,206.00 15,462.20 7,722,015.55 8,642,895.16 -920,879.61 242835 12/17/10 EUR 60.796 .750 10,292,672.18 12,126,159.63 -1,833,487.45
SALE 12/16/10 60 CARL ZEISS MEDITEC AG 20,100.00 545.05 274,983.04 280,972.05 - 5,989.01 235918 12/20/10 EUR 13.701 .758 362,826.15 388,407.32 - 25,581.17
SALE 12/16/10 60 MERCK KGAA 97,622.00 11,729.12 5,917,381.01 6,632,837.38 -715,456.37 242835 12/20/10 EUR 60.706 .758 7,807,683.69 9,306,007.23 -1,498,323.54
SALE 12/17/10 60 CARL ZEISS MEDITEC AG 35,900.00 968.52 490,278.55 501,835.66 - 11,557.11 235918 12/21/10 EUR 13.677 .760 644,716.53 693,722.54 - 49,006.01
SALE 12/17/10 60 MERCK KGAA 200,172.00 23,710.10 12,002,298.10 13,600,503.21 -1,598,205.11 242835 12/21/10 EUR 60.050 .760 15,783,027.68 19,081,785.66 -3,298,757.98
SALE 12/20/10 60 CARL ZEISS MEDITEC AG 15,000.00 407.32 206,966.58 209,680.64 - 2,714.06 235918 12/22/10 EUR 13.819 .763 271,136.44 289,856.22 - 18,719.78
SALE 12/20/10 60 CARL ZEISS MEDITEC AG 99,226.00 2,688.84 1,366,264.14 1,387,051.39 -20,787.25 235918 12/22/10 EUR 13.790 .763 1,789,873.50 1,917,418.16 -127,544.66
SALE 12/20/10 60 MERCK KGAA 25,000.00 2,956.76 1,502,393.02 1,698,602.10 -196,209.08 242835 12/22/10 EUR 60.186 .763 1,968,209.06 2,383,173.67 -414,964.61
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: 12 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/21/10 60 CARL ZEISS MEDITEC AG 13,274.00 358.98 181,945.51 185,553.39 - 3,607.88 235918 12/23/10 EUR 13.728 .761 238,958.03 256,503.43 - 17,545.40
SALE 12/22/10 60 CARL ZEISS MEDITEC AG 50,000.00 1,355.77 689,084.81 698,935.46 - 9,850.65 235918 12/24/10 EUR 13.802 .764 902,493.94 966,187.38 - 63,693.44
SALE 12/22/10 60 CARL ZEISS MEDITEC AG 24,500.00 667.11 339,060.64 342,478.37 - 3,417.73 235918 12/24/10 EUR 13.860 .764 444,067.51 473,431.81 - 29,364.30
SALE 12/23/10 60 CARL ZEISS MEDITEC AG 18,661.00 511.56 260,580.76 260,856.69 - 275.93 235918 12/27/10 EUR 13.985 .765 340,526.95 360,600.45 - 20,073.50
SALE 12/28/10 60 CARL ZEISS MEDITEC AG 4,500.00 126.45 64,097.56 62,904.19 1,193.37 235918 12/30/10 EUR 14.265 .761 84,172.87 86,956.86 - 2,783.99
SALE 12/29/10 60 CARL ZEISS MEDITEC AG 10,339.00 290.84 147,376.10 144,525.87 2,850.23 235918 12/31/10 EUR 14.276 .761 193,600.56 199,788.22 - 6,187.66
SALE 12/29/10 60 CARL ZEISS MEDITEC AG 38,500.00 1,084.85 549,724.17 538,180.30 11,543.87 235918 12/31/10 EUR 14.300 .761 722,144.94 743,964.27 - 21,819.33
SALE 12/30/10 60 CARL ZEISS MEDITEC AG 7,500.00 212.86 106,678.74 104,840.32 1,838.42 235918 1/03/11 EUR 14.245 .753 141,690.64 144,928.11 - 3,237.47 ------878,000.00 65,535.34 33,051,324.56 36,557,725.35 -3,506,400.79 43,624,676.68 51,167,690.10 - 7,543,013.42 21 TRANSACTIONS IN COUNTRY: GERMANY (1100)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/03/10 60 VERBUND AG 25,000.00 1,263.17 628,323.60 946,692.84 - 318,369.24 237093 12/09/10 EUR 25.171 .747 840,853.54 1,289,170.00 - 448,316.46
SALE 12/03/10 60 VERBUND AG 44,178.00 2,231.42 1,109,943.83 1,672,919.86 -562,976.03 237093 12/09/10 EUR 25.162 .747 1,485,381.41 2,278,118.10 -792,736.69
SALE 12/03/10 60 VERBUND AG 15,000.00 764.21 380,128.95 568,015.71 - 187,886.76 237093 12/09/10 EUR 25.380 .747 508,707.25 773,502.01 - 264,794.76
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: 13 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/06/10 60 VERBUND AG 10,000.00 503.90 252,461.74 378,677.14 - 126,215.40 237093 12/10/10 EUR 25.284 .753 335,433.14 515,668.00 - 180,234.86 ------94,178.00 4,762.70 2,370,858.12 3,566,305.55 -1,195,447.43 3,170,375.34 4,856,458.11 - 1,686,082.77 4 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 12/15/10 60 VESTAS WIND SYSTEMS 200,000.00 9,816.55 36,533,018.14 55,473,196.07 -18,940,177.93 222191 12/20/10 DKK 182.939 5.591 6,534,546.91 9,731,965.42 -3,197,418.51
SALE 12/30/10 60 VESTAS WIND SYSTEMS 200,000.00 9,503.14 35,505,521.71 55,473,196.07 -19,967,674.36 222191 1/05/11 DKK 177.794 5.613 6,325,925.44 9,731,965.42 -3,406,039.98 ------400,000.00 19,319.69 72,038,539.85 110,946,392.14 -38,907,852.29 12,860,472.35 19,463,930.84 - 6,603,458.49 2 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 12/30/10 60 GAMESA CORP TECNOLOGIC 460,000.00 5,325.26 2,668,912.62 6,367,417.59 -3,698,504.97 233092 1/05/11 EUR 5.811 .753 3,544,848.14 8,571,098.93 -5,026,250.79
SALE 12/30/10 60 GAMESA CORP TECNOLOGIC 40,000.00 464.67 232,886.15 553,688.49 -320,802.34 233092 1/05/11 EUR 5.831 .753 309,319.24 745,312.96 - 435,993.72 ------500,000.00 5,789.93 2,901,798.77 6,921,106.08 -4,019,307.31 3,854,167.38 9,316,411.89 - 5,462,244.51 2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 12/08/10 60 BULGARI SPA EURO 0.07 450,000.00 7,017.21 3,534,839.77 3,685,011.79 -150,172.02 233088 12/13/10 EUR 7.867 .757 4,671,117.01 4,680,242.77 - 9,125.76
SALE 12/08/10 60 BULGARI SPA EURO 0.07 50,000.00 786.92 396,404.50 409,445.75 - 13,041.25 233088 12/13/10 EUR 7.940 .757 523,829.06 520,026.97 3,802.09 ------500,000.00 7,804.13 3,931,244.27 4,094,457.54 - 163,213.27 5,194,946.07 5,200,269.74 - 5,323.67 2 TRANSACTIONS IN COUNTRY: ITALY (1700)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/08/10 60 AUSTRALIA AND NZ BANKI 500,000.00 22,699.47 11,602,598.30 10,903,918.07 698,680.24 249912 12/13/10 AUD 23.252 1.024 11,327,034.21 9,955,461.32 1,371,572.89
SALE 12/13/10 60 AUSTRALIA AND NZ BANKI 500,000.00 23,799.77 11,944,762.60 10,903,918.07 1,040,844.53 249912 12/16/10 AUD 23.937 1.006 11,876,083.21 9,955,461.32 1,920,621.89
SALE 12/15/10 60 FOSTER'S GROUP LTD 313,286.00 1,044.96 1,753,975.14 1,785,501.16 -31,526.02 238761 12/20/10 AUD 5.602 1.008 1,740,557.18 1,529,665.43 210,891.75 ------1,313,286.00 47,544.20 25,301,336.04 23,593,337.30 1,707,998.75 24,943,674.60 21,440,588.07 3,503,086.53 3 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 12/10/10 60 DAH SING FIN'L RTS EX1 37,500.00 .01 .01 254642 12/17/10 HKD .010 1.00 1.00 ------37,500.00 .01 .01 1.00 1.00 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
------19,256,567.00 438,791.94 839,531,104.09 959,024,858.25 -119493754.15 289,331,570.31 317,507,675.98 - 28,176,105.67 90 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
------19,256,567.00 438,791.94 839,531,104.09 959,024,858.25 -119493754.15 289,331,570.31 317,507,675.98 - 28,176,105.67 90 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
------39,584,100.00 793,815.327,957,069,287.52 8,076,563,041.68 -119493754.15 490,586,533.40 518,762,639.07 - 28,176,105.67 133 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: 15 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
ETF-EMERGING MARKETS (1700) ------
PUR 12/08/10 60 VANGUARD I SHS VANGUAR 4,900.00 98.00 231,769.51 231,769.51 251328 12/13/10 USD 47.280 1.000 231,769.51 231,769.51
PUR 12/09/10 60 VANGUARD I SHS VANGUAR 10,700.00 214.00 504,518.91 504,518.91 251328 12/14/10 USD 47.131 1.000 504,518.91 504,518.91
PUR 12/13/10 60 VANGUARD I SHS VANGUAR 5,200.00 104.00 248,373.32 248,373.32 251328 12/16/10 USD 47.744 1.000 248,373.32 248,373.32 ------20,800.00 416.00 984,661.74 984,661.74 984,661.74 984,661.74 3 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 12/13/10 60 ISHARES MSCI INDIA ISH 7,900.00 51.51 60,654.78 60,654.78 254405 12/16/10 USD 7.671 1.000 60,654.78 60,654.78
PUR 12/14/10 60 ISHARES MSCI INDIA ISH 33,300.00 221.73 261,080.61 261,080.61 254405 12/17/10 USD 7.834 1.000 261,080.61 261,080.61
PUR 12/21/10 60 ISHARES MSCI INDIA ISH 54,600.00 1,469.19 433,616.92 433,616.92 254405 12/24/10 USD 7.915 1.000 433,616.92 433,616.92 ------95,800.00 1,742.43 755,352.31 755,352.31 755,352.31 755,352.31 3 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
------116,600.00 2,158.43 1,740,014.05 1,740,014.05 1,740,014.05 1,740,014.05 6 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
EM COMMON STOCK (2225) ------
PUR 12/06/10 60 ANTOFAGASTA PLC COMMON 7,005.00 255.88 102,004.13 102,004.13 254735 12/09/10 UKP 14.538 .638 159,998.70 159,998.70
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: 16 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/06/10 60 ANTOFAGASTA PLC COMMON 8,848.00 1,329.02 128,917.67 128,917.67 254735 12/09/10 UKP 14.475 .638 202,213.96 202,213.96
PUR 12/07/10 60 ANTOFAGASTA PLC COMMON 1,169.00 149.18 17,953.25 17,953.25 254735 12/10/10 UKP 15.277 .632 28,395.76 28,395.76
PUR 12/07/10 60 ANTOFAGASTA PLC COMMON 2,802.00 370.04 42,765.24 42,765.24 254735 12/10/10 UKP 15.179 .632 67,639.66 67,639.66
PUR 12/07/10 60 ANTOFAGASTA PLC COMMON 17,933.00 2,852.33 274,562.53 274,562.53 254735 12/10/10 UKP 15.210 .632 434,261.91 434,261.91
PUR 12/07/10 60 ANTOFAGASTA PLC COMMON 10,130.00 1,350.41 155,836.72 155,836.72 254735 12/10/10 UKP 15.299 .632 246,479.20 246,479.20
PUR 12/08/10 60 ANTOFAGASTA PLC COMMON 22,276.00 3,553.85 343,060.26 343,060.26 254735 12/13/10 UKP 15.299 .634 541,125.85 541,125.85
PUR 12/08/10 60 ANTOFAGASTA PLC COMMON 280.00 37.38 4,329.65 4,329.65 254735 12/13/10 UKP 15.378 .634 6,829.37 6,829.37
PUR 12/08/10 60 ANTOFAGASTA PLC COMMON 14,570.00 2,325.72 224,453.73 224,453.73 254735 12/13/10 UKP 15.304 .634 354,041.93 354,041.93
PUR 12/10/10 60 ANTOFAGASTA PLC COMMON 1,904.00 249.07 28,635.84 28,635.84 254735 12/15/10 UKP 14.957 .633 45,224.58 45,224.58
PUR 12/10/10 60 ANTOFAGASTA PLC COMMON 2,714.00 353.87 40,763.09 40,763.09 254735 12/15/10 UKP 14.937 .633 64,377.14 64,377.14 ------89,631.00 12,826.75 1,363,282.11 1,363,282.11 2,150,588.06 2,150,588.06 11 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 12/08/10 60 CHINA CONSTRUCTION 482,160.00 2,111,860.80 2,111,860.80 239291 12/08/10 HKD MFY11- 4.380 7.763 272,040.09 272,040.09 ------482,160.00 2,111,860.80 2,111,860.80 272,040.09 272,040.09 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: 17 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/09/10 60 CNOOC LTD COMMON STOCK 615,000.00 3,622.86 11,169,314.53 11,169,314.53 254804 12/13/10 HKD 18.116 7.772 1,437,085.32 1,437,085.32
PUR 12/10/10 60 CNOOC LTD COMMON STOCK 326,000.00 1,904.49 5,873,532.86 5,873,532.86 254804 12/14/10 HKD 17.972 7.775 755,457.74 755,457.74
PUR 12/29/10 60 CHINA MOBILE LTD 58,000.00 1,444.60 4,459,770.56 4,459,770.56 239295 1/03/11 HKD 76.699 7.783 573,032.74 573,032.74
PUR 12/29/10 60 CNOOC LTD COMMON STOCK 427,000.00 2,547.45 7,864,487.09 7,864,487.09 254804 1/03/11 HKD 18.372 7.783 1,010,502.34 1,010,502.34 ------1,426,000.00 9,519.40 29,367,105.04 29,367,105.04 3,776,078.14 3,776,078.14 4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 12/03/10 60 SAMSUNG ELECTRONICS CO 231.00 442.69 202,113,295.00 202,113,295.00 239489 12/07/10 KRW 872767. 1138.55 177,518.15 177,518.15
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PUR 12/06/10 60 HANA FINANCIAL GROUP C 240.00 20.91 9,500,918.00 9,500,918.00 254446 12/08/10 KRW 39488.4 1133.15 8,384.52 8,384.52
PUR 12/06/10 60 KB FINANCIAL GROUP 4,345.00 539.11 244,965,875.00 244,965,875.00 244142 12/08/10 KRW 56238.2 1133.15 216,181.33 216,181.33
PUR 12/06/10 60 SAMSUNG ELECTRONICS CO 55.00 108.25 49,185,481.00 49,185,481.00 239489 12/08/10 KRW 892051. 1133.15 43,405.98 43,405.98
PUR 12/06/10 60 SHINHAN FINANCIAL GROU 990.00 102.53 46,590,472.00 46,590,472.00 239492 12/08/10 KRW 46943.7 1133.15 41,115.89 41,115.89
PUR 12/07/10 60 HANA FINANCIAL GROUP C 540.00 47.19 21,410,012.00 21,410,012.00 254446 12/09/10 KRW 39549.3 1131.35 18,924.30 18,924.30
PUR 12/07/10 60 SAMSUNG ELECTRONICS CO 354.00 711.46 322,768,108.00 322,768,108.00 239489 12/09/10 KRW 909500. 1131.35 285,294.66 285,294.66
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: 18 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/07/10 60 SHINHAN FINANCIAL GROU 1,270.00 130.91 59,389,790.00 59,389,790.00 239492 12/09/10 KRW 46647.0 1131.35 52,494.62 52,494.62
PUR 12/08/10 60 SAMSUNG ELECTRONICS CO 108.00 213.19 97,959,735.00 97,959,735.00 239489 12/10/10 KRW 904772. 1145.90 85,487.16 85,487.16
PUR 12/09/10 60 HANA FINANCIAL GROUP C 1,110.00 98.74 45,119,391.00 45,119,391.00 254446 12/13/10 KRW 40546.7 1139.40 39,599.25 39,599.25
PUR 12/09/10 60 SAMSUNG ELECTRONICS CO 281.00 562.09 256,817,306.00 256,817,306.00 239489 12/13/10 KRW 911661. 1139.40 225,396.97 225,396.97
PUR 12/09/10 60 SHINHAN FINANCIAL GROU 2,670.00 279.77 127,828,399.00 127,828,399.00 239492 12/13/10 KRW 47756.4 1139.40 112,189.22 112,189.22
PUR 12/10/10 60 HANA FINANCIAL GROUP C 670.00 61.66 28,280,773.00 28,280,773.00 254446 12/14/10 KRW 42104.8 1143.70 24,727.44 24,727.44
PUR 12/10/10 60 SHINHAN FINANCIAL GROU 2,040.00 215.22 98,709,804.00 98,709,804.00 239492 12/14/10 KRW 48266.4 1143.70 86,307.43 86,307.43
PUR 12/17/10 60 HANA FINANCIAL GROUP C 240.00 22.78 10,532,471.00 10,532,471.00 254446 12/21/10 KRW 43775.8 1152.70 9,137.22 9,137.22
PUR 12/17/10 60 SHINHAN FINANCIAL GROU 6,780.00 757.78 350,269,752.00 350,269,752.00 239492 12/21/10 KRW 51533.3 1152.70 303,868.96 303,868.96
PUR 12/20/10 60 SHINHAN FINANCIAL GROU 5,720.00 656.60 302,906,123.00 302,906,123.00 239492 12/22/10 KRW 52823.5 1150.45 263,293.60 263,293.60 ------27,644.00 4,970.882,274,347,705.00 2,274,347,705.00 1,993,326.70 1,993,326.70 17 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/01/10 60 EFG HERMES HOLDING SAE 6,787.00 116.17 224,762.04 224,762.04 254118 12/05/10 EGP 33.017 5.787 38,839.13 38,839.13
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/08/10 60 EFG HERMES HOLDINGS GD 27,288.00 507.34 317,593.90 317,593.90 254792 12/13/10 USD 11.620 1.000 317,593.90 317,593.90
PUR 12/13/10 60 EFG HERMES HOLDING SAE 2,532.00 43.87 85,062.76 85,062.76 254118 12/15/10 EGP 33.495 5.799 14,668.52 14,668.52
PUR 12/15/10 60 EFG HERMES HOLDING SAE 6,930.00 118.63 229,879.31 229,879.31 254118 12/19/10 EGP 33.072 5.796 39,661.72 39,661.72
PUR 12/16/10 60 EFG HERMES HOLDING SAE 2,682.00 45.52 88,221.67 88,221.67 254118 12/20/10 EGP 32.796 5.797 15,219.16 15,219.16
PUR 12/22/10 60 EFG HERMES HOLDING SAE 3,553.00 60.93 118,301.72 118,301.72 254118 12/26/10 EGP 33.197 5.807 20,372.26 20,372.26
PUR 12/23/10 60 EFG HERMES HOLDING SAE 521.00 8.88 17,244.58 17,244.58
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
254118 12/27/10 EGP 33.000 5.807 2,969.62 2,969.62
PUR 12/26/10 60 EFG HERMES HOLDING SAE 347.00 5.92 11,485.35 11,485.35 254118 12/28/10 EGP 33.000 5.807 1,977.85 1,977.85
PUR 12/30/10 60 EFG HERMES HOLDING SAE 6,034.00 105.96 205,643.16 205,643.16 254118 1/03/11 EGP 33.979 5.805 35,425.18 35,425.18 ------56,674.00 1,013.22 1,298,194.49 1,298,194.49 486,727.34 486,727.34 9 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 12/07/10 60 SIAM COMMERCIAL BANK-F 298,100.00 3,287.75 32,980,773.91 32,980,773.91 240469 12/13/10 THB 110.306 30.000 1,099,359.13 1,099,359.13
PUR 12/20/10 60 PTT PUBLIC COMPANY THB 19,700.00 627.69 6,336,171.41 6,336,171.41 254931 12/23/10 THB 320.671 30.190 209,876.50 209,876.50
PUR 12/21/10 60 PTT PUBLIC COMPANY THB 31,700.00 1,011.19 10,200,518.80 10,200,518.80 254931 12/24/10 THB 320.821 30.170 338,101.39 338,101.39
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: 20 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/22/10 60 PTT PUBLIC COMPANY THB 33,700.00 1,076.29 10,857,254.67 10,857,254.67 254931 12/27/10 THB 321.210 30.170 359,869.23 359,869.23
PUR 12/23/10 60 PTT PUBLIC COMPANY THB 40,700.00 1,299.71 13,106,681.71 13,106,681.71 254931 12/28/10 THB 321.068 30.160 434,571.67 434,571.67
PUR 12/23/10 60 PTT PUBLIC COMPANY THB 43,800.00 210.01 14,083,706.05 14,083,706.05 254931 12/28/10 THB 321.401 30.160 466,966.38 466,966.38
PUR 12/24/10 60 PTT PCL FOREIGN COMMON 19,700.00 6,327,155.93 6,327,155.93 254966 12/24/10 THB 321.175 30.173 209,696.34 209,696.34
PUR 12/24/10 60 PTT PUBLIC COMPANY THB 28,000.00 885.22 8,932,726.63 8,932,726.63 254931 12/29/10 THB 318.072 30.180 295,981.66 295,981.66
PUR 12/24/10 60 PTT PUBLIC COMPANY THB 8,100.00 38.69 2,596,129.29 2,596,129.29 254931 12/29/10 THB 320.366 30.180 86,021.51 86,021.51
PUR 12/27/10 60 PTT PCL FOREIGN COMMON 31,700.00 10,181,261.07 10,181,261.07 254966 12/27/10 THB 321.175 30.173 337,430.15 337,430.15
PUR 12/27/10 60 PTT PUBLIC COMPANY THB 22,000.00 694.94 7,018,456.38 7,018,456.38 254931 12/30/10 THB 318.067 30.205 232,360.75 232,360.75
PUR 12/29/10 60 PTT PCL FOREIGN COMMON 137,900.00 44,290,091.51 44,290,091.51 254966 12/29/10 THB 321.175 30.173 1,467,874.40 1,467,874.40
PUR 12/30/10 60 PTT PCL FOREIGN COMMON 28,000.00 8,992,911.98 8,992,911.98 254966 12/30/10 THB 321.175 30.173 298,045.56 298,045.56
PUR 12/30/10 60 PTT PCL FOREIGN COMMON 8,100.00 2,601,520.97 2,601,520.97 254966 12/30/10 THB 321.175 30.173 86,220.32 86,220.32 ------751,200.00 9,131.49 178,505,360.31 178,505,360.31 5,922,374.99 5,922,374.99 14 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: 21 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/09/10 60 HYPERMARCAS SA COMMON 2,100.00 90.43 51,493.14 51,493.14 254805 12/14/10 BRL 24.447 1.703 30,234.06 30,234.06
PUR 12/09/10 60 HYPERMARCAS SA COMMON 2,500.00 107.58 61,258.22 61,258.22 254805 12/14/10 BRL 24.430 1.703 35,967.60 35,967.60
PUR 12/09/10 60 HYPERMARCAS SA COMMON 13,200.00 573.71 326,679.19 326,679.19 254805 12/14/10 BRL 24.674 1.703 191,808.82 191,808.82
PUR 12/10/10 60 HYPERMARCAS SA COMMON 800.00 35.13 20,180.36 20,180.36 254805 12/15/10 BRL 25.150 1.718 11,745.40 11,745.40
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PUR 12/10/10 60 HYPERMARCAS SA COMMON 1,600.00 69.62 39,991.30 39,991.30 254805 12/15/10 BRL 24.920 1.718 23,275.79 23,275.79
PUR 12/13/10 60 HYPERMARCAS SA COMMON 3,100.00 142.52 81,181.34 81,181.34 254805 12/16/10 BRL 26.109 1.704 47,647.22 47,647.22
PUR 12/13/10 60 HYPERMARCAS SA COMMON 1,100.00 50.59 28,816.76 28,816.76 254805 12/16/10 BRL 26.119 1.704 16,913.23 16,913.23
PUR 12/13/10 60 HYPERMARCAS SA COMMON 2,700.00 123.75 70,490.19 70,490.19 254805 12/16/10 BRL 26.029 1.704 41,372.34 41,372.34
PUR 12/14/10 60 HYPERMARCAS SA COMMON 5,500.00 250.00 141,934.58 141,934.58 254805 12/17/10 BRL 25.729 1.698 83,581.89 83,581.89
PUR 12/14/10 60 HYPERMARCAS SA COMMON 2,100.00 95.52 54,228.17 54,228.17 254805 12/17/10 BRL 25.746 1.698 31,933.67 31,933.67
PUR 12/15/10 60 HYPERMARCAS SA COMMON 7,900.00 348.30 196,955.33 196,955.33 254805 12/20/10 BRL 24.856 1.696 116,160.14 116,160.14
PUR 12/15/10 60 HYPERMARCAS SA COMMON 4,300.00 189.53 107,437.66 107,437.66 254805 12/20/10 BRL 24.911 1.696 63,364.49 63,364.49
PUR 12/15/10 60 HYPERMARCAS SA COMMON 7,300.00 320.35 181,598.50 181,598.50 254805 12/20/10 BRL 24.802 1.696 107,103.00 107,103.00
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/16/10 60 HYPERMARCAS SA COMMON 13,300.00 574.15 328,306.94 328,306.94 254805 12/21/10 BRL 24.611 1.710 191,958.69 191,958.69
PUR 12/16/10 60 HYPERMARCAS SA COMMON 3,600.00 173.13 88,820.11 88,820.11 254805 12/21/10 BRL 24.590 1.710 51,932.47 51,932.47
PUR 12/17/10 60 BRF-BRASILFOODS 2,500.00 119.71 68,605.45 68,605.45 240130 12/22/10 BRL 27.360 1.714 40,023.01 40,023.01
PUR 12/17/10 60 COMPANHIA DE BEBIDAS D 1,400.00 49.00 202,106.66 202,106.66 243785 12/22/10 USD 144.327 1.000 202,106.66 202,106.66
PUR 12/17/10 60 HYPERMARCAS SA COMMON 3,700.00 177.92 91,481.87 91,481.87 254805 12/22/10 BRL 24.642 1.714 53,368.65 53,368.65
PUR 12/17/10 60 OGX PETROLEO E GAS PAR 3,400.00 127.72 65,668.93 65,668.93 247978 12/22/10 BRL 19.250 1.714 38,309.91 38,309.91
PUR 12/17/10 60 OGX PETROLEO E GAS PAR 9,100.00 338.93 174,265.39 174,265.39 247978 12/22/10 BRL 19.086 1.714 101,662.86 101,662.86
PUR 12/17/10 60 OGX PETROLEO E GAS PAR 12,500.00 420.37 240,913.08 240,913.08 247978 12/22/10 BRL 19.215 1.714 140,543.76 140,543.76
PUR 12/17/10 60 PDG REALTY SA EMPREEND 40,200.00 645.53 369,949.57 369,949.57 242987 12/22/10 BRL 9.175 1.714 215,821.00 215,821.00
PUR 12/17/10 60 VALE SA SP ADR ADR NPV 5,000.00 175.00 169,042.50 169,042.50 254928 12/22/10 USD 33.774 1.000 169,042.50 169,042.50
PUR 12/20/10 60 BRF-BRASILFOODS 5,000.00 238.70 136,502.78 136,502.78 240130 12/23/10 BRL 27.219 1.710 79,807.52 79,807.52
PUR 12/20/10 60 COMPANHIA DE BEBIDAS D 600.00 21.00 87,011.64 87,011.64 243785 12/23/10 USD 144.984 1.000 87,011.64 87,011.64
PUR 12/20/10 60 HYPERMARCAS SA COMMON 2,700.00 110.72 63,317.00 63,317.00 254805 12/23/10 BRL 23.381 1.710 37,018.83 37,018.83
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 OGX PETROLEO E GAS PAR 12,000.00 444.22 227,902.99 227,902.99 247978 12/23/10 BRL 18.929 1.710 133,245.43 133,245.43
PUR 12/20/10 60 OGX PETROLEO E GAS PAR 31,200.00 1,157.26 593,721.70 593,721.70 247978 12/23/10 BRL 18.966 1.710 347,124.47 347,124.47
PUR 12/20/10 60 VALE SA SP ADR ADR NPV 1,800.00 63.00 60,819.12 60,819.12 254928 12/23/10 USD 33.753 1.000 60,819.12 60,819.12
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
PUR 12/21/10 60 BRF-BRASILFOODS 2,500.00 120.69 68,465.78 68,465.78 240130 12/27/10 BRL 27.304 1.697 40,351.13 40,351.13
PUR 12/21/10 60 VALE SA SP ADR ADR NPV 2,200.00 77.00 75,499.38 75,499.38 254928 12/27/10 USD 34.283 1.000 75,499.38 75,499.38
PUR 12/22/10 60 BRF-BRASILFOODS 1,300.00 62.44 35,457.21 35,457.21 240130 12/28/10 BRL 27.193 1.698 20,878.06 20,878.06
PUR 12/22/10 60 VALE SA SP ADR ADR NPV 1,400.00 49.00 47,621.14 47,621.14 254928 12/28/10 USD 33.980 1.000 47,621.14 47,621.14
PUR 12/23/10 60 BRF-BRASILFOODS 1,400.00 67.75 38,429.58 38,429.58 240130 12/29/10 BRL 27.368 1.697 22,650.94 22,650.94
PUR 12/23/10 60 VALE SA SP ADR ADR NPV 6,800.00 238.00 233,211.44 233,211.44 254928 12/29/10 USD 34.261 1.000 233,211.44 233,211.44
PUR 12/27/10 60 BRF-BRASILFOODS 4,300.00 208.10 117,624.86 117,624.86 240130 12/30/10 BRL 27.273 1.691 69,575.81 69,575.81
PUR 12/28/10 60 BRF-BRASILFOODS 2,500.00 120.77 68,106.46 68,106.46 240130 1/03/11 BRL 27.161 1.687 40,376.13 40,376.13
PUR 12/29/10 60 BRF-BRASILFOODS 1,800.00 88.30 49,669.44 49,669.44 240130 1/04/11 BRL 27.512 1.682 29,522.09 29,522.09 ------226,400.00 8,265.44 5,064,765.76 5,064,765.76 3,330,590.29 3,330,590.29 38 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: 24 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/03/10 60 CHINA ZHENGTONG AUTO S 877,000.00 8,272.91 6,466,633.17 6,466,633.17 254719 12/10/10 HKD 7.300 7.762 833,130.40 833,130.40
PUR 12/29/10 60 HENGAN INTL GROUP CO L 8,000.00 173.13 534,475.03 534,475.03 249761 1/03/11 HKD 66.641 7.783 68,674.32 68,674.32
PUR 12/29/10 60 TENCENT HOLDINGS LTD C 30,000.00 1,686.61 5,206,906.90 5,206,906.90 252962 1/03/11 HKD 173.126 7.783 669,031.76 669,031.76
PUR 12/29/10 60 WANT WANT CHINA HO 149,000.00 320.38 989,074.31 989,074.31 249766 1/03/11 HKD 6.621 7.783 127,085.45 127,085.45
PUR 12/30/10 60 HENGAN INTL GROUP CO L 12,000.00 261.92 808,423.90 808,423.90 249761 1/04/11 HKD 67.199 7.781 103,895.84 103,895.84
PUR 12/30/10 60 WANT WANT CHINA HO 83,000.00 181.28 559,524.03 559,524.03 249766 1/04/11 HKD 6.724 7.781 71,908.09 71,908.09
PUR 12/31/10 60 HENGAN INTL GROUP CO L 11,000.00 240.19 740,640.86 740,640.86 249761 1/04/11 HKD 67.161 7.774 95,275.82 95,275.82 ------1,170,000.00 11,136.42 15,305,678.20 15,305,678.20 1,969,001.68 1,969,001.68 7 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 12/06/10 60 GRUPO MEXICO SA SER B 66,900.00 603.26 2,996,786.05 2,996,786.05 254737 12/09/10 MXN 44.683 12.388 241,907.47 241,907.47
PUR 12/06/10 60 GRUPO MEXICO SA SER B 24,000.00 217.81 1,081,983.01 1,081,983.01 254737 12/09/10 MXN 44.970 12.388 87,340.16 87,340.16
PUR 12/07/10 60 GRUPO MEXICO SA SER B 44,700.00 418.80 2,080,009.08 2,080,009.08 254737 12/10/10 MXN 46.417 12.385 167,939.05 167,939.05
PUR 12/07/10 60 GRUPO MEXICO SA SER B 15,900.00 148.60 738,010.43 738,010.43 254737 12/10/10 MXN 46.300 12.385 59,586.65 59,586.65
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: 25 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
PUR 12/08/10 60 GRUPO MEXICO SA SER B 27,500.00 257.16 1,283,849.12 1,283,849.12 254737 12/13/10 MXN 46.569 12.450 103,120.83 103,120.83
PUR 12/09/10 60 GRUPO MEXICO SA SER B 35,500.00 333.77 1,672,140.98 1,672,140.98 254737 12/14/10 MXN 46.985 12.493 133,842.48 133,842.48
PUR 12/10/10 60 GRUPO MEXICO SA SER B 20,700.00 196.00 979,345.64 979,345.64 254737 12/15/10 MXN 47.193 12.461 78,595.07 78,595.07
PUR 12/10/10 60 GRUPO MEXICO SA SER B 31,700.00 303.37 1,515,870.23 1,515,870.23 254737 12/15/10 MXN 47.700 12.461 121,652.58 121,652.58
PUR 12/13/10 60 GRUPO MEXICO SA SER B 34,400.00 339.00 1,681,044.21 1,681,044.21 254737 12/16/10 MXN 48.746 12.366 135,939.72 135,939.72
PUR 12/13/10 60 GRUPO MEXICO SA SER B 13,900.00 137.03 679,486.28 679,486.28 254737 12/16/10 MXN 48.762 12.366 54,947.50 54,947.50
PUR 12/14/10 60 GRUPO MEXICO SA SER B 23,700.00 234.57 1,163,747.07 1,163,747.07 254737 12/17/10 MXN 48.981 12.372 94,061.07 94,061.07
PUR 12/14/10 60 GRUPO MEXICO SA SER B 48,000.00 475.10 2,357,076.40 2,357,076.40 254737 12/17/10 MXN 48.983 12.372 190,513.16 190,513.16
PUR 12/15/10 60 GRUPO MEXICO SA SER B 40,000.00 391.21 1,944,930.20 1,944,930.20 254737 12/20/10 MXN 48.502 12.398 156,877.04 156,877.04
PUR 12/15/10 60 GRUPO MEXICO SA SER B 22,900.00 222.42 1,105,772.68 1,105,772.68 254737 12/20/10 MXN 48.167 12.398 89,191.04 89,191.04
PUR 12/16/10 60 GRUPO MEXICO SA SER B 7,200.00 68.97 344,515.16 344,515.16 254737 12/21/10 MXN 47.730 12.456 27,658.13 27,658.13
PUR 12/16/10 60 GRUPO MEXICO SA SER B 8,000.00 76.59 382,554.00 382,554.00 254737 12/21/10 MXN 47.700 12.456 30,711.93 30,711.93
PUR 12/17/10 60 GRUPO MEXICO SA SER B 10,400.00 100.00 499,011.30 499,011.30 254737 12/22/10 MXN 47.862 12.445 40,098.14 40,098.14
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 GRUPO MEXICO SA SER B 7,200.00 69.26 345,222.50 345,222.50 254737 12/23/10 MXN 47.828 12.429 27,774.78 27,774.78
PUR 12/21/10 60 GRUPO MEXICO SA SER B 9,600.00 93.47 463,537.07 463,537.07 254737 12/24/10 MXN 48.165 12.367 37,480.41 37,480.41
PUR 12/21/10 60 GRUPO MEXICO SA SER B 2,400.00 23.29 115,488.00 115,488.00 254737 12/24/10 MXN 48.000 12.367 9,338.06 9,338.06
PUR 12/22/10 60 GRUPO MEXICO SA SER B 5,200.00 50.62 250,614.45 250,614.45 254737 12/27/10 MXN 48.075 12.345 20,300.48 20,300.48 ------499,800.00 4,760.30 23,680,993.86 23,680,993.86 1,908,875.75 1,908,875.75 21 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 12/20/10 60 AXIATA GROUP BHD 82,000.00 340.55 383,784.64 383,784.64 251093 12/23/10 MYR 4.667 3.145 122,030.09 122,030.09
PUR 12/21/10 60 AXIATA GROUP BHD 203,000.00 853.54 958,538.96 958,538.96 251093 12/24/10 MYR 4.709 3.135 305,754.05 305,754.05
PUR 12/22/10 60 AXIATA GROUP BHD 81,100.00 343.08 385,039.74 385,039.74 251093 12/27/10 MYR 4.734 3.132 122,937.34 122,937.34 ------366,100.00 1,537.17 1,727,363.34 1,727,363.34 550,721.48 550,721.48 3 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 12/01/10 60 O KEY GROUP S.A. GDR 1 1,747.00 36.20 22,659.85 22,659.85 255017 12/06/10 USD 12.950 1.000 22,659.85 22,659.85
PUR 12/02/10 60 O KEY GROUP S.A. GDR 1 4,861.00 102.28 64,024.43 64,024.43 255017 12/07/10 USD 13.150 1.000 64,024.43 64,024.43
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: 27 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)
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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 12/06/10 60 SYNERGY CO 5,400.00 475.20 238,075.20 238,075.20 251827 12/13/10 USD 44.000 1.000 238,075.20 238,075.20
PUR 12/07/10 60 SYNERGY CO 1,500.00 132.00 66,132.00 66,132.00 251827 12/14/10 USD 44.000 1.000 66,132.00 66,132.00
PUR 12/08/10 60 SBERBANK-CLS 352,000.00 2,422.25 1,216,666.65 1,216,666.65 250612 12/15/10 USD 3.450 1.000 1,216,666.65 1,216,666.65 ------365,508.00 3,167.93 1,607,558.13 1,607,558.13 1,607,558.13 1,607,558.13 5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 12/07/10 60 INFOSYS TECHNOLOGIES L 8,300.00 290.50 584,749.11 584,749.11 239503 12/10/10 USD 70.417 1.000 584,749.11 584,749.11
PUR 12/10/10 60 HDFC BANK LTD ADR REPS 1,500.00 52.50 250,672.50 250,672.50 239502 12/15/10 USD 167.080 1.000 250,672.50 250,672.50
PUR 12/10/10 60 ICICI BK LTD USD 10.0 7,600.00 266.00 372,666.00 372,666.00 248420 12/15/10 USD 49.000 1.000 372,666.00 372,666.00
PUR 12/13/10 60 LARSEN + TOUBRO LTD SP 5,563.00 222.52 241,934.87 241,934.87 255016 12/16/10 USD 43.450 1.000 241,934.87 241,934.87
PUR 12/15/10 60 HINDALCO INDS REG S + 59,485.00 288,502.25 288,502.25 249895 12/20/10 USD 4.850 1.000 288,502.25 288,502.25
PUR 12/22/10 60 DR REDDYS LABS ADR 6,100.00 213.50 227,218.90 227,218.90 248690 12/28/10 USD 37.214 1.000 227,218.90 227,218.90 ------88,548.00 1,045.02 1,965,743.63 1,965,743.63 1,965,743.63 1,965,743.63 6 TRANSACTIONS IN COUNTRY: INDIA (9980)
------5,549,665.00 67,374.022,536,345,610.67 2,536,345,610.67 25,933,626.28 25,933,626.28 136 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------
DEPOSITORY RECEIPT - EM (2235) ------
PUR 12/07/10 60 KASIKORNBANK PCL-NVDR 282,600.00 3,609.90 36,212,364.04 36,212,364.04 240466 12/13/10 THB 127.757 30.000 1,207,078.80 1,207,078.80
PUR 12/07/10 60 TOTAL ACCESS COMMUNICA 476,600.00 2,043.14 20,495,567.70 20,495,567.70 250862 12/13/10 THB 42.875 30.000 683,185.59 683,185.59 ------759,200.00 5,653.04 56,707,931.74 56,707,931.74 1,890,264.39 1,890,264.39 2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
------759,200.00 5,653.04 56,707,931.74 56,707,931.74 1,890,264.39 1,890,264.39 2 TRANSACTIONS IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
------6,425,465.00 75,185.492,594,793,556.46 2,594,793,556.46 29,563,904.72 29,563,904.72 144 "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: 29 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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) ------
SALE 12/01/10 60 X5 RETAIL GROUP N V NP 5,770.00 201.95 220,149.73 89,590.77 130,558.96 246236 12/06/10 USD 38.189 1.000 220,149.73 89,590.77 130,558.96 ------5,770.00 201.95 220,149.73 89,590.77 130,558.96 220,149.73 89,590.77 130,558.96 1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
SALE 12/01/10 60 POWSZECHNY ZAKLAD UBEZ 479.00 165.89 169,692.46 165,715.00 3,977.46 252014 12/06/10 PLN 355.330 3.078 55,131.65 53,062.83 2,068.82 ------479.00 165.89 169,692.46 165,715.00 3,977.46 55,131.65 53,062.83 2,068.82 1 TRANSACTION IN COUNTRY: POLAND (2300)
SALE 12/01/10 60 ANADOLU EFES BIRACILIK 4,971.00 137.55 102,789.65 78,021.13 24,768.52 242900 12/03/10 TRY 20.719 1.498 68,636.25 55,360.73 13,275.52
SALE 12/02/10 60 ANADOLU EFES BIRACILIK 2,906.00 41.52 61,665.20 45,610.42 16,054.78 242900 12/06/10 TRY 21.241 1.487 41,473.72 32,363.36 9,110.36
SALE 12/03/10 60 ANADOLU EFES BIRACILIK 3,516.00 51.99 76,680.68 55,184.53 21,496.15 242900 12/07/10 TRY 21.831 1.477 51,932.33 39,156.78 12,775.55
SALE 12/06/10 60 ANADOLU EFES BIRACILIK 2,576.00 38.81 57,608.92 40,430.99 17,177.93 242900 12/08/10 TRY 22.386 1.486 38,771.69 28,688.24 10,083.45
SALE 12/07/10 60 ANADOLU EFES BIRACILIK 3,314.00 101.06 74,415.87 52,014.09 22,401.78 242900 12/09/10 TRY 22.500 1.476 50,429.21 36,907.16 13,522.05
SALE 12/16/10 60 TURKIYE GARANTI BANKAS 210,155.00 2,188.12 1,662,378.13 744,588.29 917,789.84 239795 12/20/10 TRY 7.926 1.522 1,091,873.98 580,846.41 511,027.57
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: 30 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/16/10 60 TURKIYE GARANTI BANKAS 93,403.00 478.40 727,628.23 330,930.88 396,697.35 239795 12/20/10 TRY 7.798 1.522 477,916.74 258,156.11 219,760.63
SALE 12/16/10 60 TURKIYE GARANTI BANKAS 74,625.00 778.92 591,761.96 264,399.61 327,362.35 239795 12/20/10 TRY 7.946 1.522 388,677.81 206,255.68 182,422.13 ------395,466.00 3,816.37 3,354,928.64 1,611,179.94 1,743,748.70 2,209,711.73 1,237,734.47 971,977.26 8 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 12/02/10 60 CHINA CONSTRUCTION 302,000.00 133.43 2,155,995.56 1,837,245.44 318,750.12 239291 12/06/10 HKD 7.142 7.768 277,548.35 236,360.80 41,187.55
SALE 12/08/10 60 CHINA CONSTRUCTION RTS 482,160.00 .01 .01 254665 12/08/10 HKD MFY11- 7.751
SALE 12/09/10 60 CHINA CITIC BANK C 112,000.00 189.06 578,707.77 515,877.85 62,829.92 247241 12/13/10 HKD 5.180 7.772 74,458.68 66,555.19 7,903.49
SALE 12/10/10 60 CHINA CITIC BANK C 260,000.00 434.99 1,331,952.21 1,197,573.58 134,378.63 247241 12/14/10 HKD 5.136 7.775 171,316.59 154,503.13
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
16,813.46
SALE 12/13/10 60 CHINA CITIC BANK C 276,000.00 457.59 1,401,625.42 1,271,270.42 130,355.00 247241 12/15/10 HKD 5.091 7.777 180,220.05 164,011.01 16,209.04
SALE 12/14/10 60 CHINA CITIC BANK C 85,000.00 141.93 434,487.99 391,514.44 42,973.55 247241 12/16/10 HKD 5.125 7.773 55,898.52 50,510.64 5,387.88
SALE 12/15/10 60 CHINA CITIC BANK C 122,000.00 201.08 615,681.24 561,938.38 53,742.86 247241 12/17/10 HKD 5.059 7.774 79,193.92 72,497.62 6,696.30
SALE 12/16/10 60 CHINA CITIC BANK C 161,000.00 261.94 802,390.10 741,574.41 60,815.69 247241 12/20/10 HKD 4.996 7.778 103,164.81 95,673.09 7,491.72
SALE 12/17/10 60 CHINA CITIC BANK C 191,000.00 307.67 942,502.91 879,755.98 62,746.93 247241 12/21/10 HKD 4.947 7.778 121,172.37 113,500.37 7,672.00
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 CHINA CITIC BANK C 151,000.00 239.76 734,511.95 695,513.89 38,998.06 247241 12/22/10 HKD 4.877 7.779 94,427.27 89,730.66 4,696.61
SALE 12/21/10 60 CHINA CITIC BANK C 165,000.00 265.65 813,364.98 759,998.62 53,366.36 247241 12/23/10 HKD 4.942 7.774 104,624.30 98,050.06 6,574.24
SALE 12/22/10 60 CHINA CITIC BANK C 150,000.00 241.23 739,004.52 690,907.84 48,096.68 247241 12/28/10 HKD 4.939 7.778 95,006.66 89,136.42 5,870.24
SALE 12/24/10 60 AGRICULTURAL BANK OF C 3,093,000.00 3,848.65 11,792,684.76 10,221,420.05 1,571,264.71 252605 12/29/10 HKD 3.822 7.780 1,515,759.51 1,312,826.95 202,932.56
SALE 12/24/10 60 BANK OF CHINA LTD H 1,358,000.00 1,779.02 5,451,117.58 4,422,899.01 1,028,218.57 246232 12/29/10 HKD 4.024 7.780 700,653.28 570,522.91 130,130.37
SALE 12/24/10 60 CHINA CONSTRUCTION 1,536,000.00 3,393.26 10,397,305.97 9,162,972.83 1,234,333.14 239291 12/29/10 HKD 6.786 7.780 1,336,406.06 1,178,889.68 157,516.38 ------8,444,160.00 11,895.26 38,191,332.97 33,350,462.75 4,840,870.22 4,909,850.37 4,292,768.53 617,081.84 15 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 12/01/10 60 AIA GROUP LTD COMMON S 1,030,000.00 1,456.68 23,538,570.44 20,474,725.63 3,063,844.81 254018 12/03/10 HKD 22.864 7.768 3,030,099.50 2,637,102.26 392,997.24
SALE 12/09/10 60 BEIJING ENTERPRISES HO 246,500.00 3,794.73 11,615,743.71 7,751,404.18 3,864,339.53 244140 12/13/10 HKD 47.242 7.772 1,494,524.55 1,000,106.70 494,417.85
SALE 12/24/10 60 CHINA LIFE INS 120,000.00 1,230.77 3,771,202.34 3,290,551.81 480,650.53 241827 12/29/10 HKD 31.506 7.780 484,727.26 422,671.27 62,055.99 ------1,396,500.00 6,482.18 38,925,516.49 31,516,681.62 7,408,834.87 5,009,351.31 4,059,880.23 949,471.08 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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-
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USD ------
SALE 12/01/10 60 AMOREPACIFIC CORP 14.00 32.81 15,031,654.00 8,652,197.84 6,379,456.16 239473 12/03/10 KRW 1076388 1151.45 13,054.54 8,384.16 4,670.38
SALE 12/01/10 60 CHEIL INDUSTRIES INC 324.00 75.62 34,636,059.00 15,277,510.79 19,358,548.21 239475 12/03/10 KRW 107170. 1151.45 30,080.38 14,572.01 15,508.37
SALE 12/01/10 60 HYUNDAI MOTOR CO 134.00 50.41 23,090,130.00 18,515,233.23 4,574,896.77 250853 12/03/10 KRW 172747. 1151.45 20,053.09 15,884.98 4,168.11
SALE 12/01/10 60 LG CHEM LTD KRW 5000.0 187.00 157.87 72,313,068.00 21,948,751.04 50,364,316.96 239483 12/03/10 KRW 387672. 1151.45 62,801.74 19,729.57 43,072.17
SALE 12/01/10 60 NHN CORP 39.00 16.60 7,605,163.00 6,789,118.83 816,044.17 239486 12/03/10 KRW 195494. 1151.45 6,604.86 6,178.90 425.96
SALE 12/01/10 60 OCI COMPANY LTD 343.00 223.02 102,154,942.00 84,051,576.02 18,103,365.98 247824 12/03/10 KRW 298576. 1151.45 88,718.52 69,394.84 19,323.68
SALE 12/01/10 60 SAMSUNG FIRE + MARINE 34.00 14.20 6,505,656.00 6,807,800.80 -302,144.80 239491 12/03/10 KRW 191823. 1151.45 5,649.97 6,212.11 - 562.14
SALE 12/01/10 60 SSCP CO LTD 152.00 .42 1,083,562.00 2,758,205.06 -1,674,643.06 239494 12/03/10 KRW 7131.85 1151.45 941.04 2,763.64 - 1,822.60
SALE 12/01/10 60 WOONGJIN COWAY CO LTD 40.00 3.60 1,649,556.00 1,239,154.15 410,401.85 239495 12/03/10 KRW 41342.4 1151.45 1,432.59 1,184.94 247.65
SALE 12/02/10 60 AMOREPACIFIC CORP 9.00 21.00 9,599,412.00 5,562,127.18 4,037,284.82 239473 12/06/10 KRW 1069282 1148.80 8,356.03 5,389.82 2,966.21
SALE 12/02/10 60 HYUNDAI MOTOR CO 323.00 125.34 57,278,515.00 44,630,002.48 12,648,512.52 250853 12/06/10 KRW 177778. 1148.80 49,859.43 38,289.91 11,569.52
SALE 12/02/10 60 LG CHEM LTD KRW 5000.0 75.00 64.35 29,408,559.00 8,802,975.02 20,605,583.98 239483 12/06/10 KRW 393099. 1148.80 25,599.37 7,912.93 17,686.44
SALE 12/02/10 60 NHN CORP 131.00 54.72 25,008,574.00 22,804,476.06 2,204,097.94 239486 12/06/10 KRW 191384. 1148.80 21,769.30 20,754.77 1,014.53
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/02/10 60 OCI COMPANY LTD 212.00 139.08 63,557,182.00 51,950,245.24 11,606,936.76 247824 12/06/10 KRW 300551. 1148.80 55,324.85 42,891.27 12,433.58
SALE 12/02/10 60 SAMSUNG FIRE + MARINE 108.00 45.16 20,637,513.00 21,624,779.02 -987,266.02 239491 12/06/10 KRW 191568. 1148.80 17,964.41 19,732.57 - 1,768.16
SALE 12/02/10 60 SSCP CO LTD 185.00 .51 1,321,226.00 3,357,025.89 -2,035,799.89 239494 12/06/10 KRW 7144.95 1148.80 1,150.09 3,363.64 - 2,213.55
SALE 12/02/10 60 WOONGJIN COWAY CO LTD 210.00 19.17 8,761,749.00 6,505,559.26 2,256,189.74 239495 12/06/10 KRW 41827.4 1148.80 7,626.87 6,220.93 1,405.94
SALE 12/03/10 60 AMOREPACIFIC CORP 5.00 11.84 5,363,515.00 3,090,070.66 2,273,444.34 239473 12/07/10 KRW 1075399 1138.55 4,710.83 2,994.34 1,716.49
SALE 12/03/10 60 HYUNDAI MOTOR CO 262.00 102.69 46,511,046.00 36,201,426.16 10,309,619.84 250853 12/07/10 KRW 177969. 1138.55 40,851.12 31,058.69 9,792.43
SALE 12/03/10 60 HYUNDAI STEEL CO COMMO 2,190.00 519.82 235,435,206.00 253,464,566.11 -18,029,360.11 253363 12/07/10 KRW 107774. 1138.55 206,785.13 217,348.41 - 10,563.28
SALE 12/03/10 60 NHN CORP 37.00 15.47 7,006,210.00 6,440,958.89 565,251.11 239486 12/07/10 KRW 189832. 1138.54 6,153.63 5,862.04 291.59
SALE 12/03/10 60 SAMSUNG FIRE + MARINE 122.00 51.40 23,278,148.00 24,427,991.12 -1,149,843.12
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239491 12/07/10 KRW 191284. 1138.55 20,445.43 22,290.50 - 1,845.07
SALE 12/03/10 60 SSCP CO LTD 203.00 .56 1,435,578.00 3,683,655.44 -2,248,077.44 239494 12/07/10 KRW 7074.96 1138.55 1,260.88 3,690.92 - 2,430.04
SALE 12/03/10 60 WOONGJIN COWAY CO LTD 220.00 19.91 9,021,079.00 6,815,347.80 2,205,731.20 239495 12/07/10 KRW 41107.9 1138.54 7,923.31 6,517.16 1,406.15
SALE 12/06/10 60 AMOREPACIFIC CORP 5.00 11.77 5,308,310.00 3,090,070.66 2,218,239.34 239473 12/08/10 KRW 1064330 1133.15 4,684.56 2,994.34 1,690.22
SALE 12/06/10 60 HYUNDAI STEEL CO COMMO 550.00 130.20 58,690,004.00 63,655,484.64 -4,965,480.64 253363 12/08/10 KRW 106977. 1133.15 51,793.68 54,585.22 - 2,791.54
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/06/10 60 SAMSUNG FIRE + MARINE 177.00 75.39 33,982,178.00 35,440,610.06 -1,458,432.06 239491 12/08/10 KRW 192472. 1133.15 29,989.13 32,339.49 - 2,350.36
SALE 12/06/10 60 SSCP CO LTD 102.00 .28 717,448.00 1,850,900.76 - 1,133,452.76 239494 12/08/10 KRW 7036.94 1133.15 633.14 1,854.55 - 1,221.41
SALE 12/06/10 60 WOONGJIN COWAY CO LTD 160.00 14.54 6,558,535.00 4,956,616.58 1,601,918.42 239495 12/08/10 KRW 41093.8 1133.15 5,787.88 4,739.75 1,048.13
SALE 12/07/10 60 AMOREPACIFIC CORP 8.00 19.03 8,566,377.00 4,944,113.05 3,622,263.95 239473 12/09/10 KRW 1073488 1131.35 7,571.82 4,790.95 2,780.87
SALE 12/07/10 60 HYUNDAI STEEL CO COMMO 120.00 28.53 12,840,236.00 13,888,469.38 -1,048,233.38 253363 12/09/10 KRW 107270. 1131.35 11,349.48 11,909.50 - 560.02
SALE 12/07/10 60 KT CORP KRW 480.00 49.82 22,420,646.00 22,508,429.13 - 87,783.13 251186 12/09/10 KRW 46827.0 1131.35 19,817.60 19,930.80 - 113.20
SALE 12/07/10 60 KT CORP KRW 340.00 35.21 15,844,773.00 15,943,470.64 - 98,697.64 251186 12/09/10 KRW 46719.4 1131.35 14,005.19 14,117.65 - 112.46
SALE 12/07/10 60 SAMSUNG FIRE + MARINE 149.00 63.42 28,542,591.00 29,834,185.87 -1,291,594.87 239491 12/09/10 KRW 192042. 1131.35 25,228.79 27,223.64 - 1,994.85
SALE 12/07/10 60 SAMSUNG HEAVY INDUSTRI 12,330.00 158.48 397,083,824.00 423,470,728.62 -26,386,904.62 254436 12/09/10 KRW 32219.2 1131.35 350,982.30 374,918.75 - 23,936.45
SALE 12/07/10 60 SSCP CO LTD 70.00 .19 490,373.00 1,270,226.01 - 779,853.01 239494 12/09/10 KRW 7008.47 1131.35 433.44 1,272.73 - 839.29
SALE 12/07/10 60 WOONGJIN COWAY CO LTD 180.00 16.25 7,312,511.00 5,576,193.66 1,736,317.34 239495 12/09/10 KRW 40727.1 1131.34 6,463.53 5,332.22 1,131.31
SALE 12/08/10 60 AMOREPACIFIC CORP 32.00 77.69 35,414,804.00 19,776,452.20 15,638,351.80 239473 12/10/10 KRW 1109494 1145.90 30,905.67 19,163.81 11,741.86
SALE 12/08/10 60 HYUNDAI MOTOR CO 1,309.00 92.85 235,637,240.00 180,868,957.41 54,768,282.59 250853 12/10/10 KRW 180094. 1145.90 205,635.08 155,174.88 50,460.20
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/08/10 60 KT CORP KRW 3,880.00 396.16 180,585,288.00 181,943,135.48 -1,357,847.48 251186 12/10/10 KRW 46659.6 1145.90 157,592.54 161,107.27 - 3,514.73
SALE 12/08/10 60 SAMSUNG FIRE + MARINE 101.00 42.75 19,487,924.00 20,223,172.97 -735,248.97 239491 12/10/10 KRW 193434. 1145.90 17,006.65 18,453.61 - 1,446.96
SALE 12/08/10 60 SHINSEGAE CO LTD KRW 5 34.00 42.35 19,307,582.00 16,941,836.83 2,365,745.17 247496 12/10/10 KRW 569297. 1145.90 16,849.27 13,650.12 3,199.15
SALE 12/08/10 60 WOONGJIN COWAY CO LTD 120.00 10.67 4,865,975.00 3,717,462.44 1,148,512.56 239495 12/10/10 KRW 40651.7 1145.90 4,246.42 3,554.82 691.60
SALE 12/09/10 60 AMOREPACIFIC CORP 17.00 42.60 19,310,490.00 10,506,240.23 8,804,249.77 239473 12/13/10 KRW 1138766 1139.40 16,947.95 10,180.77 6,767.18
SALE 12/09/10 60 SHINSEGAE CO LTD KRW 5 41.00 51.71 23,441,539.00 20,429,862.06 3,011,676.94 247496 12/13/10 KRW 573181. 1139.40 20,573.58 16,460.44 4,113.14
SALE 12/09/10 60 WOONGJIN COWAY CO LTD 100.00 8.96 4,061,978.00 3,097,885.36 964,092.64 239495 12/13/10 KRW 40721.8 1139.40 3,565.01 2,962.35 602.66
SALE 12/10/10 60 AMOREPACIFIC CORP 16.00 39.42 17,935,728.00 9,888,226.10 8,047,501.90 239473 12/14/10 KRW 1123800 1143.70 15,682.20 9,581.90 6,100.30
SALE 12/10/10 60 HYUNDAI MOBIS 245.00 164.63 74,905,585.00 42,329,266.04 32,576,318.96 249828 12/14/10 KRW 306505. 1143.70 65,494.08 36,755.94 28,738.14
SALE 12/10/10 60 HYUNDAI MOTOR CO 774.00 309.27 140,709,328.00 106,946,197.89 33,763,130.11 250853 12/14/10 KRW 182251. 1143.70 123,029.93 91,753.52 31,276.41
SALE 12/10/10 60 LG CHEM LTD KRW 5000.0 538.00 444.28 202,131,378.00 63,146,674.12 138,984,703.88 239483 12/14/10 KRW 376653. 1143.70 176,734.61 56,762.09 119,972.52
SALE 12/10/10 60 SHINSEGAE CO LTD KRW 5 134.00 164.84 75,000,664.00 66,770,768.69 8,229,895.31 247496 12/14/10 KRW 561113. 1143.70 65,577.22 53,797.55 11,779.67
SALE 12/10/10 60 WOONGJIN COWAY CO LTD 210.00 18.77 8,544,422.00 6,505,559.26 2,038,862.74 239495 12/14/10 KRW 40789.9 1143.70 7,470.86 6,220.93 1,249.93
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/13/10 60 AMOREPACIFIC CORP 28.00 71.25 32,482,716.00 17,304,395.68 15,178,320.32 239473 12/15/10 KRW 1163013 1146.00 28,344.43 16,768.33 11,576.10
SALE 12/13/10 60 HYUNDAI STEEL CO COMMO 270.00 67.48 30,763,791.00 31,249,056.10 -485,265.10 253363 12/15/10 KRW 114226. 1146.00 26,844.49 26,796.38 48.11
SALE 12/13/10 60 SHINSEGAE CO LTD KRW 5 104.00 126.27 57,566,934.00 51,822,089.13 5,744,844.87 247496 12/15/10 KRW 554919. 1146.00 50,232.93 41,753.32 8,479.61
SALE 12/13/10 60 WOONGJIN COWAY CO LTD 110.00 9.73 4,436,217.00 3,407,673.90 1,028,543.10 239495 12/15/10 KRW 40430.6 1146.00 3,871.04 3,258.58 612.46
SALE 12/14/10 60 AMOREPACIFIC CORP 25.00 62.66 28,425,647.00 15,450,353.28 12,975,293.72 239473 12/16/10 KRW 1139883 1140.35 24,927.13 14,971.72 9,955.41
SALE 12/14/10 60 SHINSEGAE CO LTD KRW 5 44.00 54.29 24,630,494.00 21,924,730.02 2,705,763.98 247496 12/16/10 KRW 561191. 1140.35 21,599.07 17,664.87 3,934.20
SALE 12/14/10 60 WOONGJIN COWAY CO LTD 170.00 15.22 6,909,347.00 5,266,405.12 1,642,941.88 239495 12/16/10 KRW 40745.3 1140.35 6,058.97 5,035.99 1,022.98
SALE 12/15/10 60 AMOREPACIFIC CORP 20.00 49.27 22,642,296.00 12,360,282.63 10,282,013.37 239473 12/17/10 KRW 1134960 1154.95 19,604.57 11,977.38 7,627.19
SALE 12/15/10 60 KT CORP KRW 11,620.00 1,210.08 555,959,645.00 544,891,555.24 11,068,089.76 251186 12/17/10 KRW 47965.3 1154.95 481,371.18 482,491.36 - 1,120.18
SALE 12/15/10 60 SHINSEGAE CO LTD KRW 5 33.00 40.07 18,412,889.00 16,443,547.51 1,969,341.49 247496 12/17/10 KRW 559368. 1154.95 15,942.59 13,248.65 2,693.94
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SALE 12/15/10 60 WOONGJIN COWAY CO LTD 200.00 17.52 8,050,536.00 6,195,770.73 1,854,765.27 239495 12/17/10 KRW 40353.8 1154.95 6,970.46 5,924.69 1,045.77
SALE 12/16/10 60 AMOREPACIFIC CORP 4.00 10.13 4,647,488.00 2,472,056.53 2,175,431.47 239473 12/20/10 KRW 1164792 1152.85 4,031.30 2,395.48 1,635.82
SALE 12/16/10 60 SHINSEGAE CO LTD KRW 5 6.00 7.32 3,358,064.00 2,989,735.91 368,328.09 247496 12/20/10 KRW 561084. 1152.84 2,912.84 2,408.85 503.99
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: 37 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/16/10 60 WOONGJIN COWAY CO LTD 40.00 3.52 1,616,275.00 1,239,154.15 377,120.85 239495 12/20/10 KRW 40508.3 1152.85 1,401.98 1,184.94 217.04
SALE 12/17/10 60 KT CORP KRW 90.00 9.65 4,421,991.00 4,220,330.46 201,660.54 251186 12/21/10 KRW 49256.7 1152.70 3,836.20 3,737.02 99.18
SALE 12/17/10 60 KT CORP KRW 3,860.00 404.76 185,604,536.00 181,005,284.27 4,599,251.73 251186 12/21/10 KRW 48204.9 1152.70 161,017.21 160,276.82 740.39
SALE 12/20/10 60 KT CORP KRW 3,820.00 396.79 181,591,722.00 179,129,581.84 2,462,140.16 251186 12/22/10 KRW 47656.6 1150.45 157,844.08 158,615.92 - 771.84 ------48,225.00 6,831.643,638,911,621.00 3,142,293,952.73 496,617,668.27 3,177,979.49 2,758,722.94 419,256.55 69 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 12/17/10 60 BANK RAKYAT INDONESIA 146,000.00 563.541,477,615,762.00 904,134,163.21 573,481,598.79 239245 12/22/10 IDR 10155.5 9034.50 163,552.58 93,127.26 70,425.32
SALE 12/17/10 60 BANK RAKYAT INDONESIA 97,500.00 376.40 987,026,208.00 603,788,225.43 383,237,982.57 239245 12/22/10 IDR 10158.2 9034.50 109,250.78 62,191.15 47,059.63
SALE 12/20/10 60 BANK RAKYAT INDONESIA 196,500.00 742.591,948,934,320.00 1,216,865,500.48 732,068,819.52 239245 12/23/10 IDR 9952.41 9043.00 215,518.56 125,339.09 90,179.47
SALE 12/21/10 60 BANK RAKYAT INDONESIA 351,500.00 1,367.183,587,771,690.00 2,176,733,961.43 1411037728.57 239245 12/27/10 IDR 10242.2 9042.00 396,789.61 224,207.08 172,582.53
SALE 12/22/10 60 BANK RAKYAT INDONESIA 162,500.00 637.841,673,825,297.00 1,006,313,709.05 667,511,587.95 239245 12/28/10 IDR 10335.9 9042.00 185,116.71 103,651.92 81,464.79
SALE 12/23/10 60 BANK RAKYAT INDONESIA 194,000.00 750.561,969,624,876.00 1,201,383,751.11 768,241,124.89 239245 12/29/10 IDR 10187.6 9042.00 217,830.67 123,744.45 94,086.22
SALE 12/27/10 60 BANK RAKYAT INDONESIA 44,000.00 170.29 446,724,206.00 272,478,788.91 174,245,417.09 239245 12/30/10 IDR 10187.8 9038.00 49,427.33 28,065.75 21,361.58
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/28/10 60 BANK RAKYAT INDONESIA 89,500.00 355.22 930,459,249.00 554,246,627.45 376,212,621.55 239245 1/03/11 IDR 10432.0 9024.50 103,103.69 57,088.29 46,015.40
SALE 12/29/10 60 BANK RAKYAT INDONESIA 67,500.00 271.78 710,093,503.00 418,007,232.99 292,086,270.01 239245 1/04/11 IDR 10556.1 9001.50 78,886.13 43,055.41 35,830.72 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
- 1,349,000.00 5,235.40 13732075111.00 8,353,951,960.06 5378123150.94 1,519,476.06 860,470.40 659,005.66 9 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 12/16/10 60 COMMERCIAL INTERNATION 49,132.00 1,170.93 2,255,741.01 1,386,707.41 869,033.60 250262 12/19/10 EGP 46.050 5.797 389,138.92 251,374.26 137,764.66 ------49,132.00 1,170.93 2,255,741.01 1,386,707.41 869,033.60 389,138.92 251,374.26 137,764.66 1 TRANSACTION IN COUNTRY: EGYPT (5100)
SALE 12/20/10 60 SIAM COMMERCIAL BANK-F 42,900.00 437.26 4,386,436.20 4,042,172.77 344,263.43 240469 12/23/10 THB 102.556 30.190 145,294.34 128,410.92 16,883.42
SALE 12/21/10 60 SIAM COMMERCIAL BANK-F 39,300.00 400.07 4,010,755.15 3,702,969.46 307,785.69 240469 12/24/10 THB 102.362 30.170 132,938.52 117,635.17 15,303.35
SALE 12/22/10 60 SIAM COMMERCIAL BANK-F 64,200.00 666.62 6,682,912.58 6,049,125.68 633,786.90 240469 12/27/10 THB 104.408 30.170 221,508.54 192,167.38 29,341.16
SALE 12/23/10 60 SIAM COMMERCIAL BANK-F 23,400.00 242.62 2,431,586.95 2,204,821.51 226,765.44 240469 12/28/10 THB 104.227 30.160 80,622.91 70,042.32 10,580.59
SALE 12/23/10 60 SIAM COMMERCIAL BANK-F 57,300.00 593.73 5,950,232.79 5,398,986.00 551,246.79 240469 12/28/10 THB 104.156 30.160 197,288.89 171,513.88 25,775.01
SALE 12/24/10 60 PTT PUBLIC COMPANY THB 19,700.00 6,327,155.93 6,337,992.16 -10,836.23 254931 12/24/10 THB 321.175 30.173 209,696.34 210,022.65 - 326.31
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/24/10 60 SIAM COMMERCIAL BANK-F 18,600.00 192.29 1,928,325.98 1,752,550.43 175,775.55 240469 12/29/10 THB 103.985 30.180 63,894.17 55,674.66 8,219.51
SALE 12/24/10 60 SIAM COMMERCIAL BANK-F 6,200.00 9.61 644,419.57 584,183.48 60,236.09 240469 12/29/10 THB 103.985 30.180 21,352.54 18,558.22 2,794.32
SALE 12/27/10 60 PTT PUBLIC COMPANY THB 31,700.00 10,181,261.07 10,206,019.90 -24,758.83 254931 12/27/10 THB 321.175 30.173 337,430.15 338,242.13 - 811.98
SALE 12/27/10 60 SIAM COMMERCIAL BANK-F 8,900.00 92.28 926,159.93 838,585.96 87,573.97 240469 12/30/10 THB 104.376 30.205 30,662.47 26,640.03 4,022.44
SALE 12/28/10 60 SIAM COMMERCIAL BANK-F 48,600.00 74.71 5,005,663.71 4,579,244.67 426,419.04 240469 1/04/11 THB 103.044 30.170 165,915.27 145,472.51 20,442.76
SALE 12/29/10 60 PTT PUBLIC COMPANY THB 137,900.00 44,290,091.51 44,300,644.45 -10,552.94 254931 12/29/10 THB 321.175 30.173 1,467,874.40 1,468,481.77 -607.37
SALE 12/29/10 60 SIAM COMMERCIAL BANK-F 97,800.00 153.20 10,261,866.12 9,215,023.23 1,046,842.89 240469 1/05/11 THB 104.974 30.160 340,247.55 292,740.97 47,506.58
SALE 12/30/10 60 PTT PUBLIC COMPANY THB 28,000.00 8,992,911.98 8,959,262.40 33,649.58 254931 12/30/10 THB 321.175 30.173 298,045.56 296,772.68 1,272.88
SALE 12/30/10 60 PTT PUBLIC COMPANY THB 8,100.00 2,601,520.97 2,591,786.62 9,734.35 254931 12/30/10 THB 321.175 30.173 86,220.32 85,852.10 368.22
SALE 12/30/10 60 SIAM COMMERCIAL BANK-F 78,300.00 813.77 8,151,326.32 7,377,671.97 773,654.35 240469 1/06/11 THB 104.417 30.145 270,403.93 234,372.37 36,031.56 ------710,900.00 3,676.16 122,772,626.76 118,141,040.69 4,631,586.07 4,069,395.90 3,852,599.76 216,796.14 16 TRANSACTIONS IN COUNTRY: THAILAND (6550)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/09/10 60 BANCO BRADESCO S A ADR 10,400.00 367.41 201,018.19 131,450.68 69,567.51 243721 12/14/10 USD 19.364 1.000 201,018.19 131,450.68 69,567.51
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/10/10 60 BANCO BRADESCO S A ADR 11,100.00 392.12 213,503.77 140,298.32 73,205.45 243721 12/15/10 USD 19.270 1.000 213,503.77 140,298.32 73,205.45
SALE 12/13/10 60 BANCO BRADESCO S A ADR 11,100.00 392.19 217,611.81 140,298.33 77,313.48 243721 12/16/10 USD 19.640 1.000 217,611.81 140,298.33 77,313.48
SALE 12/14/10 60 BANCO BRADESCO S A ADR 7,200.00 254.41 141,916.79 91,004.32 50,912.47 243721 12/17/10 USD 19.746 1.000 141,916.79 91,004.32 50,912.47
SALE 12/15/10 60 BANCO BRADESCO S A ADR 1,100.00 38.87 21,521.79 13,903.44 7,618.35 243721 12/20/10 USD 19.601 1.000 21,521.79 13,903.44 7,618.35
SALE 12/16/10 60 BANCO BRADESCO S A ADR 2,700.00 95.39 52,083.73 34,126.62 17,957.11 243721 12/21/10 USD 19.326 1.000 52,083.73 34,126.62 17,957.11
SALE 12/16/10 60 BANCO BRADESCO S A ADR 900.00 31.80 17,428.20 11,375.54 6,052.66 243721 12/21/10 USD 19.400 1.000 17,428.20 11,375.54 6,052.66
SALE 12/17/10 60 BANCO BRADESCO S A ADR 14,800.00 522.82 284,254.34 187,064.43 97,189.91 243721 12/22/10 USD 19.242 1.000 284,254.34 187,064.43 97,189.91
SALE 12/17/10 60 BANCO BRADESCO S A ADR 10,000.00 203.25 192,290.75 126,394.89 65,895.86 243721 12/22/10 USD 19.249 1.000 192,290.75 126,394.89 65,895.86
SALE 12/20/10 60 BANCO BRADESCO S A ADR 14,300.00 505.12 272,577.69 180,744.69 91,833.00 243721 12/23/10 USD 19.097 1.000 272,577.69 180,744.69 91,833.00
SALE 12/21/10 60 BANCO BRADESCO S A ADR 15,800.00 558.21 307,279.51 199,703.92 107,575.59 243721 12/27/10 USD 19.483 1.000 307,279.51 199,703.92 107,575.59
SALE 12/22/10 60 BANCO BRADESCO S A ADR 21,523.00 760.47 422,745.45 272,039.71 150,705.74 243721 12/28/10 USD 19.677 1.000 422,745.45 272,039.71 150,705.74 ------120,923.00 4,122.06 2,344,232.02 1,528,404.89 815,827.13 2,344,232.02 1,528,404.89 815,827.13 12 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: 41 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/06/10 60 AMERICA MOVIL ADR 3,300.00 69.19 188,913.56 155,830.11 33,083.45 239497 12/09/10 USD 57.268 1.000 188,913.56 155,830.11 33,083.45
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/07/10 60 AMERICA MOVIL ADR 2,200.00 46.13 126,276.55 103,886.74 22,389.81 239497 12/10/10 USD 57.419 1.000 126,276.55 103,886.74 22,389.81
SALE 12/08/10 60 AMERICA MOVIL ADR 2,700.00 56.59 153,398.45 127,497.36 25,901.09 239497 12/13/10 USD 56.835 1.000 153,398.45 127,497.36 25,901.09
SALE 12/09/10 60 AMERICA MOVIL ADR 2,700.00 56.56 151,131.56 127,497.36 23,634.20 239497 12/14/10 USD 55.996 1.000 151,131.56 127,497.36 23,634.20
SALE 12/10/10 60 AMERICA MOVIL ADR 2,700.00 56.59 152,723.18 127,497.36 25,225.82 239497 12/15/10 USD 56.585 1.000 152,723.18 127,497.36 25,225.82
SALE 12/13/10 60 AMERICA MOVIL ADR 2,700.00 56.61 154,109.88 127,497.36 26,612.52 239497 12/16/10 USD 57.099 1.000 154,109.88 127,497.36 26,612.52
SALE 12/14/10 60 AMERICA MOVIL ADR 2,700.00 56.61 154,462.23 127,497.36 26,964.87 239497 12/17/10 USD 57.229 1.000 154,462.23 127,497.36 26,964.87
SALE 12/15/10 60 AMERICA MOVIL ADR 1,000.00 20.96 56,983.54 47,221.24 9,762.30 239497 12/20/10 USD 57.005 1.000 56,983.54 47,221.24 9,762.30
SALE 12/16/10 60 AMERICA MOVIL ADR 3,500.00 125.83 196,782.42 165,274.36 31,508.06 239497 12/21/10 USD 56.260 1.000 196,782.42 165,274.36 31,508.06
SALE 12/17/10 60 AMERICA MOVIL ADR 2,100.00 44.01 118,667.73 99,164.61 19,503.12 239497 12/22/10 USD 56.529 1.000 118,667.73 99,164.61 19,503.12
SALE 12/20/10 60 AMERICA MOVIL ADR 600.00 21.57 33,915.63 28,332.75 5,582.88 239497 12/23/10 USD 56.562 1.000 33,915.63 28,332.75 5,582.88
SALE 12/21/10 60 AMERICA MOVIL ADR 4,000.00 143.86 228,065.34 188,884.98 39,180.36 239497 12/27/10 USD 57.052 1.000 228,065.34 188,884.98 39,180.36
SALE 12/22/10 60 AMERICA MOVIL ADR 900.00 32.36 51,055.51 42,499.12 8,556.39 239497 12/28/10 USD 56.764 1.000 51,055.51 42,499.12 8,556.39
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: 42 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/23/10 60 AMERICA MOVIL ADR 2,700.00 97.10 153,467.56 127,497.36 25,970.20 239497 12/29/10 USD 56.876 1.000 153,467.56 127,497.36 25,970.20 ------33,800.00 883.97 1,919,953.14 1,596,078.07 323,875.07 1,919,953.14 1,596,078.07 323,875.07 14 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 12/08/10 60 WIMM-BILL-DANN FOODS O 17,700.00 363.56 565,080.64 274,701.03 290,379.61 244811 12/13/10 USD 31.946 1.000 565,080.64 274,701.03 290,379.61
SALE 12/09/10 60 WIMM-BILL-DANN FOODS O 4,600.00 94.48 146,557.20 71,391.23 75,165.97 244811 12/14/10 USD 31.881 1.000 146,557.20 71,391.23 75,165.97
SALE 12/10/10 60 WIMM-BILL-DANN FOODS O 2,500.00 51.35 79,783.90 38,799.58 40,984.32 244811 12/15/10 USD 31.934 1.000 79,783.90 38,799.58 40,984.32
SALE 12/13/10 60 WIMM-BILL-DANN FOODS O 9,300.00 191.02 296,999.78 144,334.44 152,665.34
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
244811 12/16/10 USD 31.956 1.000 296,999.78 144,334.44 152,665.34
SALE 12/14/10 60 WIMM-BILL-DANN FOODS O 3,800.00 78.05 121,451.27 58,975.36 62,475.91 244811 12/17/10 USD 31.981 1.000 121,451.27 58,975.36 62,475.91 ------37,900.00 778.46 1,209,872.79 588,201.64 621,671.15 1,209,872.79 588,201.64 621,671.15 5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 12/07/10 60 TATA MOTORS LTD 29,900.00 1,061.82 905,183.26 427,612.36 477,570.90 249599 12/10/10 USD 30.309 1.000 905,183.26 427,612.36 477,570.90
SALE 12/13/10 60 STATE BANK OF INDIA SP 7,552.00 302.08 920,292.76 1,100,126.75 - 179,833.99 253823 12/16/10 USD 121.901 1.000 920,292.76 1,100,126.75 - 179,833.99
SALE 12/21/10 60 TATA MOTORS LTD 11,500.00 235.93 350,432.42 164,466.29 185,966.13 249599 12/27/10 USD 30.493 1.000 350,432.42 164,466.29 185,966.13
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 12/22/10 60 TATA MOTORS LTD 9,100.00 323.30 278,399.69 130,142.89 148,256.80 249599 12/28/10 USD 30.629 1.000 278,399.69 130,142.89 148,256.80
SALE 12/28/10 60 TATA PWR CO LTD GDR RE 6,204.00 183,018.00 171,034.21 11,983.79 250593 12/31/10 USD 29.500 1.000 183,018.00 171,034.21 11,983.79
SALE 12/28/10 60 TATA PWR CO LTD GDR RE 5,261.00 154,147.30 145,037.23 9,110.07 250593 12/31/10 USD 29.300 1.000 154,147.30 145,037.23 9,110.07
SALE 12/29/10 60 TATA PWR CO LTD GDR RE 6,124.00 181,882.80 168,828.73 13,054.07 250593 1/03/11 USD 29.700 1.000 181,882.80 168,828.73 13,054.07 ------75,641.00 1,923.13 2,973,356.23 2,307,248.46 666,107.77 2,973,356.23 2,307,248.46 666,107.77 7 TRANSACTIONS IN COUNTRY: INDIA (9980)
------12,667,896.00 47,183.40 17585324134.24 11688527224.03 5896796910.21 30,007,599.34 23,476,137.25 6,531,462.09 161 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
SALE 12/17/10 60 BANCO BRADESCO SA PREF 13,200.00 745.24 424,538.71 276,624.62 147,914.09 244138 12/22/10 BRL 32.259 1.714 247,667.19 119,783.26 127,883.93
SALE 12/20/10 60 BANCO BRADESCO SA PREF 3,800.00 212.46 120,768.44 79,634.36 41,134.08 244138 12/23/10 BRL 31.877 1.710 70,608.30 34,483.06 36,125.24
SALE 12/21/10 60 BANCO BRADESCO SA PREF 19,800.00 1,126.50 635,218.95 414,936.94 220,282.01 244138 12/27/10 BRL 32.178 1.697 374,373.92 179,674.90 194,699.02
SALE 12/22/10 60 BANCO BRADESCO SA PREF 7,123.00 408.43 230,518.94 149,272.51 81,246.43 244138 12/28/10 BRL 32.460 1.698 135,735.11 64,637.59 71,097.52 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
43,923.00 2,492.63 1,411,045.04 920,468.43 490,576.61 828,384.52 398,578.81 429,805.71 4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
------43,923.00 2,492.63 1,411,045.04 920,468.43 490,576.61 828,384.52 398,578.81 429,805.71 4 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 ------
------12,711,819.00 49,676.03 17586735179.28 11689447692.46 5897287486.82 30,835,983.86 23,874,716.06 6,961,267.80 165 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
------19,137,284.00 124,861.52 20181528735.74 14284241248.92 5897287486.82 60,399,888.58 53,438,620.78 6,961,267.80 309 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: 45 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/23/10 60 ORIFLAME COSMETICS SA- 101.00 8.26 35,525.90 35,525.90 239833 12/29/10 SEK 351.180 6.868 5,172.44 5,172.44
PUR 12/27/10 60 ORIFLAME COSMETICS SA- 66.00 5.43 23,267.43 23,267.43 239833 12/30/10 SEK 351.974 6.844 3,399.81 3,399.81
PUR 12/28/10 60 ORIFLAME COSMETICS SA- 38.00 3.13 13,423.26 13,423.26 239833 1/03/11 SEK 352.679 6.861 1,956.59 1,956.59
PUR 12/29/10 60 ORIFLAME COSMETICS SA- 63.00 5.21 22,327.50 22,327.50 239833 1/04/11 SEK 353.839 6.847 3,261.01 3,261.01
PUR 12/30/10 60 ORIFLAME COSMETICS SA- 81.00 6.85 28,981.52 28,981.52 239833 1/05/11 SEK 357.225 6.764 4,284.77 4,284.77 ------349.00 28.88 123,525.61 123,525.61 18,074.62 18,074.62 5 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 12/01/10 60 OTP BANK PLC 8,098.00 581.20 41,710,064.69 41,710,064.69 252266 12/06/10 HUF 5135.25 214.652 194,314.73 194,314.73
PUR 12/02/10 60 OTP BANK PLC 4,626.00 343.39 24,236,934.01 24,236,934.01 252266 12/07/10 HUF 5223.61 211.113 114,805.58 114,805.58
PUR 12/03/10 60 OTP BANK PLC 6,022.00 459.29 31,860,619.72 31,860,619.72 252266 12/08/10 HUF 5274.87 207.484 153,557.25 153,557.25
PUR 12/06/10 60 OTP BANK PLC 10,457.00 767.99 54,194,023.39 54,194,023.39 252266 12/09/10 HUF 5167.05 211.064 256,765.95 256,765.95
PUR 12/07/10 60 OTP BANK PLC 513.00 39.02 2,719,420.06 2,719,420.06 252266 12/10/10 HUF 5285.15 208.438 13,046.66 13,046.66
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
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/08/10 60 OTP BANK PLC 2,466.00 185.30 13,048,305.04 13,048,305.04 252266 12/13/10 HUF 5275.45 210.621 61,951.62 61,951.62
PUR 12/10/10 60 OTP BANK PLC 3,513.00 264.17 18,605,088.23 18,605,088.23 252266 12/15/10 HUF 5280.22 210.650 88,322.38 88,322.38
PUR 12/13/10 60 OTP BANK PLC 2,139.00 163.86 11,322,635.17 11,322,635.17 252266 12/16/10 HUF 5277.59 206.678 54,783.97 54,783.97
PUR 12/14/10 60 OTP BANK PLC 1,498.00 115.21 7,909,774.49 7,909,774.49 252266 12/17/10 HUF 5264.43 205.346 38,519.22 38,519.22
PUR 12/14/10 60 OTP BANK PLC 2,429.00 43.52 12,776,577.25 12,776,577.25 252266 12/17/10 HUF 5256.33 205.346 62,219.71 62,219.71
PUR 12/15/10 60 OTP BANK PLC 2,434.00 185.48 12,809,023.33 12,809,023.33 252266 12/20/10 HUF 5246.80 206.561 62,010.88 62,010.88
PUR 12/16/10 60 OTP BANK PLC 2,301.00 173.94 12,099,179.40 12,099,179.40 252266 12/21/10 HUF 5242.49 208.060 58,152.30 58,152.30
PUR 12/17/10 60 OTP BANK PLC 3,766.00 285.78 19,873,679.27 19,873,679.27 252266 12/22/10 HUF 5261.34 208.004 95,544.79 95,544.79
PUR 12/20/10 60 OTP BANK PLC 720.00 53.63 3,792,228.25 3,792,228.25 252266 12/23/10 HUF 5251.23 211.492 17,930.84 17,930.84
PUR 12/27/10 60 OTP BANK PLC 1,961.00 142.88 10,132,122.41 10,132,122.41 252266 12/30/10 HUF 5151.36 212.102 47,769.99 47,769.99
PUR 12/28/10 60 OTP BANK PLC 2,856.00 208.85 14,843,193.06 14,843,193.06 252266 12/31/10 HUF 5181.65 212.572 69,826.53 69,826.53
PUR 12/29/10 60 OTP BANK PLC 598.00 43.47 3,093,359.58 3,093,359.58 252266 1/03/11 HUF 5157.37 212.842 14,533.59 14,533.59 ------56,397.00 4,056.98 295,026,227.35 295,026,227.35 1,404,055.99 1,404,055.99 17 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/23/10 60 AKBANK TAS TRY 1.0 43,685.00 595.22 370,008.54 370,008.54 244496 12/27/10 TRY 8.449 1.550 238,684.39 238,684.39
PUR 12/23/10 60 TURKCELL ILETISIM HIZM 54,044.00 918.06 570,690.24 570,690.24 239834 12/27/10 TRY 10.533 1.550 368,139.75 368,139.75
PUR 12/24/10 60 AKBANK TAS TRY 1.0 1,315.00 18.17 11,276.50 11,276.50 244496 12/28/10 TRY 8.554 1.547 7,288.09 7,288.09
PUR 12/24/10 60 TURKCELL ILETISIM HIZM 6,323.00 108.81 67,508.30 67,508.30 239834 12/28/10 TRY 10.650 1.547 43,631.15 43,631.15
PUR 12/27/10 60 AKBANK TAS TRY 1.0 18,508.00 254.62 158,065.68 158,065.68 244496 12/29/10 TRY 8.519 1.548 102,103.02 102,103.02
PUR 12/27/10 60 TURKCELL ILETISIM HIZM 21,078.00 360.21 223,613.47 223,613.47 239834 12/29/10 TRY 10.582 1.548 144,443.81 144,443.81
PUR 12/28/10 60 AKBANK TAS TRY 1.0 28,459.00 397.16 248,431.96 248,431.96 244496 12/30/10 TRY 8.708 1.560 159,261.47 159,261.47
PUR 12/28/10 60 TURKCELL ILETISIM HIZM 33,894.00 575.74 360,137.22 360,137.22 239834 12/30/10 TRY 10.599 1.560 230,871.99 230,871.99
PUR 12/29/10 60 AKBANK TAS TRY 1.0 24,506.00 341.62 214,219.18 214,219.18 244496 12/31/10 TRY 8.720 1.564 136,990.68 136,990.68
PUR 12/29/10 60 TURKCELL ILETISIM HIZM 25,422.00 431.02 270,274.31 270,274.31 239834 12/31/10 TRY 10.605 1.564 172,837.29 172,837.29
PUR 12/30/10 60 AKBANK TAS TRY 1.0 16,776.00 237.34 147,811.20 147,811.20 244496 1/03/11 TRY 8.789 1.553 95,171.72 95,171.72
PUR 12/30/10 60 TURKCELL ILETISIM HIZM 17,795.00 308.04 191,840.50 191,840.50
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239834 1/03/11 TRY 10.754 1.553 123,521.02 123,521.02
PUR 12/31/10 60 TURKCELL ILETISIM HIZM 8,963.00 156.52 96,593.13 96,593.13 239834 1/04/11 TRY 10.750 1.539 62,763.57 62,763.57 ------300,768.00 4,702.53 2,930,470.23 2,930,470.23 1,885,707.95 1,885,707.95 13 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 WEICHAI POWER CO LTD H 12,000.00 179.64 669,763.60 669,763.60 253302 12/03/10 HKD 55.697 7.768 86,218.08 86,218.08
PUR 12/02/10 60 WEICHAI POWER CO LTD H 2,000.00 31.39 117,023.91 117,023.91 253302 12/06/10 HKD 58.390 7.768 15,064.87 15,064.87
PUR 12/06/10 60 WEICHAI POWER CO LTD H 2,000.00 29.84 111,175.69 111,175.69 253302 12/08/10 HKD 55.472 7.762 14,322.24 14,322.24
PUR 12/07/10 60 WEICHAI POWER CO LTD H 66,000.00 975.63 3,635,066.79 3,635,066.79 253302 12/09/10 HKD 54.962 7.763 468,252.40 468,252.40
PUR 12/08/10 60 CHINA CONSTRUCTION 488,957.00 2,141,631.66 2,141,631.66 251606 12/08/10 HKD LFY11- 4.380 7.763 275,875.03 275,875.03
PUR 12/08/10 60 WEICHAI POWER CO LTD H 16,000.00 238.60 889,525.77 889,525.77 253302 12/10/10 HKD 55.480 7.768 114,516.72 114,516.72
PUR 12/09/10 60 WEICHAI POWER CO LTD H 12,000.00 175.13 653,293.27 653,293.27 253302 12/13/10 HKD 54.328 7.772 84,055.13 84,055.13
PUR 12/09/10 60 WEICHAI POWER CO LTD H 2,000.00 29.06 108,916.65 108,916.65 253302 12/13/10 HKD 54.345 7.772 14,013.62 14,013.62
PUR 12/10/10 60 WEICHAI POWER CO LTD H 6,000.00 86.34 322,164.63 322,164.63 253302 12/14/10 HKD 53.582 7.775 41,437.03 41,437.03
PUR 12/13/10 60 WEICHAI POWER CO LTD H 4,000.00 59.00 220,238.85 220,238.85 253302 12/15/10 HKD 54.945 7.777 28,318.16 28,318.16
PUR 12/14/10 60 WEICHAI POWER CO LTD H 2,000.00 29.57 110,317.03 110,317.03 253302 12/16/10 HKD 55.044 7.773 14,192.70 14,192.70
PUR 12/16/10 60 WEICHAI POWER CO LTD H 6,000.00 90.49 337,768.30 337,768.30 253302 12/20/10 HKD 56.177 7.778 43,427.51 43,427.51
PUR 12/17/10 60 WEICHAI POWER CO LTD H 10,000.00 145.57 543,424.02 543,424.02 253302 12/21/10 HKD 54.229 7.778 69,865.01 69,865.01
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: 49 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 WEICHAI POWER CO LTD H 4,000.00 56.45 210,735.97 210,735.97 253302 12/22/10 HKD 52.574 7.779 27,091.76 27,091.76
PUR 12/24/10 60 WEICHAI POWER CO LTD H 12,000.00 167.51 625,492.42 625,492.42 253302 12/29/10 HKD 52.016 7.780 80,396.97 80,396.97
PUR 12/28/10 60 WEICHAI POWER CO LTD H 7,500.00 100.04 373,584.33 373,584.33 253302 12/30/10 HKD 49.707 7.781 48,014.54 48,014.54 ------652,457.00 2,394.26 11,070,122.89 11,070,122.89 1,425,061.77 1,425,061.77 16 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 12/01/10 60 KB FINANCIAL GROUP INC 6,970.00 811.55 374,722,421.00 374,722,421.00 254614 12/03/10 KRW 53628.1 1151.45 325,435.25 325,435.25
PUR 12/02/10 60 KB FINANCIAL GROUP INC 10,210.00 588.18 563,757,198.00 563,757,198.00 254614 12/06/10 KRW 55150.0 1148.80 490,735.72 490,735.72
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PUR 12/03/10 60 KB FINANCIAL GROUP INC 3,390.00 179.33 185,827,524.00 185,827,524.00 254614 12/07/10 KRW 54756.1 1138.55 163,214.20 163,214.20
PUR 12/06/10 60 KB FINANCIAL GROUP INC 2,710.00 331.56 150,657,394.00 150,657,394.00 254614 12/08/10 KRW 55454.4 1133.15 132,954.50 132,954.50
PUR 12/07/10 60 KB FINANCIAL GROUP INC 3,410.00 421.79 191,355,450.00 191,355,450.00 254614 12/09/10 KRW 55976.0 1131.35 169,139.04 169,139.04
PUR 12/08/10 60 KB FINANCIAL GROUP INC 5,060.00 617.48 283,735,924.00 283,735,924.00 254614 12/10/10 KRW 55934.4 1145.90 247,609.67 247,609.67
PUR 12/09/10 60 KB FINANCIAL GROUP INC 2,340.00 126.70 131,383,707.00 131,383,707.00 254614 12/13/10 KRW 56085.1 1139.40 115,309.56 115,309.56
PUR 12/10/10 60 KB FINANCIAL GROUP INC 2,980.00 162.48 169,122,442.00 169,122,442.00 254614 12/14/10 KRW 56690.1 1143.70 147,873.08 147,873.08
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/13/10 60 KB FINANCIAL GROUP INC 6,080.00 310.48 356,161,632.00 356,161,632.00 254614 12/15/10 KRW 58520.6 1146.00 310,786.76 310,786.76
PUR 12/14/10 60 KB FINANCIAL GROUP INC 6,270.00 259.62 370,375,894.00 370,375,894.00 254614 12/16/10 KRW 59023.8 1140.35 324,791.42 324,791.42
PUR 12/15/10 60 KB FINANCIAL GROUP INC 5,200.00 293.02 307,994,297.00 307,994,297.00 254614 12/17/10 KRW 59164.5 1154.95 266,673.27 266,673.27
PUR 12/16/10 60 KB FINANCIAL GROUP INC 15,700.00 1,981.03 915,817,348.00 915,817,348.00 254614 12/20/10 KRW 58186.8 1152.85 794,394.20 794,394.20 ------70,320.00 6,083.224,000,911,231.00 4,000,911,231.00 3,488,916.67 3,488,916.67 12 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/01/10 60 BIDVEST GROUP LTD COMM 85.00 1.28 12,920.23 12,920.23 254406 12/08/10 ZAR 151.896 7.046 1,833.66 1,833.66
PUR 12/01/10 60 BIDVEST GROUP LTD COMM 750.00 72.47 113,984.82 113,984.82 254406 12/08/10 ZAR 151.299 7.046 16,176.89 16,176.89
PUR 12/03/10 60 BIDVEST GROUP LTD COMM 438.00 44.41 68,035.75 68,035.75 254406 12/10/10 ZAR 154.637 6.863 9,913.99 9,913.99
PUR 12/06/10 60 BIDVEST GROUP LTD COMM 5,436.00 561.98 863,572.07 863,572.07 254406 12/13/10 ZAR 158.150 6.884 125,446.26 125,446.26
PUR 12/13/10 60 BIDVEST GROUP LTD COMM 2,757.00 43.56 426,835.56 426,835.56 254406 12/21/10 ZAR 154.711 6.856 62,254.96 62,254.96
PUR 12/28/10 60 BIDVEST GROUP LTD COMM 1,181.00 55.57 186,678.45 186,678.45 254406 1/04/11 ZAR 157.753 6.688 27,912.24 27,912.24
PUR 12/29/10 60 BIDVEST GROUP LTD COMM 1,068.00 50.83 169,685.72 169,685.72 254406 1/05/11 ZAR 158.565 6.647 25,529.13 25,529.13
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/30/10 60 BIDVEST GROUP LTD COMM 3,815.00 180.85 605,484.85 605,484.85 254406 1/06/11 ZAR 158.396 6.666 90,831.13 90,831.13
PUR 12/31/10 60 BIDVEST GROUP LTD COMM 3,694.00 175.06 581,682.45 581,682.45 254406 1/07/11 ZAR 157.153 6.616 87,923.89 87,923.89 ------19,224.00 1,186.01 3,028,879.90 3,028,879.90 447,822.15 447,822.15 9 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 12/02/10 60 CIA SIDERBURGICA NACL 5,900.00 236.00 95,874.41 95,874.41 250732 12/07/10 USD 16.210 1.000 95,874.41 95,874.41
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PUR 12/02/10 60 REDECARD SA 4,700.00 84.85 107,513.56 107,513.56 240065 12/07/10 BRL 22.845 1.702 63,170.81 63,170.81
PUR 12/03/10 60 CIA SIDERBURGICA NACL 12,300.00 492.00 200,448.18 200,448.18 250732 12/08/10 USD 16.257 1.000 200,448.18 200,448.18
PUR 12/03/10 60 REDECARD SA 1,900.00 73.08 43,529.56 43,529.56 240065 12/08/10 BRL 22.845 1.690 25,761.71 25,761.71
PUR 12/07/10 60 REDECARD SA 7,500.00 287.94 170,342.50 170,342.50 240065 12/10/10 BRL 22.648 1.678 101,497.05 101,497.05
PUR 12/08/10 60 REDECARD SA 3,600.00 134.37 80,136.54 80,136.54 240065 12/13/10 BRL 22.197 1.692 47,363.42 47,363.42
PUR 12/09/10 60 CIELO SA (FMLY COMP BR 30,700.00 644.28 440,021.35 440,021.35 247595 12/14/10 BRL 14.297 1.703 258,357.37 258,357.37
PUR 12/09/10 60 REDECARD SA 15,600.00 567.12 340,471.81 340,471.81 240065 12/14/10 BRL 21.763 1.703 199,907.12 199,907.12
PUR 12/10/10 60 CIA SIDERBURGICA NACL 2,200.00 88.00 35,800.38 35,800.38 250732 12/15/10 USD 16.233 1.000 35,800.38 35,800.38
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/10/10 60 CIELO SA (FMLY COMP BR 8,300.00 169.08 116,495.49 116,495.49 247595 12/15/10 BRL 14.001 1.718 67,802.86 67,802.86
PUR 12/10/10 60 REDECARD SA 2,300.00 81.88 49,587.69 49,587.69 240065 12/15/10 BRL 21.499 1.718 28,861.09 28,861.09
PUR 12/13/10 60 CIA SIDERBURGICA NACL 3,400.00 136.00 57,650.74 57,650.74 250732 12/16/10 USD 16.916 1.000 57,650.74 57,650.74
PUR 12/13/10 60 CIELO SA (FMLY COMP BR 12,100.00 282.37 169,585.86 169,585.86 247595 12/16/10 BRL 13.976 1.704 99,533.90 99,533.90
PUR 12/13/10 60 REDECARD SA 1,200.00 30.48 26,018.97 26,018.97 240065 12/16/10 BRL 21.639 1.704 15,271.14 15,271.14
PUR 12/14/10 60 CIELO SA (FMLY COMP BR 3,600.00 84.31 50,467.57 50,467.57 247595 12/17/10 BRL 13.979 1.698 29,719.15 29,719.15
PUR 12/14/10 60 REDECARD SA 4,800.00 122.29 104,035.50 104,035.50 240065 12/17/10 BRL 21.631 1.698 61,264.02 61,264.02
PUR 12/15/10 60 CIA SIDERBURGICA NACL 8,300.00 332.00 136,092.61 136,092.61 250732 12/20/10 USD 16.357 1.000 136,092.61 136,092.61
PUR 12/16/10 60 CIA SIDERBURGICA NACL 1,500.00 60.00 24,417.15 24,417.15 250732 12/21/10 USD 16.238 1.000 24,417.15 24,417.15
PUR 12/16/10 60 CIELO SA (FMLY COMP BR 13,500.00 271.33 186,089.06 186,089.06 247595 12/21/10 BRL 13.750 1.710 108,804.92 108,804.92
PUR 12/16/10 60 REDECARD SA 6,700.00 167.72 143,709.73 143,709.73 240065 12/21/10 BRL 21.406 1.710 84,026.04 84,026.04
PUR 12/17/10 60 CIA SIDERBURGICA NACL 4,300.00 172.00 69,891.34 69,891.34 250732 12/22/10 USD 16.214 1.000 69,891.34 69,891.34
PUR 12/17/10 60 CIELO SA (FMLY COMP BR 11,900.00 232.11 159,547.28 159,547.28 247595 12/22/10 BRL 13.374 1.714 93,076.62 93,076.62
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/17/10 60 REDECARD SA 5,600.00 90.43 115,403.01 115,403.01 240065 12/22/10 BRL 20.580 1.714 67,323.75 67,323.75
PUR 12/17/10 60 REDECARD SA 13,800.00 472.76 285,660.33 285,660.33 240065 12/22/10 BRL 20.641 1.714 166,648.39 166,648.39
PUR 12/20/10 60 CIELO SA (FMLY COMP BR 1,100.00 21.83 14,969.72 14,969.72 247595 12/23/10 BRL 13.575 1.710 8,752.17 8,752.17
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PUR 12/20/10 60 REDECARD SA 300.00 10.31 6,213.71 6,213.71 240065 12/23/10 BRL 20.654 1.710 3,632.90 3,632.90
PUR 12/21/10 60 ELETROPAULO METROP PRE 89,100.00 2,513,753.00 2,513,753.00 254949 12/27/10 BRL 28.213 2.143 1,172,895.39 1,172,895.39
PUR 12/23/10 60 CIA SIDERBURGICA NACL 5,100.00 204.00 83,051.46 83,051.46 250732 12/29/10 USD 16.245 1.000 83,051.46 83,051.46
PUR 12/23/10 60 CIELO SA (FMLY COMP BR 800.00 8.41 10,609.62 10,609.62 247595 12/29/10 BRL 13.244 1.697 6,253.46 6,253.46
PUR 12/23/10 60 REDECARD SA 1,900.00 31.10 39,279.59 39,279.59 240065 12/29/10 BRL 20.646 1.697 23,151.95 23,151.95
PUR 12/27/10 60 CIELO SA (FMLY COMP BR 6,400.00 124.57 84,452.52 84,452.52 247595 12/30/10 BRL 13.163 1.691 49,954.17 49,954.17
PUR 12/27/10 60 REDECARD SA 3,600.00 125.03 74,510.70 74,510.70 240065 12/30/10 BRL 20.639 1.691 44,073.52 44,073.52
PUR 12/28/10 60 CIELO SA (FMLY COMP BR 3,000.00 58.69 39,698.40 39,698.40 247595 1/03/11 BRL 13.200 1.687 23,534.74 23,534.74
PUR 12/28/10 60 COMPANHIA DE BEBIDAS P 1,100.00 44.00 33,075.13 33,075.13 254974 12/31/10 USD 30.028 1.000 33,075.13 33,075.13
PUR 12/28/10 60 REDECARD SA 3,200.00 110.16 65,501.02 65,501.02 240065 1/03/11 BRL 20.411 1.687 38,831.53 38,831.53
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 CIELO SA (FMLY COMP BR 8,400.00 164.76 111,157.20 111,157.20 247595 1/04/11 BRL 13.200 1.682 66,068.65 66,068.65
PUR 12/29/10 60 COMPANHIA DE BEBIDAS P 100.00 4.00 3,021.53 3,021.53 254974 1/03/11 USD 30.175 1.000 3,021.53 3,021.53
PUR 12/29/10 60 REDECARD SA 400.00 13.87 8,222.85 8,222.85 240065 1/04/11 BRL 20.499 1.682 4,887.43 4,887.43 ------310,200.00 6,233.13 6,296,307.07 6,296,307.07 3,699,748.20 3,699,748.20 38 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 12/23/10 60 NETEASE COM INC USD 0. 600.00 10.50 21,611.82 21,611.82 247975 12/29/10 USD 36.002 1.000 21,611.82 21,611.82
PUR 12/27/10 60 NETEASE COM INC USD 0. 100.00 1.75 3,589.38 3,589.38 247975 12/30/10 USD 35.876 1.000 3,589.38 3,589.38
PUR 12/28/10 60 NETEASE COM INC USD 0. 200.00 3.50 7,198.10 7,198.10 247975 12/31/10 USD 35.973 1.000 7,198.10 7,198.10
PUR 12/29/10 60 NETEASE COM INC USD 0. 600.00 10.50 21,560.28 21,560.28 247975 1/03/11 USD 35.916 1.000 21,560.28 21,560.28
PUR 12/30/10 60 NETEASE COM INC USD 0. 1,500.00 26.25 55,086.90 55,086.90 247975 1/04/11 USD 36.707 1.000 55,086.90 55,086.90
PUR 12/31/10 60 NETEASE COM INC USD 0. 6,300.00 252.00 230,068.44 230,068.44 247975 1/05/11 USD 36.479 1.000 230,068.44 230,068.44
PUR 12/31/10 60 NETEASE COM INC USD 0. 1,200.00 21.00 44,088.60 44,088.60 247975 1/05/11 USD 36.723 1.000 44,088.60 44,088.60 ------10,500.00 325.50 383,203.52 383,203.52 383,203.52 383,203.52 7 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
PUR 12/07/10 60 PHILIPPINE LONG DIST - 300.00 12.00 16,505.88 16,505.88 240079 12/10/10 USD 54.980 1.000 16,505.88 16,505.88
PUR 12/07/10 60 PHILIPPINE LONG DIST - 1,000.00 20.00 55,022.40 55,022.40 240079 12/10/10 USD 55.002 1.000 55,022.40 55,022.40
PUR 12/08/10 60 PHILIPPINE LONG DIST - 100.00 4.00 5,501.01 5,501.01 240079 12/13/10 USD 54.970 1.000 5,501.01 5,501.01
PUR 12/23/10 60 PHILIPPINE LONG DIST - 100.00 1.75 5,772.96 5,772.96 240079 12/29/10 USD 57.712 1.000 5,772.96 5,772.96
PUR 12/30/10 60 PHILIPPINE LONG DIST - 200.00 4.00 11,506.00 11,506.00 240079 1/04/11 USD 57.510 1.000 11,506.00 11,506.00
PUR 12/30/10 60 PHILIPPINE LONG DIST - 100.00 1.75 5,750.53 5,750.53 240079 1/04/11 USD 57.488 1.000 5,750.53 5,750.53 ------1,800.00 43.50 100,058.78 100,058.78 100,058.78 100,058.78 6 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 12/01/10 60 MOBILE TELESYSTEMS OJS 4,300.00 172.00 90,844.38 90,844.38 240075 12/06/10 USD 21.087 1.000 90,844.38 90,844.38
PUR 12/02/10 60 MOBILE TELESYSTEMS OJS 4,600.00 184.00 96,803.78 96,803.78 240075 12/07/10 USD 21.004 1.000 96,803.78 96,803.78
PUR 12/03/10 60 MOBILE TELESYSTEMS OJS 2,000.00 80.00 42,574.80 42,574.80 240075 12/08/10 USD 21.247 1.000 42,574.80 42,574.80
PUR 12/06/10 60 MOBILE TELESYSTEMS OJS 8,500.00 340.00 179,836.20 179,836.20 240075 12/09/10 USD 21.117 1.000 179,836.20 179,836.20 ------19,400.00 776.00 410,059.16 410,059.16 410,059.16 410,059.16 4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------1,441,415.00 25,830.014,320,280,085.51 4,320,280,085.51 13,262,708.81 13,262,708.81 127 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 ------1,441,415.00 25,830.014,320,280,085.51 4,320,280,085.51 13,262,708.81 13,262,708.81 127 "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: 57 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 FIRST QUANTUM MINERALS 200.00 5.88 22,026.74 13,601.47 8,425.27 248466 12/23/10 CAD 110.164 1.020 21,594.84 12,775.34 8,819.50
SALE 12/21/10 60 FIRST QUANTUM MINERALS 1,200.00 23.58 133,471.68 81,608.84 51,862.84 248466 12/24/10 CAD 111.246 1.018 131,118.11 76,652.06 54,466.05
SALE 12/21/10 60 FIRST QUANTUM MINERALS 6,500.00 191.56 717,197.65 442,047.86 275,149.79 248466 12/24/10 CAD 110.368 1.018 704,550.96 415,198.66 289,352.30
SALE 12/22/10 60 FIRST QUANTUM MINERALS 1,200.00 35.46 133,783.08 81,608.84 52,174.24
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
248466 12/29/10 CAD 111.516 1.015 131,760.56 76,652.06 55,108.50
SALE 12/23/10 60 FIRST QUANTUM MINERALS 200.00 .99 21,949.00 13,601.47 8,347.53 248466 12/30/10 CAD 109.750 1.011 21,719.86 12,775.34 8,944.52 ------9,300.00 257.47 1,028,428.15 632,468.48 395,959.67 1,010,744.33 594,053.46 416,690.87 5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 12/20/10 60 ADVANCED SEMICOND EN T 22,400.00 898.12 124,338.04 78,961.71 45,376.33 239874 12/23/10 USD 5.591 1.000 124,338.04 78,961.71 45,376.33
SALE 12/21/10 60 ADVANCED SEMICOND EN T 20,800.00 417.98 116,646.50 73,321.59 43,324.91 239874 12/27/10 USD 5.628 1.000 116,646.50 73,321.59 43,324.91
SALE 12/22/10 60 ADVANCED SEMICOND EN T 9,200.00 184.86 50,416.06 32,430.70 17,985.36 239874 12/28/10 USD 5.500 1.000 50,416.06 32,430.70 17,985.36
SALE 12/22/10 60 TAIWAN SEMICONDUCT ADS 133,200.00 2,358.70 1,636,547.42 1,338,618.98 297,928.44 240081 12/28/10 USD 12.304 1.000 1,636,547.42 1,338,618.98 297,928.44
SALE 12/23/10 60 ADVANCED SEMICOND EN T 36,000.00 723.36 197,615.04 126,902.75 70,712.29 239874 12/29/10 USD 5.509 1.000 197,615.04 126,902.75 70,712.29
SALE 12/23/10 60 TAIWAN SEMICONDUCT ADS 130,600.00 5,251.07 1,596,218.37 1,312,489.78 283,728.59 240081 12/29/10 USD 12.262 1.000 1,596,218.37 1,312,489.78 283,728.59
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: 58 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/27/10 60 ADVANCED SEMICOND EN T 21,900.00 385.30 120,504.89 77,199.17 43,305.72 239874 12/30/10 USD 5.520 1.000 120,504.89 77,199.17 43,305.72
SALE 12/27/10 60 TAIWAN SEMICONDUCT ADS 57,400.00 2,307.94 704,188.48 576,852.32 127,336.16 240081 12/30/10 USD 12.308 1.000 704,188.48 576,852.32 127,336.16
SALE 12/28/10 60 ADVANCED SEMICOND EN T 2,600.00 45.75 14,255.29 9,165.20 5,090.09 239874 12/31/10 USD 5.500 1.000 14,255.29 9,165.20 5,090.09
SALE 12/28/10 60 TAIWAN SEMICONDUCT ADS 7,000.00 281.46 85,820.64 70,347.84 15,472.80 240081 12/31/10 USD 12.300 1.000 85,820.64 70,347.84 15,472.80
SALE 12/29/10 60 TAIWAN SEMICONDUCT ADS 40,500.00 1,628.43 496,837.47 407,012.53 89,824.94 240081 1/03/11 USD 12.308 1.000 496,837.47 407,012.53 89,824.94
SALE 12/30/10 60 ADVANCED SEMICOND EN T 20,500.00 360.67 113,248.28 72,264.07 40,984.21 239874 1/04/11 USD 5.542 1.000 113,248.28 72,264.07 40,984.21
SALE 12/30/10 60 TAIWAN SEMICONDUCT ADS 33,890.00 1,362.69 417,592.27 340,584.06 77,008.21 240081 1/04/11 USD 12.362 1.000 417,592.27 340,584.06 77,008.21
SALE 12/31/10 60 ADVANCED SEMICOND EN T 48,800.00 858.70 276,988.98 172,023.73 104,965.25 239874 1/05/11 USD 5.694 1.000 276,988.98 172,023.73 104,965.25 ------584,790.00 17,065.03 5,951,217.73 4,688,174.43 1,263,043.30 5,951,217.73 4,688,174.43 1,263,043.30 14 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 12/08/10 60 CHINA CONSTRUCTION RTS 488,957.00 .01 .01 254664 12/08/10 HKD LFY11- 7.751 ------488,957.00 .01 .01
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] 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: 59 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 SHOUGANG CONCORD INTER 7,500.00 1.10 8,692.49 11,421.31 - 2,728.82 241650 12/03/10 HKD 1.160 7.768 1,118.98 1,469.17 - 350.19
SALE 12/02/10 60 SHOUGANG CONCORD INTER 8,500.00 1.29 10,179.79 12,944.16 - 2,764.37 241650 12/06/10 HKD 1.199 7.768 1,310.48 1,665.06 - 354.58
SALE 12/14/10 60 SHOUGANG CONCORD INTER 114,500.00 16.80 132,979.81 174,365.40 - 41,385.59 241650 12/16/10 HKD 1.163 7.773 17,108.35 22,429.39 - 5,321.04
SALE 12/15/10 60 SHOUGANG CONCORD INTER 48,500.00 7.21 57,116.67 73,857.83 - 16,741.16 241650 12/17/10 HKD 1.179 7.774 7,346.81 9,500.66 - 2,153.85
SALE 12/21/10 60 SHOUGANG CONCORD INTER 56,500.00 8.22 65,076.74 86,040.57 - 20,963.83 241650 12/23/10 HKD 1.153 7.774 8,370.91 11,067.78 - 2,696.87
SALE 12/22/10 60 SHOUGANG CONCORD INTER 19,500.00 2.85 22,580.68 29,695.42 - 7,114.74 241650 12/28/10 HKD 1.159 7.778 2,902.98 3,819.85 - 916.87
SALE 12/30/10 60 SHOUGANG CONCORD INTER 25,500.00 3.60 28,564.15 38,832.47 - 10,268.32 241650 1/04/11 HKD 1.121 7.781 3,670.97 4,995.19 - 1,324.22 ------280,500.00 41.07 325,190.33 427,157.16 - 101,966.83 41,829.48 54,947.10 - 13,117.62 7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 12/20/10 60 HYUNDAI MOBIS KRW 5000 716.00 146.08 209,277,079.00 146,570,766.76 62,706,312.24 251607 12/22/10 KRW 292521. 1150.45 181,908.89 130,617.20 51,291.69
SALE 12/21/10 60 HYUNDAI MOBIS KRW 5000 841.00 234.12 244,877,341.00 172,159,238.61 72,718,102.39 251607 12/23/10 KRW 291495. 1155.25 211,969.13 153,420.49 58,548.64
SALE 12/22/10 60 HYUNDAI MOBIS KRW 5000 777.00 158.36 227,570,520.00 159,057,941.03 68,512,578.97 251607 12/24/10 KRW 293118. 1154.05 197,192.95 141,745.21 55,447.74
SALE 12/23/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 205.48 293,974,559.00 204,707,774.81 89,266,784.19 251607 12/27/10 KRW 294210. 1148.90 255,874.80 182,426.26 73,448.54
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/24/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 384.22 293,486,053.00 204,707,774.81 88,778,278.19 251607 12/28/10 KRW 293928. 1150.95 254,994.62 182,426.26 72,568.36
SALE 12/27/10 60 HYUNDAI MOBIS KRW 5000 323.00 119.35 91,018,813.00 66,120,611.26 24,898,201.74 251607 12/29/10 KRW 282216. 1149.10 79,208.78 58,923.68 20,285.10
SALE 12/28/10 60 HYUNDAI MOBIS KRW 5000 75.00 27.79 21,176,818.00 15,353,083.11 5,823,734.89 251607 12/30/10 KRW 282783. 1148.00 18,446.71 13,681.97 4,764.74 ------4,732.00 1,275.401,381,381,183.00 968,677,190.39 412,703,992.61
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
1,199,595.88 863,241.07 336,354.81 7 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 12/02/10 60 UNITED TRACTORS TBK PT 131,500.00 1,214.443,205,710,588.00 1,414,927,455.82 1790783132.18 242799 12/08/10 IDR 24461.2 9015.50 355,577.68 149,376.89 206,200.79
SALE 12/03/10 60 UNITED TRACTORS TBK PT 27,500.00 250.20 660,594,489.00 295,897,376.69 364,697,112.31 242799 12/09/10 IDR 24103.6 9017.50 73,256.94 31,238.51 42,018.43
SALE 12/06/10 60 UNITED TRACTORS TBK PT 10,900.00 98.73 260,450,872.00 117,282,960.22 143,167,911.78 242799 12/10/10 IDR 23976.1 9009.99 28,906.87 12,381.81 16,525.06
SALE 12/06/10 60 UNITED TRACTORS TBK PT 5,000.00 45.79 119,740,582.00 53,799,523.04 65,941,058.96 242799 12/10/10 IDR 24030.6 9010.00 13,289.74 5,679.73 7,610.01
SALE 12/06/10 60 UNITED TRACTORS TBK PT 17,700.00 162.11 423,936,166.00 190,450,311.54 233,485,854.46 242799 12/10/10 IDR 24033.7 9010.00 47,051.74 20,106.24 26,945.50
SALE 12/08/10 60 UNITED TRACTORS TBK PT 15,100.00 138.13 361,634,718.00 162,474,559.57 199,160,158.43 242799 12/13/10 IDR 24031.8 9020.00 40,092.54 17,152.78 22,939.76
SALE 12/09/10 60 UNITED TRACTORS TBK PT 24,800.00 226.62 593,003,645.00 266,845,634.25 326,158,010.75 242799 12/14/10 IDR 23993.8 9015.50 65,776.01 28,171.46 37,604.55
SALE 12/09/10 60 UNITED TRACTORS TBK PT 11,600.00 109.83 279,243,783.38 124,814,893.44 154,428,889.94 242799 12/14/10 IDR 24158.1 9015.50 30,973.74 13,176.97 17,796.77
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/20/10 60 UNITED TRACTORS TBK PT 10,700.00 95.88 244,506,115.54 115,130,979.30 129,375,136.24 242799 12/23/10 IDR 22932.0 9043.00 27,038.16 12,154.62 14,883.54
SALE 12/21/10 60 UNITED TRACTORS TBK PT 14,700.00 132.77 338,536,653.19 158,170,597.72 180,366,055.47 242799 12/27/10 IDR 23111.3 9042.00 37,440.46 16,698.41 20,742.05
SALE 12/22/10 60 UNITED TRACTORS TBK PT 5,600.00 51.37 130,975,629.31 60,255,465.80 70,720,163.51 242799 12/28/10 IDR 23471.4 9042.00 14,485.25 6,361.30 8,123.95
SALE 12/23/10 60 UNITED TRACTORS TBK PT 7,100.00 63.89 162,899,966.59 76,395,322.71 86,504,643.88 242799 12/29/10 IDR 23025.0 9042.00 18,015.92 8,065.22 9,950.70
SALE 12/28/10 60 UNITED TRACTORS TBK PT 9,500.00 42.54 225,228,713.49 102,219,093.77 123,009,619.72 242799 1/03/11 IDR 23748.6 9024.50 24,957.47 10,791.49 14,165.98
SALE 12/29/10 60 UNITED TRACTORS TBK PT 33,200.00 295.79 779,569,258.00 357,228,832.95 422,340,425.05 242799 1/04/11 IDR 23561.1 9001.50 86,604.37 37,713.41 48,890.96
SALE 12/29/10 60 UNITED TRACTORS TBK PT 18,500.00 166.19 434,157,504.00 199,058,235.23 235,099,268.77 242799 1/04/11 IDR 23548.8 9001.50 48,231.68 21,015.00 27,216.68
SALE 12/30/10 60 UNITED TRACTORS TBK PT 18,800.00 169.31 445,907,131.00 202,286,206.61 243,620,924.39 242799 1/05/11 IDR 23799.4 8994.99 49,572.78 21,355.78 28,217.00 ------362,200.00 3,263.598,666,095,814.50 3,897,237,448.66 4768858365.84 961,271.35 411,439.62 549,831.73 16 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 12/20/10 60 COMMERCIAL INTERNATION 14,595.00 414.38 684,762.54 406,799.25 277,963.29 247491 12/21/10 EGP 47.082 5.804 117,981.14 72,823.02 45,158.12
SALE 12/21/10 60 COMMERCIAL INTERNATION 49,861.00 1,412.89 2,335,577.89 1,389,751.09 945,826.80 247491 12/22/10 EGP 47.006 5.806 402,269.70 248,785.79 153,483.91
SALE 12/27/10 60 COMMERCIAL INTERNATION 58.00 1.61 2,658.66 1,616.61 1,042.05 247491 12/28/10 EGP 46.000 5.807 457.84 289.40 168.44
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] 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: 62 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/28/10 60 COMMERCIAL INTERNATION 1,148.00 31.86 52,681.40 31,997.64 20,683.76 247491 12/29/10 EGP 46.051 5.807 9,072.05 5,728.05 3,344.00
SALE 12/29/10 60 COMMERCIAL INTERNATION 3,711.00 104.79 173,189.34 103,434.87 69,754.47 247491 12/30/10 EGP 46.833 5.805 29,834.51 18,516.36 11,318.15
SALE 12/30/10 60 COMMERCIAL INTERNATION 2,925.00 83.65 138,250.11 81,527.08 56,723.03 247491 1/02/11 EGP 47.431 5.805 23,815.70 14,594.54 9,221.16 ------72,298.00 2,049.18 3,387,119.94 2,015,126.54 1,371,993.40 583,430.94 360,737.16 222,693.78 6 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 12/03/10 60 MURRAY + ROBERTS HOLDI 4,530.00 51.20 175,328.84 246,757.68 - 71,428.84 240206 12/10/10 ZAR 38.782 6.863 25,548.46 30,212.43 - 4,663.97
SALE 12/14/10 60 MURRAY + ROBERTS HOLDI 2,338.00 26.41 90,136.31 127,355.29 - 37,218.98 240206 12/22/10 ZAR 38.630 6.840 13,176.86 15,593.08 - 2,416.22
SALE 12/20/10 60 MURRAY + ROBERTS HOLDI 1,665.00 19.44 66,466.80 90,695.70 - 24,228.90 240206 12/28/10 ZAR 40.000 6.851 9,702.47 11,104.57 - 1,402.10
SALE 12/21/10 60 KUMBA IRON ORE LTD 1,621.00 200.96 682,201.59 433,472.61 248,728.98 239842 12/29/10 ZAR 421.696 6.803 100,277.31 56,662.65 43,614.66
SALE 12/22/10 60 KUMBA IRON ORE LTD 3,023.00 377.50 1,278,249.32 808,382.29 469,867.03 239842 12/30/10 ZAR 423.689 6.786 188,372.59 105,670.07 82,702.52
SALE 12/23/10 60 KUMBA IRON ORE LTD 614.00 77.11 260,003.88 164,190.12 95,813.76 239842 12/31/10 ZAR 424.308 6.757 38,478.33 21,462.59 17,015.74
SALE 12/23/10 60 SANLAM LTD 271,979.00 782.86 7,551,755.38 5,274,554.44 2,277,200.94 239837 12/31/10 ZAR 27.785 6.757 1,117,594.75 677,270.55 440,324.20
SALE 12/28/10 60 KUMBA IRON ORE LTD 246.00 31.33 104,565.91 65,783.01 38,782.90 239842 1/04/11 ZAR 425.917 6.688 15,634.74 8,599.02 7,035.72
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: 63 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 KUMBA IRON ORE LTD 518.00 66.60 220,898.72 138,518.70 82,380.02 239842 1/05/11 ZAR 427.300 6.647 33,234.09 18,106.88 15,127.21
SALE 12/30/10 60 KUMBA IRON ORE LTD 483.00 61.64 205,041.51 129,159.33 75,882.18 239842 1/06/11 ZAR 425.367 6.666 30,759.07 16,883.44 13,875.63
SALE 12/30/10 60 MURRAY + ROBERTS HOLDI 8,368.00 100.55 334,448.08 455,820.82 -121,372.74 240206 1/06/11 ZAR 40.048 6.666 50,171.85 55,809.63 - 5,637.78
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/31/10 60 MURRAY + ROBERTS HOLDI 795.00 9.66 31,898.73 43,305.16 - 11,406.43 240206 1/07/11 ZAR 40.205 6.616 4,821.63 5,302.18 - 480.55 ------296,180.00 1,805.26 11,000,995.07 7,977,995.15 3,022,999.92 1,627,772.15 1,022,677.09 605,095.06 12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 12/01/10 60 KASIKORNBANK PCL-FOREI 22,500.00 226.80 2,719,333.96 1,602,031.33 1,117,302.63 246231 12/07/10 THB 121.162 30.055 90,478.59 47,736.71 42,741.88
SALE 12/01/10 60 KASIKORNBANK PCL-FOREI 10,200.00 108.57 1,232,764.73 726,254.20 506,510.53 246231 12/07/10 THB 121.179 30.055 41,016.96 21,640.64 19,376.32
SALE 12/02/10 60 KASIKORNBANK PCL-FOREI 40,000.00 415.62 4,979,275.92 2,848,055.70 2,131,220.22 246231 12/08/10 THB 124.794 30.030 165,810.05 84,865.27 80,944.78 ------72,700.00 750.99 8,931,374.61 5,176,341.23 3,755,033.38 297,305.60 154,242.62 143,062.98 3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 12/01/10 60 FERTILIZANTES FOSFATAD 1,000.00 14.79 18,745.25 16,200.59 2,544.66 247577 12/06/10 BRL 18.771 1.707 10,979.15 8,811.53 2,167.62
SALE 12/02/10 60 FERTILIZANTES FOSFATAD 200.00 2.98 3,775.88 3,240.12 535.76 247577 12/07/10 BRL 18.905 1.702 2,218.56 1,762.31 456.25
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/02/10 60 SOUZA CRUZ SA 900.00 134.10 79,993.27 49,433.20 30,560.07 240069 12/07/10 BRL 89.135 1.702 47,000.95 27,750.78 19,250.17
SALE 12/02/10 60 ULTRAPAR PARTICIPACOES 500.00 40.52 51,205.99 41,978.56 9,227.43 251794 12/07/10 BRL 102.550 1.702 30,086.66 23,428.46 6,658.20
SALE 12/03/10 60 SOUZA CRUZ SA 700.00 106.60 63,130.05 38,448.04 24,682.01 240069 12/08/10 BRL 90.443 1.690 37,361.69 21,583.94 15,777.75
SALE 12/06/10 60 SOUZA CRUZ SA 700.00 93.43 62,848.85 38,448.04 24,400.81 240069 12/09/10 BRL 90.009 1.686 37,276.90 21,583.94 15,692.96
SALE 12/07/10 60 SOUZA CRUZ SA 300.00 40.28 26,975.83 16,477.73 10,498.10 240069 12/10/10 BRL 90.145 1.678 16,073.31 9,250.26 6,823.05
SALE 12/08/10 60 ULTRAPAR PARTICIPACOES 1,000.00 81.10 101,880.58 83,957.13 17,923.45 251794 12/13/10 BRL 102.018 1.692 60,214.89 46,856.92 13,357.97
SALE 12/13/10 60 SOUZA CRUZ SA 200.00 26.42 17,959.97 10,985.16 6,974.81 240069 12/16/10 BRL 90.025 1.704 10,541.13 6,166.84 4,374.29
SALE 12/14/10 60 ULTRAPAR PARTICIPACOES 100.00 8.33 10,494.95 8,395.71 2,099.24 251794 12/17/10 BRL 105.091 1.698 6,180.23 4,685.69 1,494.54
SALE 12/15/10 60 SOUZA CRUZ SA 2,700.00 286.00 241,976.70 148,299.60 93,677.10 240069 12/20/10 BRL 89.801 1.696 142,712.81 83,252.35 59,460.46
SALE 12/16/10 60 SOUZA CRUZ SA 2,100.00 220.41 188,106.43 115,344.13 72,762.30 240069 12/21/10 BRL 89.754 1.710 109,984.46 64,751.82 45,232.64
SALE 12/16/10 60 ULTRAPAR PARTICIPACOES 200.00 16.71 21,221.54 16,791.43 4,430.11 251794 12/21/10 BRL 106.251 1.710 12,408.08 9,371.39 3,036.69
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/17/10 60 FERTILIZANTES FOSFATAD 1,900.00 27.66 35,211.26 30,781.12 4,430.14 247577 12/22/10 BRL 18.557 1.714 20,541.53 16,741.91 3,799.62
SALE 12/17/10 60 SOUZA CRUZ SA 400.00 41.97 35,904.25 21,970.31 13,933.94 240069 12/22/10 BRL 89.941 1.714 20,945.80 12,333.68 8,612.12
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: 65 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/21/10 60 FERTILIZANTES FOSFATAD 800.00 22.35 15,131.28 12,960.47 2,170.81 247577 12/27/10 BRL 18.962 1.697 8,917.80 7,049.22 1,868.58
SALE 12/21/10 60 SOUZA CRUZ SA 500.00 66.32 44,895.93 27,462.89 17,433.04 240069 12/27/10 BRL 90.017 1.697 26,459.96 15,417.10 11,042.86
SALE 12/22/10 60 SOUZA CRUZ SA 3,600.00 476.74 323,046.00 197,732.80 125,313.20 240069 12/28/10 BRL 89.960 1.698 190,217.28 111,003.13 79,214.15
SALE 12/27/10 60 SOUZA CRUZ SA 400.00 28.72 36,055.64 21,970.31 14,085.33 240069 12/30/10 BRL 90.261 1.691 21,327.13 12,333.68 8,993.45
SALE 12/27/10 60 ULTRAPAR PARTICIPACOES 300.00 25.21 31,648.21 25,187.14 6,461.07 251794 12/30/10 BRL 105.636 1.691 18,720.11 14,057.08 4,663.03
SALE 12/28/10 60 ULTRAPAR PARTICIPACOES 400.00 33.88 42,428.57 33,582.85 8,845.72 251794 1/03/11 BRL 106.214 1.687 25,153.29 18,742.77 6,410.52
SALE 12/29/10 60 SOUZA CRUZ SA 700.00 50.43 62,993.42 38,448.04 24,545.38 240069 1/04/11 BRL 90.112 1.682 37,441.48 21,583.94 15,857.54
SALE 12/29/10 60 ULTRAPAR PARTICIPACOES 300.00 25.75 32,170.44 25,187.14 6,983.30 251794 1/04/11 BRL 107.379 1.682 19,121.19 14,057.08 5,064.11
SALE 12/30/10 60 ELETROPAULO METROP PRE 3,200.00 82.92 102,454.66 90,280.69 12,173.97 254949 1/05/11 BRL 32.060 1.664 61,569.46 42,124.19 19,445.27
SALE 12/30/10 60 SOUZA CRUZ SA 1,700.00 230.91 153,315.98 93,373.82 59,942.16 240069 1/05/11 BRL 90.412 1.664 92,134.24 52,418.14 39,716.10
SALE 12/30/10 60 ULTRAPAR PARTICIPACOES 600.00 51.90 64,120.12 50,374.28 13,745.84 251794 1/05/11 BRL 107.011 1.664 38,532.57 28,114.15 10,418.42 ------25,400.00 2,236.43 1,867,691.05 1,257,311.30 610,379.75 1,104,120.66 695,232.30 408,888.36 26 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: 66 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 CHINA HIGH SPEED TRANS 15,000.00 27.08 214,227.98 261,861.93 - 47,633.95 253778 12/03/10 HKD 14.296 7.768 27,577.38 33,762.77 - 6,185.39
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/02/10 60 CHINA HIGH SPEED TRANS 1,000.00 1.83 14,473.98 17,457.46 - 2,983.48 253778 12/06/10 HKD 14.488 7.768 1,863.28 2,250.85 - 387.57
SALE 12/06/10 60 CHINA HIGH SPEED TRANS 11,000.00 19.84 156,837.04 192,032.08 - 35,195.04 253778 12/08/10 HKD 14.272 7.762 20,204.58 24,759.37 - 4,554.79
SALE 12/09/10 60 CHINA HIGH SPEED TRANS 11,000.00 18.64 147,508.85 192,032.08 - 44,523.23 253778 12/13/10 HKD 13.423 7.772 18,979.03 24,759.37 - 5,780.34
SALE 12/28/10 60 CHINA HIGH SPEED TRANS 3,000.00 4.33 34,301.81 52,372.39 - 18,070.58 253778 12/30/10 HKD 11.445 7.781 4,408.60 6,752.56 - 2,343.96
SALE 12/30/10 60 CHINA HIGH SPEED TRANS 6,000.00 8.95 70,890.68 104,744.77 - 33,854.09 253778 1/04/11 HKD 11.827 7.781 9,110.62 13,505.11 - 4,394.49 ------47,000.00 80.67 638,240.34 820,500.71 - 182,260.37 82,143.49 105,790.03 - 23,646.54 6 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 12/01/10 60 FOMENTO ECONOMICO MEXI 1,100.00 20.32 63,002.20 38,747.66 24,254.54 240074 12/06/10 USD 57.293 1.000 63,002.20 38,747.66 24,254.54
SALE 12/02/10 60 DESARROLLADORA HOMEX A 1,500.00 27.13 51,871.67 59,013.05 - 7,141.38 240080 12/07/10 USD 34.599 1.000 51,871.67 59,013.05 - 7,141.38
SALE 12/02/10 60 FOMENTO ECONOMICO MEXI 1,900.00 35.10 108,916.41 66,927.78 41,988.63 240074 12/07/10 USD 57.343 1.000 108,916.41 66,927.78 41,988.63
SALE 12/03/10 60 DESARROLLADORA HOMEX A 500.00 9.05 17,244.15 19,671.02 - 2,426.87 240080 12/08/10 USD 34.506 1.000 17,244.15 19,671.02 - 2,426.87
SALE 12/03/10 60 FOMENTO ECONOMICO MEXI 1,100.00 20.32 62,981.08 38,747.66 24,233.42 240074 12/08/10 USD 57.274 1.000 62,981.08 38,747.66 24,233.42
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/06/10 60 DESARROLLADORA HOMEX A 800.00 14.47 27,626.89 31,473.63 - 3,846.74 240080 12/09/10 USD 34.552 1.000 27,626.89 31,473.63 - 3,846.74
SALE 12/06/10 60 FOMENTO ECONOMICO MEXI 1,900.00 35.07 107,584.16 66,927.78 40,656.38 240074 12/09/10 USD 56.642 1.000 107,584.16 66,927.78 40,656.38
SALE 12/07/10 60 DESARROLLADORA HOMEX A 200.00 3.62 6,903.50 7,868.41 - 964.91 240080 12/10/10 USD 34.536 1.000 6,903.50 7,868.41 - 964.91
SALE 12/07/10 60 FOMENTO ECONOMICO MEXI 2,100.00 38.77 119,201.33 73,972.81 45,228.52 240074 12/10/10 USD 56.781 1.000 119,201.33 73,972.81 45,228.52
SALE 12/08/10 60 FOMENTO ECONOMICO MEXI 1,100.00 20.31 62,276.32 38,747.66 23,528.66 240074 12/13/10 USD 56.633 1.000 62,276.32 38,747.66 23,528.66
SALE 12/09/10 60 FOMENTO ECONOMICO MEXI 1,200.00 22.14 67,198.14 42,270.18 24,927.96 240074 12/14/10 USD 56.017 1.000 67,198.14 42,270.18 24,927.96
SALE 12/10/10 60 FOMENTO ECONOMICO MEXI 100.00 1.85 5,599.93 3,522.51 2,077.42
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
240074 12/15/10 USD 56.018 1.000 5,599.93 3,522.51 2,077.42
SALE 12/13/10 60 DESARROLLADORA HOMEX A 300.00 5.43 10,317.36 11,802.61 - 1,485.25 240080 12/16/10 USD 34.409 1.000 10,317.36 11,802.61 - 1,485.25
SALE 12/13/10 60 FOMENTO ECONOMICO MEXI 3,700.00 68.28 208,445.59 130,333.05 78,112.54 240074 12/16/10 USD 56.355 1.000 208,445.59 130,333.05 78,112.54
SALE 12/13/10 60 FOMENTO ECONOMICO MEXI 700.00 14.67 39,444.33 24,657.60 14,786.73 240074 12/16/10 USD 56.370 1.000 39,444.33 24,657.60 14,786.73
SALE 12/14/10 60 FOMENTO ECONOMICO MEXI 200.00 3.70 11,263.98 7,045.03 4,218.95 240074 12/17/10 USD 56.338 1.000 11,263.98 7,045.03 4,218.95
SALE 12/15/10 60 FOMENTO ECONOMICO MEXI 100.00 1.85 5,604.65 3,522.51 2,082.14 240074 12/20/10 USD 56.065 1.000 5,604.65 3,522.51 2,082.14
SALE 12/16/10 60 FOMENTO ECONOMICO MEXI 3,000.00 55.32 166,769.88 105,675.44 61,094.44 240074 12/21/10 USD 55.608 1.000 166,769.88 105,675.44 61,094.44
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: 68 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/17/10 60 FOMENTO ECONOMICO MEXI 2,500.00 46.11 139,580.64 88,062.87 51,517.77 240074 12/22/10 USD 55.851 1.000 139,580.64 88,062.87 51,517.77
SALE 12/20/10 60 FOMENTO ECONOMICO MEXI 900.00 36.85 50,231.30 31,702.63 18,528.67 240074 12/23/10 USD 55.854 1.000 50,231.30 31,702.63 18,528.67
SALE 12/21/10 60 FOMENTO ECONOMICO MEXI 500.00 20.48 28,152.37 17,612.57 10,539.80 240074 12/27/10 USD 56.346 1.000 28,152.37 17,612.57 10,539.80
SALE 12/21/10 60 FOMENTO ECONOMICO MEXI 300.00 5.54 16,779.10 10,567.54 6,211.56 240074 12/27/10 USD 55.949 1.000 16,779.10 10,567.54 6,211.56
SALE 12/22/10 60 DESARROLLADORA HOMEX A 1,000.00 18.08 34,086.12 39,342.03 - 5,255.91 240080 12/28/10 USD 34.104 1.000 34,086.12 39,342.03 - 5,255.91
SALE 12/23/10 60 FOMENTO ECONOMICO MEXI 1,800.00 33.20 100,339.84 63,405.27 36,934.57 240074 12/29/10 USD 55.763 1.000 100,339.84 63,405.27 36,934.57
SALE 12/30/10 60 FOMENTO ECONOMICO MEXI 1,200.00 22.14 67,104.66 42,270.18 24,834.48 240074 1/04/11 USD 55.939 1.000 67,104.66 42,270.18 24,834.48 ------29,700.00 579.80 1,578,525.60 1,063,889.48 514,636.12 1,578,525.60 1,063,889.48 514,636.12 25 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 12/01/10 60 MAGNIT OJSC NPV GDR 4,243.00 135.76 113,001.29 63,921.19 49,080.10 249598 12/06/10 USD 26.664 1.000 113,001.29 63,921.19 49,080.10
SALE 12/02/10 60 MAGNIT OJSC NPV GDR 2,389.00 77.34 64,376.45 35,990.51 28,385.94 249598 12/07/10 USD 26.979 1.000 64,376.45 35,990.51 28,385.94 ------6,632.00 213.10 177,377.74 99,911.70 77,466.04 177,377.74 99,911.70
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77,466.04 2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------2,280,389.00 29,617.99 10082363158.07 4,890,073,515.24 5192289642.83 14,615,334.95 10,114,336.06 4,500,998.89 130 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 NON-CONV PREFERRED STO (2240) ------
SALE 12/07/10 60 ELETROPAULO METROP PRF 1,700.00 43.88 54,679.45 47,961.62 6,717.83 243786 12/10/10 BRL 32.208 1.678 32,580.26 22,378.48 10,201.78
SALE 12/21/10 60 ELETROPAULO METROP PRF 89,100.00 2,513,753.00 2,513,752.99 .01 243786 12/27/10 BRL 28.213 2.143 1,172,895.39 1,172,895.40 - .01 ------90,800.00 43.88 2,568,432.45 2,561,714.61 6,717.84 1,205,475.65 1,195,273.88 10,201.77 2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
------90,800.00 43.88 2,568,432.45 2,561,714.61 6,717.84 1,205,475.65 1,195,273.88 10,201.77 2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
------2,371,189.00 29,661.87 10084931590.52 4,892,635,229.85 5192296360.67 15,820,810.60 11,309,609.94 4,511,200.66 132 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
------3,812,604.00 55,491.88 14405211676.03 9,212,915,315.36 5192296360.67 29,083,519.41 24,572,318.75 4,511,200.66 259 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: 70 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
ETF-EMERGING MARKETS (1700) ------
PUR 12/03/10 60 ISHARES MSCI TAIWAN IN 118,400.00 260.18 1,734,772.82 1,734,772.82 240397 12/08/10 USD 14.650 1.000 1,734,772.82 1,734,772.82 ------118,400.00 260.18 1,734,772.82 1,734,772.82 1,734,772.82 1,734,772.82 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
------118,400.00 260.18 1,734,772.82 1,734,772.82 1,734,772.82 1,734,772.82 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
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EM COMMON STOCK (2225) ------
PUR 12/09/10 60 AU OPTRONICS CORP SPON 77,085.00 1,165.17 777,943.01 777,943.01 254680 12/14/10 USD 10.077 1.000 777,943.01 777,943.01 ------77,085.00 1,165.17 777,943.01 777,943.01 777,943.01 777,943.01 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 12/08/10 60 CHINA CONSTRUCTION 750,890.00 3,288,898.20 3,288,898.20 247574 12/08/10 HKD PFY11- 4.380 7.763 423,660.57 423,660.57
PUR 12/09/10 60 ANHUI CONCH CEMENT CO 364,000.00 3,232.84 12,415,615.57 12,415,615.57 254807 12/13/10 HKD 34.040 7.772 1,597,439.02 1,597,439.02 ------1,114,890.00 3,232.84 15,704,513.77 15,704,513.77 2,021,099.59 2,021,099.59 2 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: 71 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 CHINA UNICOM HONG KONG 800,000.00 574.13 8,428,336.72 8,428,336.72 243862 12/03/10 HKD 10.530 7.768 1,084,972.38 1,084,972.38
PUR 12/23/10 60 SHANGHAI INDUSTRIAL HL 400,000.00 541.58 12,782,535.68 12,782,535.68 239784 12/29/10 HKD 31.946 7.778 1,643,411.35 1,643,411.35 ------1,200,000.00 1,115.71 21,210,872.40 21,210,872.40 2,728,383.73 2,728,383.73 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 12/01/10 60 KB FINANCIAL GROUP 15,000.00 492.00 809,867,011.00 809,867,011.00 243106 12/03/10 KRW 53953.3 1151.45 703,345.36 703,345.36
PUR 12/01/10 60 SHINHAN FINANCIAL GROU 23,000.00 626.461,031,211,840.00 1,031,211,840.00 244493 12/03/10 KRW 44803.9 1151.45 895,576.74 895,576.74
PUR 12/01/10 60 SK TELECOM CO LTD 3,900.00 410.77 676,151,880.00 676,151,880.00 248977 12/03/10 KRW 173251. 1151.45 587,217.75 587,217.75
PUR 12/02/10 60 SK TELECOM CO LTD 397.00 141.88 68,077,990.00 68,077,990.00 248977 12/06/10 KRW 171070. 1148.80 59,260.09 59,260.09
PUR 12/03/10 60 SK TELECOM CO LTD 723.00 261.95 124,565,240.00 124,565,240.00 248977 12/07/10 KRW 171876. 1138.55 109,406.91 109,406.91
PUR 12/07/10 60 SK TELECOM CO LTD 1,980.00 735.13 347,369,310.00 347,369,310.00 248977 12/09/10 KRW 175019. 1131.35 307,039.65 307,039.65
PUR 12/09/10 60 LG DISPLAY CO LTD KRW 10,360.00 254.59 414,690,080.00 414,690,080.00 251721 12/13/10 KRW 40000.0 1139.40 363,954.78 363,954.78
PUR 12/09/10 60 LG ELECTRONICS INC 3,867.00 268.80 437,834,770.00 437,834,770.00 248976 12/13/10 KRW 113144. 1139.40 384,267.83 384,267.83
PUR 12/09/10 60 SAMSUNG ELECTRONICS CO 458.00 249.02 405,613,730.00 405,613,730.00 239564 12/13/10 KRW 885000. 1139.40 355,988.88 355,988.88
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: 72 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/15/10 60 KOREA ELECTRIC POWER C 142,860.00 2,568.234,240,364,683.00 4,240,364,683.00 254877 12/17/10 KRW 29661.1 1154.95 3,671,470.35 3,671,470.35
PUR 12/15/10 60 SAMSUNG ENGINEERING CO 21,078.00 2,538.964,192,027,371.00 4,192,027,371.00 254879 12/17/10 KRW 198742. 1154.95 3,629,618.05 3,629,618.05
PUR 12/23/10 60 LG ELECTRONICS INC 15,000.00 450.001,723,880,001.00 1,723,880,001.00
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248976 12/27/10 KRW 114890. 1148.90 1,500,461.31 1,500,461.31
PUR 12/27/10 60 KB FINANCIAL GROUP 7,385.00 114.86 440,096,980.00 440,096,980.00 243106 12/29/10 KRW 59575.4 1149.10 382,992.76 382,992.76
PUR 12/27/10 60 LG CHEM LTD COMMON STO 1,461.00 143.45 549,663,340.00 549,663,340.00 252795 12/29/10 KRW 376111. 1149.10 478,342.48 478,342.48
PUR 12/27/10 60 LG ELECTRONICS INC 3,579.00 106.38 407,597,240.00 407,597,240.00 248976 12/29/10 KRW 113851. 1149.10 354,709.98 354,709.98 ------251,048.00 9,362.48 15869011466.00 15869011466.00 13,783,652.92 13,783,652.92 15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/10/10 60 SARANA MENARA NUSANTAR 1,507,500.00 22,056.09 18288990000.00 18288990000.00 254854 12/15/10 IDR 12000.0 9022.00 2,027,154.73 2,027,154.73
PUR 12/14/10 60 BUMI SERPONG DAMAI PT 12,346,200.00 9,383,112,000.00 9,383,112,000.00 251087 12/14/10 IDR 760.000 9016.50 1,040,660.12 1,040,660.12
PUR 12/16/10 60 BANK NEGARA INDONESIA 248,785.00 771,233,500.00 771,233,500.00 253055 12/16/10 IDR 3100.00 9022.50 85,478.91 85,478.91 ------14,102,485.00 22,056.09 28443335500.00 28443335500.00 3,153,293.76 3,153,293.76 3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 HYPERMARCAS SA (NEW) 222.00 451,348.17 451,348.17 254773 12/01/10 BRL PFY11- 2033.10 1.707 264,355.97 264,355.97
PUR 12/20/10 60 CIA HERING COMMON STOC 38,421.00 1,686.11 1,016,564.37 1,016,564.37 254945 12/23/10 BRL 26.383 1.710 594,343.06 594,343.06
PUR 12/21/10 60 CIA HERING COMMON STOC 19,579.00 860.24 514,503.81 514,503.81 254945 12/27/10 BRL 26.204 1.697 303,229.00 303,229.00
PUR 12/22/10 60 VIVO PARTICIPACOES SA 60,000.00 571.43 1,905,343.43 1,905,343.43 247236 12/28/10 USD 31.746 1.000 1,905,343.43 1,905,343.43 ------118,222.00 3,117.78 3,887,759.78 3,887,759.78 3,067,271.46 3,067,271.46 4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 12/01/10 60 EMPRESA NACIONAL DE EL 237,473.00 1,608.61 223,803,348.00 223,803,348.00 254600 12/03/10 CLP 939.150 485.250 461,212.46 461,212.46
PUR 12/02/10 60 EMPRESA NACIONAL DE EL 336,586.00 2,261.78 314,418,137.00 314,418,137.00 254600 12/06/10 CLP 930.881 484.850 648,485.38 648,485.38 ------574,059.00 3,870.39 538,221,485.00 538,221,485.00 1,109,697.84 1,109,697.84 2 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 12/03/10 60 FOCUS MEDIA HOLDING AD 28,043.00 100.05 667,122.44 667,122.44 253246 12/08/10 USD 23.786 1.000 667,122.44 667,122.44
PUR 12/03/10 60 WUXI PHARMATECH INC AD 142,408.00 367.11 2,447,748.28 2,447,748.28 254738 12/08/10 USD 17.186 1.000 2,447,748.28 2,447,748.28
PUR 12/09/10 60 WANT WANT CHINA HO 1,436,000.00 2,660.15 9,970,607.18 9,970,607.18 251621 12/13/10 HKD 6.929 7.772 1,282,855.20 1,282,855.20 ------1,606,451.00 3,127.31 13,085,477.90 13,085,477.90 4,397,725.92 4,397,725.92 3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** PICTET 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 12/01/10 60 TENAGA NASIONAL BHD MY 295,500.00 636.19 2,508,784.02 2,508,784.02 252166 12/06/10 MYR 8.483 3.152 795,934.02 795,934.02
PUR 12/06/10 60 RHB CAPITAL BERHAD COM 342,000.00 2,368.69 2,640,864.72 2,640,864.72 254739 12/10/10 MYR 7.700 3.145 839,702.61 839,702.61
PUR 12/27/10 60 CIMB GROUP(fmrly BUMIP 54,831.00 91.18 470,659.01 470,659.01 239575 12/30/10 MYR 8.579 3.095 152,070.76 152,070.76
PUR 12/27/10 60 GENTING BHD MYR 0.1 12,000.00 25.17 129,915.49 129,915.49 252593 12/30/10 MYR 10.820 3.095 41,975.93 41,975.93
PUR 12/27/10 60 RHB CAPITAL BERHAD COM 8,000.00 13.31 68,737.20 68,737.20 254739 12/30/10 MYR 8.587 3.095 22,209.11 22,209.11
PUR 12/28/10 60 CIMB GROUP(fmrly BUMIP 27,200.00 55.75 236,012.83 236,012.83 239575 12/31/10 MYR 8.671 3.094 76,268.49 76,268.49
PUR 12/28/10 60 GENTING BHD MYR 0.1 35,000.00 74.12 382,508.86 382,508.86 252593 12/31/10 MYR 10.922 3.095 123,609.26 123,609.26
PUR 12/28/10 60 RHB CAPITAL BERHAD COM 46,600.00 77.83 401,642.29 401,642.29 254739 12/31/10 MYR 8.614 3.094 129,792.31 129,792.31
PUR 12/29/10 60 CIMB GROUP(fmrly BUMIP 26,000.00 43.09 222,017.32 222,017.32 239575 1/03/11 MYR 8.534 3.090 71,861.89 71,861.89
PUR 12/29/10 60 GENTING BHD MYR 0.1 32,000.00 68.89 354,965.24 354,965.24 252593 1/03/11 MYR 11.086 3.090 114,894.07 114,894.07
PUR 12/29/10 60 RHB CAPITAL BERHAD COM 44,000.00 73.61 379,287.62 379,287.62 254739 1/03/11 MYR 8.615 3.089 122,766.67 122,766.67
PUR 12/30/10 60 CIMB GROUP(fmrly BUMIP 20,869.00 34.57 177,787.14 177,787.14 239575 1/04/11 MYR 8.514 3.083 57,657.58 57,657.58
PUR 12/30/10 60 GENTING BHD MYR 0.1 30,300.00 65.68 337,745.28 337,745.28 252593 1/04/11 MYR 11.140 3.083 109,533.09 109,533.09
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/30/10 60 RHB CAPITAL BERHAD COM 36,600.00 61.77 317,639.62 317,639.62 254739 1/04/11 MYR 8.673 3.083 103,012.69 103,012.69 ------1,010,900.00 3,689.85 8,628,566.64 8,628,566.64 2,761,288.48 2,761,288.48 14 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 12/23/10 60 METRO PACIFIC INVESTME 6,203,000.00 210.13 23,149,547.62 23,149,547.62 254963 12/30/10 PHP 3.731 44.050 525,528.89 525,528.89
PUR 12/28/10 60 METRO PACIFIC INVESTME 800,000.00 27.08 2,975,589.76 2,975,589.76 254963 1/03/11 PHP 3.718 43.935 67,727.09 67,727.09
PUR 12/29/10 60 METRO PACIFIC INVESTME 1,200,000.00 40.72 4,467,586.32 4,467,586.32 254963 1/04/11 PHP 3.722 43.870 101,836.93 101,836.93
PUR 12/30/10 60 METRO PACIFIC INVESTME 4,260,000.00 150.00 16,435,687.64 16,435,687.64 254963 1/05/11 PHP 3.857 43.810 375,158.36 375,158.36 ------12,463,000.00 427.93 47,028,411.34 47,028,411.34 1,070,251.27 1,070,251.27 4 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 12/03/10 60 NOVATEK OAO SPONS GDR 23,538.00 387.38 2,582,932.02 2,582,932.02 254722 12/08/10 USD 109.718 1.000 2,582,932.02 2,582,932.02 ------23,538.00 387.38 2,582,932.02 2,582,932.02 2,582,932.02 2,582,932.02 1 TRANSACTION IN COUNTRY: RUSSIA (9800)
PUR 12/27/10 60 ICICI BK LTD USD 10.0 27,102.00 400.82 1,336,453.53 1,336,453.53 239576 12/30/10 USD 49.297 1.000 1,336,453.53 1,336,453.53 ------
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27,102.00 400.82 1,336,453.53 1,336,453.53 1,336,453.53 1,336,453.53 1 TRANSACTION IN COUNTRY: INDIA (9980)
------32,568,780.00 51,953.75 44964811381.39 44964811381.39 38,789,993.53 38,789,993.53
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------52 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------32,687,180.00 52,213.93 44966546154.21 44966546154.21 40,524,766.35 40,524,766.35 53 "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: 77 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/10/10 60 TERNIUM S A USD 1.0 AD 6,367.00 362.87 238,856.14 178,186.00 60,670.14 248143 12/15/10 USD 37.572 1.000 238,856.14 178,186.00 60,670.14
SALE 12/13/10 60 TERNIUM S A USD 1.0 AD 17,880.00 1,046.11 688,596.22 500,387.25 188,208.97 248143 12/16/10 USD 38.571 1.000 688,596.22 500,387.25 188,208.97
SALE 12/15/10 60 TERNIUM S A USD 1.0 AD 11,029.00 656.95 432,429.82 308,656.10 123,773.72 248143 12/20/10 USD 39.268 1.000 432,429.82 308,656.10 123,773.72
SALE 12/16/10 60 TERNIUM S A USD 1.0 AD 8,201.00 485.77 319,751.80 229,512.07 90,239.73 248143 12/21/10 USD 39.049 1.000 319,751.80 229,512.07 90,239.73
SALE 12/17/10 60 TERNIUM S A USD 1.0 AD 7,990.00 484.28 318,769.75 223,607.06 95,162.69 248143 12/22/10 USD 39.957 1.000 318,769.75 223,607.06 95,162.69 ------51,467.00 3,035.98 1,998,403.73 1,440,348.48 558,055.25 1,998,403.73 1,440,348.48 558,055.25 5 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
SALE 12/01/10 60 XINJIANG GOLDWIND SCI+ 75,000.00 94.21 1,378,598.15 1,362,092.89 16,505.26 253779 12/03/10 HKD 18.391 7.768 177,465.73 175,560.24 1,905.49
SALE 12/08/10 60 CHINA CONSTRUCTION RTS 750,890.00 .01 .01 254663 12/08/10 HKD PFY11- 7.751 ------825,890.00 94.21 1,378,598.16 1,362,092.90 16,505.26 177,465.73 175,560.24 1,905.49 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 12/06/10 60 AIA GROUP LTD COMMON S 672,800.00 1,039.27 15,197,175.05 13,374,170.30 1,823,004.75 254019 12/08/10 HKD 22.600 7.762 1,957,780.73 1,722,565.44 235,215.29
SALE 12/23/10 60 CHINA LIFE INS 302,967.00 409.72 9,643,836.30 8,770,732.02 873,104.28 243217 12/29/10 HKD 31.842 7.778 1,239,878.41 1,128,929.42 110,948.99
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------975,767.00 1,448.99 24,841,011.35 22,144,902.32 2,696,109.03 3,197,659.14 2,851,494.86 346,164.28 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 NHN CORP COMMON STOCK 3,503.00 2,197.15 681,230,588.00 715,151,866.29 -33,921,278.29 254021 12/03/10 KRW 195192. 1151.45 591,628.46 640,702.26 - 49,073.80
SALE 12/09/10 60 SHINSEGAE CO LTD KRW 5 5,909.00 16,068.333,372,108,750.00 3,029,074,840.00 343,033,910.00 250838 12/13/10 KRW 573771. 1139.40 2,959,547.79 2,636,867.87 322,679.92
SALE 12/15/10 60 HYUNDAI ENGINEERING + 45,952.00 9,530.532,963,934,316.00 2,731,839,057.00 232,095,259.00 252742 12/17/10 KRW 64740.1 1154.95 2,566,287.99 2,270,006.28 296,281.71
SALE 12/23/10 60 NHN CORP COMMON STOCK 8,350.00 5,021.791,742,575,964.00 1,704,686,863.71 37,889,100.29 254021 12/27/10 KRW 209382. 1148.90 1,516,734.24 1,527,223.50 -10,489.26 ------63,714.00 32,817.808,759,849,618.00 8,180,752,627.00 579,096,991.00 7,634,198.48 7,074,799.91 559,398.57 4 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 12/01/10 60 TELEKOMUNIKASI INDONES 1,941,000.00 7,473.43 15498213016.00 15266464460.94 231,748,555.06 244926 12/06/10 IDR 8019.37 9018.50 1,718,491.21 1,524,905.22 193,585.99
SALE 12/14/10 60 BUMI SERPONG RTS EXP 1 12,346,200.00 .01 .01 254771 12/14/10 IDR .010 1.00 1.00
SALE 12/27/10 60 BANK NEGARA INDONESIA 1,374,785.00 1,016.204,982,371,171.00 4,069,287,500.00 913,083,671.00 253055 12/30/10 IDR 3630.79 9038.00 551,269.22 452,847.78 98,421.44 ------15,661,985.00 8,489.63 20480584187.01 19335751960.95 1144832226.06 2,269,761.43 1,977,753.00 292,008.43 3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 12/01/10 60 HYPERMARCAS SA RTS EXP 222.00 .01 .01 254772 12/01/10 BRL PFY11- 1.696 .01 .01
SALE 12/10/10 60 MPX ENERGIA SA COMMON 5,800.00 232.89 159,655.50 135,005.94 24,649.56 253045 12/15/10 BRL 27.596 1.718 92,922.91 76,306.97 16,615.94
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: 79 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/13/10 60 MPX ENERGIA SA COMMON 8,120.00 374.36 223,556.17 189,008.32 34,547.85 253045 12/16/10 BRL 27.610 1.704 131,210.34 106,829.76 24,380.58
SALE 12/15/10 60 MPX ENERGIA SA COMMON 9,860.00 445.22 264,588.55 229,510.11 35,078.44 253045 12/20/10 BRL 26.911 1.696 156,048.80 129,721.85 26,326.95
SALE 12/22/10 60 ECORODOVIAS INFRAESTRU 208,975.00 460.84 2,608,040.35 1,985,262.50 622,777.85 251400 12/28/10 BRL 12.484 1.698 1,535,677.06 1,112,565.85 423,111.21
SALE 12/28/10 60 MPX ENERGIA SA COMMON 700.00 30.70 18,148.22 16,293.82 1,854.40 253045 1/03/11 BRL 26.000 1.687 10,758.96 9,209.46 1,549.50
SALE 12/29/10 60 MPX ENERGIA SA COMMON 6,790.00 298.53 176,040.45 158,050.06 17,990.39
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253045 1/04/11 BRL 26.000 1.682 104,633.39 89,331.78 15,301.61
SALE 12/30/10 60 MPX ENERGIA SA COMMON 26,600.00 1,192.32 695,406.74 619,165.19 76,241.55 253045 1/05/11 BRL 26.218 1.664 417,900.15 349,959.55 67,940.60 ------267,067.00 3,034.86 4,145,435.99 3,332,295.95 813,140.04 2,449,151.62 1,873,925.23 575,226.39 8 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 12/20/10 60 GPO MEXICO SA SER B 230,100.00 2,226.55 11,042,160.29 6,318,046.55 4,724,113.74 248141 12/23/10 MXN 48.109 12.429 888,394.03 481,935.69 406,458.34
SALE 12/22/10 60 AMERICA MOVIL ADR 30,000.00 538.84 1,699,810.16 1,490,791.49 209,018.67 252591 12/28/10 USD 56.678 1.000 1,699,810.16 1,490,791.49 209,018.67 ------260,100.00 2,765.39 12,741,970.45 7,808,838.04 4,933,132.41 2,588,204.19 1,972,727.18 615,477.01 2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 12/09/10 60 CIMB GROUP(fmrly BUMIP 207,600.00 1,775.26 1,793,822.60 1,000,727.81 793,094.79 239575 12/14/10 MYR 8.668 3.143 570,826.60 306,727.94 264,098.66
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: 80 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/27/10 60 TENAGA NASIONAL BHD MY 95,000.00 137.84 794,457.40 786,792.39 7,665.01 252166 12/30/10 MYR 8.367 3.095 256,690.60 242,095.74 14,594.86
SALE 12/28/10 60 TENAGA NASIONAL BHD MY 150,700.00 192.65 1,260,099.77 1,248,101.19 11,998.58 252166 12/31/10 MYR 8.366 3.095 407,206.26 384,040.30 23,165.96
SALE 12/29/10 60 TENAGA NASIONAL BHD MY 140,000.00 171.75 1,169,861.38 1,159,483.52 10,377.86 252166 1/03/11 MYR 8.360 3.089 378,657.19 356,772.68 21,884.51
SALE 12/30/10 60 TENAGA NASIONAL BHD MY 260,000.00 271.80 2,173,712.90 2,153,326.53 20,386.37 252166 1/04/11 MYR 8.364 3.084 704,949.86 662,577.82 42,372.04 ------853,300.00 2,549.30 7,191,954.05 6,348,431.44 843,522.61 2,318,330.51 1,952,214.48 366,116.03 5 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 12/23/10 60 PHILIPPINE LONG DISTAN 30,000.00 9,382.90 76,126,844.12 73,675,128.39 2,451,715.73 253249 12/30/10 PHP 2551.33 44.050 1,728,191.69 1,630,161.04 98,030.65 ------30,000.00 9,382.90 76,126,844.12 73,675,128.39 2,451,715.73 1,728,191.69 1,630,161.04 98,030.65 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
SALE 12/03/10 60 GAZPROM OAO SP ADR REG 97,690.00 359.76 2,398,027.43 5,289,856.78 -2,891,829.35 239577 12/08/10 USD 24.551 1.000 2,398,027.43 5,289,856.78 -2,891,829.35 ------97,690.00 359.76 2,398,027.43 5,289,856.78 -2,891,829.35 2,398,027.43 5,289,856.78 - 2,891,829.35 1 TRANSACTION IN COUNTRY: RUSSIA (9800)
------19,086,980.00 63,978.82 29371256050.29 27637906482.25 1733349568.04 26,759,393.95 26,238,841.20 520,552.75 33 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------19,086,980.00 63,978.82 29371256050.29 27637906482.25 1733349568.04
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26,759,393.95 26,238,841.20 520,552.75 33 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
------51,774,160.00 116,192.75 74337802204.50 72604452636.46 1733349568.04
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: 81 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------67,284,160.30 66,763,607.55 520,552.75 86 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: 82 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 AQUARIUS PLATINUM LTD 36,087.00 136.23 126,887.53 126,887.53 252744 1/04/11 UKP 3.514 .648 195,717.74 195,717.74
PUR 12/29/10 60 AQUARIUS PLATINUM LTD 92,239.00 595.11 323,510.89 323,510.89 252744 1/04/11 UKP 3.503 .648 498,999.55 498,999.55
PUR 12/30/10 60 AQUARIUS PLATINUM LTD 10,680.00 40.42 37,733.69 37,733.69 252744 1/05/11 UKP 3.531 .650 58,075.95 58,075.95 ------139,006.00 771.76 488,132.11 488,132.11 752,793.24 752,793.24 3 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 12/06/10 60 POWSZECHNY ZAKLAD UBEZ 2,742.00 1,143.00 992,776.20 992,776.20 252011 12/09/10 PLN 360.800 3.029 327,713.80 327,713.80 ------2,742.00 1,143.00 992,776.20 992,776.20 327,713.80 327,713.80 1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 12/08/10 60 TURKIYE IS BANKASI-C 151,520.00 617.31 923,679.56 923,679.56 250703 12/10/10 TRY 6.090 1.495 617,928.53 617,928.53 ------151,520.00 617.31 923,679.56 923,679.56 617,928.53 617,928.53 1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 12/01/10 60 TAIWAN SEMICONDUCT ADS 17,500.00 175.00 191,633.75 191,633.75 242791 12/06/10 USD 10.941 1.000 191,633.75 191,633.75
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: 83 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/01/10 60 TAIWAN SEMICONDUCT ADS 20,800.00 208.00 230,595.04 230,595.04
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242791 12/06/10 USD 11.076 1.000 230,595.04 230,595.04
PUR 12/01/10 60 TAIWAN SEMICONDUCT ADS 3,200.00 32.00 35,170.56 35,170.56 242791 12/06/10 USD 10.981 1.000 35,170.56 35,170.56
PUR 12/02/10 60 TAIWAN SEMICONDUCT ADS 37,500.00 375.00 425,212.50 425,212.50 242791 12/07/10 USD 11.329 1.000 425,212.50 425,212.50
PUR 12/03/10 60 TAIWAN SEMICONDUCT ADS 19,400.00 194.00 229,841.50 229,841.50 242791 12/08/10 USD 11.838 1.000 229,841.50 229,841.50
PUR 12/03/10 60 TAIWAN SEMICONDUCT ADS 12,100.00 121.00 144,603.47 144,603.47 242791 12/08/10 USD 11.941 1.000 144,603.47 144,603.47
PUR 12/13/10 60 EPISTAR CORP GDR 144A 22,400.00 131.88 376,935.72 376,935.72 254855 12/16/10 USD 16.822 1.000 376,935.72 376,935.72
PUR 12/13/10 60 HON HAI PRECISION GDR 68,509.00 2,740.36 519,983.31 519,983.31 255022 12/16/10 USD 7.550 1.000 519,983.31 519,983.31
PUR 12/14/10 60 EPISTAR CORP GDR 144A 34,981.00 1,400.00 606,347.42 606,347.42 254855 12/17/10 USD 17.294 1.000 606,347.42 606,347.42
PUR 12/14/10 60 HON HAI PRECISION GDR 44,918.00 1,796.72 349,462.04 349,462.04 255022 12/17/10 USD 7.740 1.000 349,462.04 349,462.04
PUR 12/15/10 60 EPISTAR CORP GDR 144A 30,435.00 1,217.40 516,615.86 516,615.86 254855 12/20/10 USD 16.934 1.000 516,615.86 516,615.86
PUR 12/16/10 60 EPISTAR CORP GDR 144A 20,400.00 816.00 348,142.32 348,142.32 254855 12/21/10 USD 17.026 1.000 348,142.32 348,142.32
PUR 12/17/10 60 EPISTAR CORP GDR 144A 41,400.00 1,656.00 695,457.90 695,457.90 254855 12/22/10 USD 16.759 1.000 695,457.90 695,457.90
PUR 12/20/10 60 EPISTAR CORP GDR 144A 12,708.00 508.32 214,344.57 214,344.57 254855 12/23/10 USD 16.827 1.000 214,344.57 214,344.57
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: 84 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 EPISTAR CORP GDR 144A 25,449.00 1,017.96 452,104.03 452,104.03 254855 1/04/11 USD 17.725 1.000 452,104.03 452,104.03
PUR 12/30/10 60 EPISTAR CORP GDR 144A 25,449.00 1,017.96 469,834.35 469,834.35 254855 1/04/11 USD 18.422 1.000 469,834.35 469,834.35 ------437,149.00 13,407.60 5,806,284.34 5,806,284.34 5,806,284.34 5,806,284.34 16 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 12/08/10 60 CHINA CONSTRUCTION 431,550.00 1,890,189.00 1,890,189.00 247484 12/08/10 HKD WFY11- 4.380 7.763 243,485.36 243,485.36
PUR 12/17/10 60 CHANGSHA ZOOMLION HEAV 544,400.00 10,484.57 8,237,315.53 8,237,315.53 254929 12/23/10 HKD 14.981 7.778 1,059,025.94 1,059,025.94
PUR 12/23/10 60 CHANGSHA ZOOMLION HEAV 359,200.00 1,454.06 5,672,302.66 5,672,302.66 254929 12/29/10 HKD 15.760 7.778 729,270.53 729,270.53
PUR 12/23/10 60 CHANGSHA ZOOMLION HEAV 83,000.00 344.28 1,343,030.06 1,343,030.06 254929 12/29/10 HKD 16.149 7.778 172,669.25 172,669.25
PUR 12/24/10 60 CHANGSHA ZOOMLION HEAV 132,600.00 563.41 2,198,416.17 2,198,416.17 254929 12/29/10 HKD 16.546 7.780 282,570.96 282,570.96 ------1,550,750.00 12,846.32 19,341,253.42 19,341,253.42 2,487,022.04 2,487,022.04 5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 12/01/10 60 AMOREPACIFIC CORP COMM 77.00 181.57 83,836,657.00 83,836,657.00 254408 12/03/10 KRW 1086072 1151.45 72,809.64 72,809.64
PUR 12/08/10 60 HYUNDAI MOBIS COMMON S 3,287.00 2,209.671,015,359,560.00 1,015,359,560.00 254085 12/10/10 KRW 308131. 1145.90 886,080.43 886,080.43
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: 85 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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-
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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 ------
PUR 12/14/10 60 KB FINANCIAL GROUP INC 9,098.00 140.97 536,027,458.00 536,027,458.00 253894 12/16/10 KRW 58899.3 1140.35 470,055.21 470,055.21
PUR 12/14/10 60 SAMSUNG HEAVY INDUSTRI 15,000.00 1,166.00 533,188,568.00 533,188,568.00 254410 12/16/10 KRW 35457.2 1140.35 467,565.72 467,565.72
PUR 12/15/10 60 KB FINANCIAL GROUP INC 8,609.00 119.10 509,582,754.00 509,582,754.00 253894 12/17/10 KRW 59175.8 1154.95 441,216.29 441,216.29
PUR 12/15/10 60 SAMSUNG HEAVY INDUSTRI 11,370.00 908.46 420,743,070.00 420,743,070.00 254410 12/17/10 KRW 36912.3 1154.95 364,295.48 364,295.48
PUR 12/16/10 60 KB FINANCIAL GROUP INC 3,761.00 51.54 220,151,531.00 220,151,531.00 253894 12/20/10 KRW 58519.5 1152.85 190,962.86 190,962.86
PUR 12/16/10 60 KB FINANCIAL GROUP INC 1,553.00 23.69 91,058,902.00 91,058,902.00 253894 12/20/10 KRW 58616.6 1152.85 78,985.91 78,985.91
PUR 12/16/10 60 SAMSUNG HEAVY INDUSTRI 7,790.00 301.29 289,795,400.00 289,795,400.00 254410 12/20/10 KRW 37156.3 1152.85 251,373.03 251,373.03
PUR 12/20/10 60 SHINHAN FINANCIAL GROU 35,774.00 4,103.771,893,196,626.00 1,893,196,626.00 254933 12/22/10 KRW 52789.0 1150.45 1,645,614.00 1,645,614.00
PUR 12/21/10 60 SHINHAN FINANCIAL GROU 24,065.00 2,742.541,270,498,330.00 1,270,498,330.00 254933 12/23/10 KRW 52662.7 1155.25 1,099,760.51 1,099,760.51 ------120,384.00 11,948.606,863,438,856.00 6,863,438,856.00 5,968,719.08 5,968,719.08 11 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/08/10 60 COMMERCIAL INTERNATION 19,918.00 579.51 841,901.99 841,901.99 254794 12/12/10 EGP 42.100 5.788 145,456.46 145,456.46
PUR 12/09/10 60 COMMERCIAL INTERNATION 16,924.00 508.99 739,668.92 739,668.92 254794 12/13/10 EGP 43.531 5.790 127,756.00 127,756.00
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/12/10 60 COMMERCIAL INTERNATION 8,782.00 269.35 391,417.88 391,417.88 254794 12/14/10 EGP 44.393 5.790 67,605.90 67,605.90
PUR 12/13/10 60 COMMERCIAL INTERNATION 13,789.00 427.84 622,741.97 622,741.97 254794 12/15/10 EGP 44.982 5.799 107,387.82 107,387.82
PUR 12/14/10 60 COMMERCIAL INTERNATION 14,059.00 452.39 657,899.86 657,899.86 254794 12/16/10 EGP 46.609 5.794 113,548.47 113,548.47
PUR 12/15/10 60 COMMERCIAL INTERNATION 18,680.00 597.97 869,918.93 869,918.93 254794 12/19/10 EGP 46.384 5.796 150,089.53 150,089.53
PUR 12/16/10 60 COMMERCIAL INTERNATION 191,511.00 6,077.80 8,843,109.67 8,843,109.67 254794 12/20/10 EGP 45.992 5.797 1,525,528.90 1,525,528.90
PUR 12/19/10 60 COMMERCIAL INTERNATION 1,792.00 56.88 82,761.73 82,761.73 254794 12/21/10 EGP 46.000 5.797 14,277.26 14,277.26
PUR 12/20/10 60 COMMERCIAL INTERNATION 13,546.00 439.35 640,043.69 640,043.69 254794 12/22/10 EGP 47.061 5.804 110,276.31 110,276.31
PUR 12/21/10 60 COMMERCIAL INTERNATION 92,220.00 2,986.11 4,351,677.36 4,351,677.36 254794 12/23/10 EGP 47.000 5.806 749,513.84 749,513.84 ------391,221.00 12,396.19 18,041,142.00 18,041,142.00 3,111,440.49 3,111,440.49 10 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 12/01/10 60 LAND + HOUSES PUB NV 370,900.00 251.17 2,524,198.04 2,524,198.04 253408 12/07/10 THB 6.785 30.055 83,985.96 83,985.96
PUR 12/03/10 60 LAND + HOUSES PUB NV 212,500.00 143.50 1,441,868.04 1,441,868.04 253408 12/09/10 THB 6.765 30.050 47,982.30 47,982.30
PUR 12/07/10 60 LAND + HOUSES PUB NV 201,800.00 136.07 1,364,852.95 1,364,852.95 253408 12/13/10 THB 6.743 30.000 45,495.10 45,495.10
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
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/08/10 60 LAND + HOUSES PUB NV 116,400.00 77.73 783,511.12 783,511.12 253408 12/14/10 THB 6.711 30.145 25,991.41 25,991.41
PUR 12/08/10 60 PTT CHEMICAL PCL NVDR 155,900.00 2,266.96 22,850,652.29 22,850,652.29 254798 12/14/10 THB 146.134 30.145 758,024.62 758,024.62
PUR 12/08/10 60 PTT CHEMICAL PCL NVDR 140,000.00 2,033.62 20,498,634.24 20,498,634.24 254798 12/14/10 THB 145.981 30.145 680,001.14 680,001.14
PUR 12/09/10 60 LAND + HOUSES PUB NV 119,700.00 80.46 809,049.98 809,049.98 253408 12/15/10 THB 6.739 30.075 26,901.08 26,901.08
PUR 12/15/10 60 PTT CHEMICAL PCL FOREI 295,900.00 43,349,286.53 43,349,286.53 253672 12/15/10 THB 146.500 30.145 1,438,025.76 1,438,025.76 ------1,613,100.00 4,989.51 93,622,053.19 93,622,053.19 3,106,407.37 3,106,407.37 8 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 12/03/10 60 NATURA COSMETICOS SA N 9,600.00 589.83 463,633.31 463,633.31 252442 12/08/10 BRL 48.191 1.690 274,387.94 274,387.94
PUR 12/06/10 60 NATURA COSMETICOS SA N 13,300.00 821.23 645,604.75 645,604.75 252442 12/09/10 BRL 48.438 1.686 382,920.97 382,920.97
PUR 12/07/10 60 NATURA COSMETICOS SA N 16,200.00 1,011.71 791,720.42 791,720.42 252442 12/10/10 BRL 48.767 1.678 471,739.51 471,739.51
PUR 12/08/10 60 LOJAS AMERICANAS SA PR 19,800.00 406.97 321,064.06 321,064.06 253979 12/13/10 BRL 16.181 1.692 189,759.78 189,759.78
PUR 12/09/10 60 LOJAS AMERICANAS SA PR 72,100.00 1,453.74 1,154,468.85 1,154,468.85 253979 12/14/10 BRL 15.978 1.703 677,843.32 677,843.32
PUR 12/14/10 60 VALE SA ADR 68,500.00 685.00 2,387,115.40 2,387,115.40 247279 12/17/10 USD 34.838 1.000 2,387,115.40 2,387,115.40
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: 88 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/22/10 60 LIGHT SA COMMON STOCK 42,900.00 1,378.88 1,091,905.62 1,091,905.62 254950 12/28/10 BRL 25.398 1.698 642,940.36 642,940.36
PUR 12/23/10 60 LIGHT SA COMMON STOCK 2,600.00 83.17 65,793.46 65,793.46 254950 12/29/10 BRL 25.251 1.697 38,779.59 38,779.59
PUR 12/27/10 60 ITAU UNIBANCO HLD-PREF 13,800.00 221,030.27 221,030.27 246136 12/27/10 USD 16.017 1.000 221,030.27 221,030.27
PUR 12/27/10 60 LIGHT SA COMMON STOCK 2,400.00 77.22 60,866.20 60,866.20 254950 12/30/10 BRL 25.307 1.691 36,002.72 36,002.72
PUR 12/28/10 60 LIGHT SA COMMON STOCK 3,400.00 109.70 86,280.97 86,280.97 254950 1/03/11 BRL 25.322 1.687 51,150.68 51,150.68
PUR 12/29/10 60 LIGHT SA COMMON STOCK 6,300.00 207.77 162,989.76 162,989.76 254950 1/04/11 BRL 25.816 1.682 96,876.44 96,876.44
PUR 12/30/10 60 LIGHT SA COMMON STOCK 19,900.00 654.96 508,189.42 508,189.42 254950 1/05/11 BRL 25.482 1.664 305,393.12 305,393.12 ------290,800.00 7,480.18 7,960,662.49 7,960,662.49 5,775,940.10 5,775,940.10 13 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 12/03/10 60 CHINA ZHENGTONG AUTO S 374,500.00 3,522.16 2,761,407.21 2,761,407.21 254723 12/10/10 HKD 7.301 7.762 355,766.63 355,766.63 ------374,500.00 3,522.16 2,761,407.21 2,761,407.21 355,766.63 355,766.63 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
PUR 12/08/10 60 CEBU AIR INC COMMON ST 20,630.00 176.67 2,587,517.76 2,587,517.76 253847 12/13/10 PHP 125.050 43.790 59,089.24 59,089.24 ------20,630.00 176.67 2,587,517.76 2,587,517.76 59,089.24 59,089.24 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 12/03/10 60 MMC NORILSK NICKEL JSC 32,664.00 326.64 717,249.18 717,249.18 255019 12/08/10 USD 21.948 1.000 717,249.18 717,249.18
PUR 12/03/10 60 SBERBANK OF RUSSIA COM 279,390.00 1,845.59 924,642.82 924,642.82 253969 12/08/10 USD 3.303 1.000 924,642.82 924,642.82
PUR 12/08/10 60 NOVOLIPET STEEL GDR RE 36,880.00 1,475.20 1,646,024.47 1,646,024.47 254796 12/13/10 USD 44.592 1.000 1,646,024.47 1,646,024.47
PUR 12/08/10 60 NOVOLIPET STEEL GDR RE 4,138.00 165.52 183,892.72 183,892.72 254796 12/13/10 USD 44.400 1.000 183,892.72 183,892.72
PUR 12/08/10 60 SBERBANK OF RUSSIA COM 285,300.00 1,950.60 977,248.65 977,248.65 253969 12/13/10 USD 3.419 1.000 977,248.65 977,248.65
PUR 12/09/10 60 NOVOLIPET STEEL GDR RE 13,244.00 529.76 597,548.09 597,548.09 254796 12/14/10 USD 45.078 1.000 597,548.09 597,548.09
PUR 12/13/10 60 NOVOLIPET STEEL GDR RE 7,549.00 301.96 335,477.56 335,477.56 254796 12/16/10 USD 44.400 1.000 335,477.56 335,477.56
PUR 12/23/10 60 FEDERAL HYDROGENERATIN 90,451.00 2,713.53 496,983.02 496,983.02 254601 12/28/10 USD 5.465 1.000 496,983.02 496,983.02
PUR 12/23/10 60 LUKOIL OAO SPON ADR AD 11,459.00 458.36 659,447.12 659,447.12 254313 12/28/10 USD 57.508 1.000 659,447.12 659,447.12 ------761,075.00 9,767.16 6,538,513.63 6,538,513.63 6,538,513.63 6,538,513.63 9 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------5,852,877.00 79,066.467,022,502,277.91 7,022,502,277.91 34,907,618.49 34,907,618.49 79 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
PUR 12/01/10 60 BRASKEM SA PREF A PREF 10,700.00 249.67 198,765.68 198,765.68 254201 12/06/10 BRL 18.536 1.707 116,417.65 116,417.65
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: 90 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/02/10 60 BRASKEM SA PREF A PREF 23,900.00 555.31 440,684.69 440,684.69 254201 12/07/10 BRL 18.399 1.702 258,929.28 258,929.28
PUR 12/15/10 60 BRASKEM SA PREF A PREF 66,900.00 1,569.37 1,240,737.94 1,240,737.94 254201 12/20/10 BRL 18.506 1.696 731,761.34 731,761.34 ------101,500.00 2,374.35 1,880,188.31 1,880,188.31 1,107,108.27 1,107,108.27 3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
------101,500.00 2,374.35 1,880,188.31 1,880,188.31 1,107,108.27 1,107,108.27 3 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
------5,954,377.00 81,440.817,024,382,466.22 7,024,382,466.22 36,014,726.76 36,014,726.76 82 "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: 91 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/07/10 60 ISHARES MSCI TAIWAN IN 233,300.00 2,391.66 3,468,319.12 2,737,914.64 730,404.48 242792 12/08/10 USD 14.877 1.000 3,468,319.12 2,737,914.64 730,404.48
SALE 12/08/10 60 ISHARES MSCI TAIWAN IN 217,100.00 1,139.81 3,211,940.19 2,547,797.98 664,142.21 242792 12/13/10 USD 14.800 1.000 3,211,940.19 2,547,797.98 664,142.21 ------450,400.00 3,531.47 6,680,259.31 5,285,712.62 1,394,546.69 6,680,259.31 5,285,712.62 1,394,546.69 2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
------450,400.00 3,531.47 6,680,259.31 5,285,712.62 1,394,546.69 6,680,259.31 5,285,712.62 1,394,546.69 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
DEV MKT COMMON STOCK (2220) ------
SALE 12/01/10 60 TURKCELL ILETISIM HIZM 63,200.00 2,528.00 1,077,067.04 1,041,630.59 35,436.45 254729 12/06/10 USD 17.082 1.000 1,077,067.04 1,041,630.59 35,436.45
SALE 12/02/10 60 TURKCELL ILETISIM HIZM 25,000.00 1,000.00 427,422.50 412,037.42 15,385.08 254729 12/07/10 USD 17.137 1.000 427,422.50 412,037.42 15,385.08
SALE 12/03/10 60 TURKCELL ILETISIM HIZM 31,800.00 1,272.00 540,460.08 524,111.60 16,348.48 254729 12/08/10 USD 17.036 1.000 540,460.08 524,111.60 16,348.48
SALE 12/06/10 60 TURKCELL ILETISIM HIZM 49,300.00 1,972.00 843,552.58 812,537.79 31,014.79 254729 12/09/10 USD 17.151 1.000 843,552.58 812,537.79 31,014.79
SALE 12/07/10 60 TURKCELL ILETISIM HIZM 18,800.00 752.00 328,317.56 309,852.14 18,465.42 254729 12/10/10 USD 17.504 1.000 328,317.56 309,852.14 18,465.42
SALE 12/08/10 60 TURKCELL ILETISIM HIZM 19,900.00 796.00 337,504.00 327,981.78 9,522.22 254729 12/13/10 USD 17.000 1.000 337,504.00 327,981.78 9,522.22 ------208,000.00 8,320.00 3,554,323.76 3,428,151.32 126,172.44 3,554,323.76 3,428,151.32 126,172.44 6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
------
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------208,000.00 8,320.00 3,554,323.76 3,428,151.32 126,172.44 3,554,323.76 3,428,151.32 126,172.44 6 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
EM COMMON STOCK (2225) ------
SALE 12/16/10 60 AQUARIUS PLATINUM LTD 266,753.00 1,703.80 909,520.98 737,201.94 172,319.04 252744 12/21/10 UKP 3.414 .641 1,418,124.10 1,145,200.97 272,923.13 ------266,753.00 1,703.80 909,520.98 737,201.94 172,319.04 1,418,124.10 1,145,200.97 272,923.13 1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
SALE 12/08/10 60 X5 RETAIL GROUP N V NP 1,864.00 74.56 80,532.26 53,650.03 26,882.23 248881 12/13/10 USD 43.244 1.000 80,532.26 53,650.03 26,882.23
SALE 12/08/10 60 X5 RETAIL GROUP N V NP 4,513.00 180.52 197,488.88 129,894.09 67,594.79 248881 12/13/10 USD 43.800 1.000 197,488.88 129,894.09 67,594.79
SALE 12/09/10 60 X5 RETAIL GROUP N V NP 1,904.00 76.16 82,940.91 54,801.32 28,139.59 248881 12/14/10 USD 43.601 1.000 82,940.91 54,801.32 28,139.59
SALE 12/10/10 60 X5 RETAIL GROUP N V NP 5,259.00 210.36 227,504.34 151,365.62 76,138.72 248881 12/15/10 USD 43.300 1.000 227,504.34 151,365.62 76,138.72
SALE 12/13/10 60 X5 RETAIL GROUP N V NP 1,187.00 47.48 50,708.76 34,164.48 16,544.28 248881 12/16/10 USD 42.760 1.000 50,708.76 34,164.48 16,544.28
SALE 12/14/10 60 X5 RETAIL GROUP N V NP 2,904.00 116.16 119,680.52 83,583.53 36,096.99 248881 12/17/10 USD 41.252 1.000 119,680.52 83,583.53 36,096.99 ------17,631.00 705.24 758,855.67 507,459.07 251,396.60 758,855.67 507,459.07 251,396.60 6 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/16/10 60 TURKIYE IS BANKASI-C 1,037,558.00 9,486.25 5,762,680.13 5,656,028.14 106,651.99 250703 12/20/10 TRY 5.568 1.523 3,785,011.58 3,788,996.66 - 3,985.08 ------1,037,558.00 9,486.25 5,762,680.13 5,656,028.14 106,651.99 3,785,011.58 3,788,996.66 - 3,985.08 1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 12/08/10 60 CHINA CONSTRUCTION RTS 431,550.00 .01 .01 254662 12/08/10 HKD WFY11- 7.751
SALE 12/16/10 60 CHINA SHIPPING DEV - H 318,000.00 858.60 3,328,715.88 3,499,167.47 -170,451.59 248413 12/20/10 HKD 10.489 7.778 427,979.28 450,971.67 - 22,992.39 ------749,550.00 858.60 3,328,715.89 3,499,167.48 - 170,451.59 427,979.28 450,971.67 - 22,992.39 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 12/29/10 60 CHINA OVERSEAS LAND + 634,000.00 2,312.94 8,972,795.51 10,751,049.67 -1,778,254.16 253926 1/03/11 HKD 14.181 7.783 1,152,908.10 1,385,351.28 -232,443.18
SALE 12/30/10 60 CHINA OVERSEAS LAND + 278,000.00 1,017.12 3,944,974.30 4,714,182.66 -769,208.36 253926 1/04/11 HKD 14.219 7.781 506,994.42 607,456.87 - 100,462.45
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SALE 12/31/10 60 CHINA OVERSEAS LAND + 156,000.00 574.41 2,225,748.34 2,645,368.69 -419,620.35 253926 1/04/11 HKD 14.296 7.774 286,319.60 340,875.08 - 54,555.48 ------1,068,000.00 3,904.47 15,143,518.15 18,110,601.02 -2,967,082.87 1,946,222.12 2,333,683.23 - 387,461.11 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 12/02/10 60 SAMSUNG CARD CO 1,746.00 29.27 111,717,981.00 87,148,560.17 24,569,420.83 246994 12/06/10 KRW 64004.3 1148.80 97,247.55 73,509.15 23,738.40
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: 94 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/03/10 60 SAMSUNG CARD CO 2,497.00 354.17 160,409,653.00 124,633,421.97 35,776,231.03 246994 12/07/10 KRW 64402.4 1138.55 140,889.42 105,127.35 35,762.07
SALE 12/06/10 60 SAMSUNG CARD CO 608.00 8.81 39,191,535.00 30,347,264.94 8,844,270.06 246994 12/08/10 KRW 64476.1 1133.15 34,586.36 25,597.69 8,988.67
SALE 12/06/10 60 SAMSUNG CARD CO 1,441.00 204.47 92,168,735.00 71,925,014.44 20,243,720.56 246994 12/08/10 KRW 64122.4 1133.15 81,338.51 60,668.20 20,670.31
SALE 12/07/10 60 SAMSUNG CARD CO 648.00 11.01 41,386,987.00 32,343,795.53 9,043,191.47 246994 12/09/10 KRW 63888.0 1131.35 36,581.95 27,281.75 9,300.20
SALE 12/16/10 60 SAMSUNG ELECTRONICS CO 1,308.00 310.761,190,263,127.00 1,064,153,414.03 126,109,712.97 250524 12/20/10 KRW 910261. 1152.85 1,032,452.73 937,000.24 95,452.49
SALE 12/29/10 60 DONG-A PHARMACEUTICAL 1,805.00 235.92 224,429,069.00 174,353,662.42 50,075,406.58 246990 1/03/11 KRW 124487. 1146.35 195,777.09 142,773.42 53,003.67
SALE 12/30/10 60 DONG-A PHARMACEUTICAL 1,147.00 150.03 141,298,515.00 110,794,266.37 30,504,248.63 246990 1/04/11 KRW 123338. 1134.90 124,503.05 90,726.38 33,776.67 ------11,200.00 1,304.442,000,865,602.00 1,695,699,399.87 305,166,202.13 1,743,376.66 1,462,684.18 280,692.48 8 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 12/01/10 60 INDO TAMBANGRAYA MEGAH 17,000.00 264.42 791,382,958.00 458,910,105.92 332,472,852.08 248967 12/06/10 IDR 46692.2 9018.50 87,751.06 49,111.58 38,639.48
SALE 12/20/10 60 BANK NEGARA INDONESIA 1,087,500.00 1,328.413,986,209,059.00 3,734,475,000.00 251,734,059.00 254616 12/23/10 IDR 3676.52 9043.00 440,806.04 416,677.82 24,128.22
SALE 12/21/10 60 BANK NEGARA INDONESIA 655,000.00 810.932,433,128,700.00 2,249,270,000.00 183,858,700.00 254616 12/27/10 IDR 3725.89 9042.00 269,091.87 250,964.58 18,127.29
SALE 12/23/10 60 INDO TAMBANGRAYA MEGAH 4,000.00 67.73 203,221,703.00 107,978,848.45 95,242,854.55 248967 12/29/10 IDR 50958.5 9042.00 22,475.30 11,555.67 10,919.63
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: 95 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/27/10 60 INDO TAMBANGRAYA MEGAH 23,500.00 399.821,199,178,045.00 634,375,734.65 564,802,310.35 248967 12/30/10 IDR 51182.6 9038.00 132,681.79 67,889.53 64,792.26
SALE 12/28/10 60 INDO TAMBANGRAYA MEGAH 15,500.00 263.47 789,053,031.00 418,418,037.75 370,634,993.25
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248967 1/03/11 IDR 51060.0 9024.50 87,434.54 44,778.20 42,656.34
SALE 12/29/10 60 INDO TAMBANGRAYA MEGAH 25,000.00 424.931,269,235,947.00 674,867,802.82 594,368,144.18 248967 1/04/11 IDR 50922.4 9001.50 141,002.72 72,222.91 68,779.81
SALE 12/30/10 60 INDO TAMBANGRAYA MEGAH 66,500.00 1,131.133,376,136,505.00 1,795,148,355.51 1580988149.49 248967 1/05/11 IDR 50921.9 8995.00 375,334.80 192,112.93 183,221.87 ------1,894,000.00 4,690.84 14047545948.00 10073443885.10 3974102062.90 1,556,578.12 1,105,313.22 451,264.90 8 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 12/16/10 60 EFG-HERMES HOLDING SAE 65,530.00 1,483.68 2,141,530.52 1,454,241.30 687,289.22 244274 12/19/10 EGP 32.811 5.797 369,436.41 262,422.39 107,014.02 ------65,530.00 1,483.68 2,141,530.52 1,454,241.30 687,289.22 369,436.41 262,422.39 107,014.02 1 TRANSACTION IN COUNTRY: EGYPT (5100)
SALE 12/08/10 60 FOSCHINI LTD 5,378.00 138.23 478,592.86 325,235.68 153,357.18 250316 12/15/10 ZAR 89.169 6.938 68,978.90 42,941.70 26,037.20
SALE 12/09/10 60 FOSCHINI LTD 16,152.00 422.84 1,452,663.48 976,795.58 475,867.90 250316 12/17/10 ZAR 90.117 6.885 210,995.74 128,968.82 82,026.92
SALE 12/10/10 60 FOSCHINI LTD 17,759.00 468.89 1,601,126.96 1,073,979.24 527,147.72 250316 12/20/10 ZAR 90.339 6.843 233,975.14 141,800.22 92,174.92
SALE 12/13/10 60 FOSCHINI LTD 9,149.00 245.63 840,378.40 553,287.69 287,090.71 250316 12/21/10 ZAR 92.039 6.856 122,571.14 73,051.99 49,519.15
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: 96 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/17/10 60 BARLOWORLD LTD ZAR 0.0 45,115.00 854.33 2,922,008.52 1,837,984.88 1,084,023.64 246992 12/24/10 ZAR 64.898 6.854 426,312.31 229,548.09 196,764.22
SALE 12/21/10 60 FOSCHINI LTD 4,343.00 114.29 387,973.98 262,643.83 125,330.15 250316 12/29/10 ZAR 89.512 6.803 57,028.58 34,677.54 22,351.04
SALE 12/21/10 60 IMPERIAL HOLDINGS LTD 18,323.00 670.49 2,276,149.96 1,456,448.78 819,701.18 248300 12/29/10 ZAR 124.473 6.803 334,572.95 190,875.58 143,697.37
SALE 12/21/10 60 SHOPRITE HOLDINGS LTD 24,853.00 730.63 2,480,329.33 2,312,805.36 167,523.97 253303 12/29/10 ZAR 100.000 6.803 364,585.42 320,277.38 44,308.04
SALE 12/21/10 60 SHOPRITE HOLDINGS LTD 21,347.00 220.57 2,142,165.17 1,986,539.09 155,626.08 253303 12/29/10 ZAR 100.420 6.803 314,878.43 275,096.01 39,782.42
SALE 12/22/10 60 ANGLOGOLD LTD NPV ADR 16,600.00 96.41 793,000.13 717,565.35 75,434.78 248878 12/28/10 USD 47.777 1.000 793,000.13 717,565.35 75,434.78
SALE 12/22/10 60 FOSCHINI LTD 8,325.00 219.51 743,291.58 503,456.12 239,835.46 250316 12/30/10 ZAR 89.463 6.786 109,537.13 66,472.60 43,064.53
SALE 12/22/10 60 IMPERIAL HOLDINGS LTD 19,460.00 732.03 2,478,712.37 1,546,826.02 931,886.35 248300 12/30/10 ZAR 127.630 6.786 365,282.01 202,720.01 162,562.00
SALE 12/22/10 60 SHOPRITE HOLDINGS LTD 4,481.00 131.71 445,992.77 416,999.19 28,993.58 253303 12/30/10 ZAR 99.729 6.786 65,724.90 57,746.06 7,978.84
SALE 12/23/10 60 ASPEN PHARMACARE HOLDI 5,478.00 150.86 508,680.56 313,673.05 195,007.51
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239337 12/31/10 ZAR 93.045 6.757 75,280.34 42,162.95 33,117.39
SALE 12/23/10 60 FOSCHINI LTD 2,981.00 79.52 268,115.78 180,276.60 87,839.18 250316 12/31/10 ZAR 90.122 6.757 39,678.83 23,802.38 15,876.45
SALE 12/23/10 60 IMPERIAL HOLDINGS LTD 1,541.00 57.83 194,995.39 122,490.18 72,505.21 248300 12/31/10 ZAR 126.792 6.757 28,857.64 16,053.01 12,804.63
SALE 12/23/10 60 SHOPRITE HOLDINGS LTD 5,821.00 171.31 577,637.23 541,698.79 35,938.44 253303 12/31/10 ZAR 99.432 6.757 85,485.33 75,014.47 10,470.86
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: 97 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/24/10 60 IMPERIAL HOLDINGS LTD 1,371.00 51.30 172,631.06 108,977.31 63,653.75 248300 1/03/11 ZAR 126.168 6.743 25,600.57 14,282.07 11,318.50
SALE 12/24/10 60 SHOPRITE HOLDINGS LTD 2,134.00 62.77 211,218.30 198,588.77 12,629.53 253303 1/03/11 ZAR 99.176 6.743 31,322.92 27,500.58 3,822.34
SALE 12/28/10 60 ASPEN PHARMACARE HOLDI 2,241.00 61.96 206,792.93 128,320.79 78,472.14 239337 1/04/11 ZAR 92.462 6.688 30,919.76 17,248.48 13,671.28
SALE 12/28/10 60 FOSCHINI LTD 2,189.00 58.94 196,693.75 132,380.23 64,313.52 250316 1/04/11 ZAR 90.036 6.688 29,409.73 17,478.50 11,931.23
SALE 12/28/10 60 IMPERIAL HOLDINGS LTD 2,816.00 106.24 354,551.52 223,836.69 130,714.83 248300 1/04/11 ZAR 126.158 6.688 53,012.69 29,335.02 23,677.67
SALE 12/28/10 60 SHOPRITE HOLDINGS LTD 1,446.00 43.27 144,415.14 134,563.90 9,851.24 253303 1/04/11 ZAR 100.072 6.688 21,593.01 18,634.41 2,958.60
SALE 12/29/10 60 ASPEN PHARMACARE HOLDI 6,155.00 172.22 571,195.23 352,438.41 218,756.82 239337 1/05/11 ZAR 92.988 6.647 85,936.02 47,373.67 38,562.35
SALE 12/29/10 60 FOSCHINI LTD 2,859.00 77.62 257,444.22 172,898.62 84,545.60 250316 1/05/11 ZAR 90.227 6.647 38,732.35 22,828.25 15,904.10
SALE 12/30/10 60 ASPEN PHARMACARE HOLDI 1,889.00 52.58 174,898.83 108,165.09 66,733.74 239337 1/06/11 ZAR 92.774 6.666 26,237.25 14,539.21 11,698.04
SALE 12/30/10 60 FOSCHINI LTD 2,014.00 54.40 180,948.13 121,797.07 59,151.06 250316 1/06/11 ZAR 90.025 6.666 27,144.73 16,081.18 11,063.55
SALE 12/30/10 60 IMPERIAL HOLDINGS LTD 1,323.00 50.67 168,544.65 105,161.91 63,382.74 248300 1/06/11 ZAR 127.651 6.666 25,284.04 13,782.04 11,502.00
SALE 12/31/10 60 FOSCHINI LTD 1,896.00 51.59 170,298.72 114,661.00 55,637.72 250316 1/07/11 ZAR 90.000 6.616 25,741.41 15,138.98 10,602.43
SALE 12/31/10 60 IMPERIAL HOLDINGS LTD 1,312.00 50.55 166,874.34 104,287.55 62,586.79 248300 1/07/11 ZAR 127.446 6.616 25,223.80 13,667.45 11,556.35
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------
SALE 12/31/10 60 SHOPRITE HOLDINGS LTD 1,669.00 50.45 166,561.87 155,316.15 11,245.72 253303 1/07/11 ZAR 99.997 6.616 25,176.57 21,508.19 3,668.38 ------258,420.00 6,449.64 23,734,883.16 17,290,098.92 6,444,784.24 4,168,079.77 2,928,172.19 1,239,907.58 31 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 12/15/10 60 PTT CHEMICAL PCL NVDR 295,900.00 43,349,286.53 43,349,286.53 254798 12/15/10 THB 146.500 30.145 1,438,025.76 1,438,025.76
SALE 12/23/10 60 KASIKORNBANK PCL-FOREI 39,600.00 512.26 5,134,038.25 3,486,123.85 1,647,914.40 248680 12/28/10 THB 130.038 30.160 170,226.73 104,252.90 65,973.83
SALE 12/24/10 60 KASIKORNBANK PCL-FOREI 12,100.00 155.82 1,562,753.23 1,065,204.51 497,548.72 248680 12/29/10 THB 129.542 30.180 51,781.09 31,855.05 19,926.04
SALE 12/28/10 60 KASIKORNBANK PCL-FOREI 6,500.00 82.72 829,292.20 572,217.30 257,074.90 248680 1/04/11 THB 127.967 30.170 27,487.31 17,112.22 10,375.09
SALE 12/29/10 60 KASIKORNBANK PCL-FOREI 29,200.00 375.66 3,764,816.68 2,570,576.17 1,194,240.51 248680 1/05/11 THB 129.320 30.160 124,828.14 76,873.35 47,954.79
SALE 12/30/10 60 KASIKORNBANK PCL-FOREI 16,000.00 206.96 2,073,164.19 1,408,534.89 664,629.30 248680 1/06/11 THB 129.963 30.145 68,773.07 42,122.38 26,650.69 ------399,300.00 1,333.42 56,713,351.08 52,451,943.25 4,261,407.83 1,881,122.10 1,710,241.66 170,880.44 6 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 12/22/10 60 TELECOM ARGENTINA SA S 1,500.00 60.64 37,291.46 35,782.95 1,508.51 254086 12/28/10 USD 24.901 1.000 37,291.46 35,782.95 1,508.51
SALE 12/23/10 60 TELECOM ARGENTINA SA S 900.00 36.39 22,463.70 21,469.77 993.93 254086 12/29/10 USD 25.000 1.000 22,463.70 21,469.77 993.93
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 TELECOM ARGENTINA SA S 1,200.00 12.51 29,869.65 28,626.36 1,243.29 254086 1/03/11 USD 24.902 1.000 29,869.65 28,626.36 1,243.29
SALE 12/30/10 60 TELECOM ARGENTINA SA S 1,038.00 10.82 25,797.49 24,761.80 1,035.69 254086 1/04/11 USD 24.863 1.000 25,797.49 24,761.80 1,035.69
SALE 12/31/10 60 TELECOM ARGENTINA SA S 1,000.00 10.43 24,853.37 23,855.30 998.07 254086 1/05/11 USD 24.864 1.000 24,853.37 23,855.30 998.07 ------5,638.00 130.79 140,275.67 134,496.18 5,779.49 140,275.67 134,496.18 5,779.49 5 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
SALE 12/01/10 60 LOJAS RENNER SA NPV 11,900.00 909.40 720,371.10 377,789.60 342,581.50 247972 12/06/10 BRL 60.666 1.707 421,923.51 205,501.63 216,421.88
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SALE 12/03/10 60 LOJAS RENNER SA NPV 2,500.00 191.09 149,808.80 79,367.56 70,441.24 247972 12/08/10 BRL 60.053 1.690 88,660.00 43,172.61 45,487.39
SALE 12/08/10 60 CENTRAIS ELETRICAS BRA 11,300.00 329.97 259,027.24 275,437.09 -16,409.85 251678 12/13/10 BRL 22.972 1.692 153,093.91 155,642.40 - 2,548.49
SALE 12/09/10 60 CENTRAIS ELETRICAS BRA 10,200.00 289.29 228,596.73 248,624.63 -20,027.90 251678 12/14/10 BRL 22.460 1.703 134,219.96 140,491.37 - 6,271.41
SALE 12/10/10 60 LOJAS RENNER SA NPV 36,000.00 2,434.55 1,940,693.86 1,142,892.89 797,800.97 247972 12/15/10 BRL 54.024 1.718 1,129,525.28 621,685.60 507,839.68
SALE 12/10/10 60 LOJAS RENNER SA NPV 8,800.00 602.22 480,057.18 279,373.82 200,683.36 247972 12/15/10 BRL 54.670 1.718 279,403.53 151,967.59 127,435.94
SALE 12/13/10 60 LOJAS RENNER SA NPV 11,100.00 786.45 621,678.96 352,391.98 269,286.98 247972 12/16/10 BRL 56.128 1.704 364,877.90 191,686.40 173,191.50
SALE 12/16/10 60 ITAU UNIBA PFD 144A 13,800.00 557.31 313,392.69 220,800.00 92,592.69 252397 12/23/10 USD 22.750 1.000 313,392.69 220,800.00 92,592.69
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/17/10 60 JULIO SIMOES LOGISTICA 3,700.00 52.91 42,074.76 29,507.39 12,567.37 251688 12/22/10 BRL 11.396 1.714 24,545.55 16,761.95 7,783.60
SALE 12/21/10 60 DURATEX SA COMMON STOC 5,000.00 110.32 86,848.28 97,917.64 -11,069.36 253848 12/27/10 BRL 17.407 1.697 51,185.08 58,361.81 - 7,176.73
SALE 12/27/10 60 ITAU UNIBA PFD 144A 13,800.00 221,030.27 220,800.00 230.27 252397 12/27/10 USD 16.017 1.000 221,030.27 220,800.00 230.27 ------128,100.00 6,263.51 5,063,579.87 3,324,902.60 1,738,677.27 3,181,857.68 2,026,871.36 1,154,986.32 11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 12/30/10 60 CHINA ZHENGTONG AUTO S 40,000.00 74.78 290,051.82 294,943.36 - 4,891.54 254723 1/04/11 HKD 7.266 7.781 37,276.45 37,999.11 - 722.66
SALE 12/31/10 60 CHINA ZHENGTONG AUTO S 46,000.00 86.72 336,039.68 339,184.86 - 3,145.18 254723 1/04/11 HKD 7.320 7.774 43,228.04 43,698.97 - 470.93 ------86,000.00 161.50 626,091.50 634,128.22 - 8,036.72 80,504.49 81,698.08 - 1,193.59 2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 12/14/10 60 BANCOLOMBIA SA SPONSOR 5,700.00 63.12 361,896.57 308,087.34 53,809.23 252439 12/17/10 USD 63.502 1.000 361,896.57 308,087.34 53,809.23
SALE 12/31/10 60 BANCOLOMBIA SA SPONSOR 600.00 6.63 37,203.57 32,430.25 4,773.32 252439 1/05/11 USD 62.017 1.000 37,203.57 32,430.25 4,773.32 ------6,300.00 69.75 399,100.14 340,517.59 58,582.55 399,100.14 340,517.59 58,582.55 2 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] 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: 101 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/16/10 60 AMERICA MOVIL ADR 7,500.00 82.17 423,901.08 367,701.19 56,199.89 239457 12/21/10 USD 56.531 1.000 423,901.08 367,701.19 56,199.89
SALE 12/16/10 60 GPO MEXICO SA SER B 208,800.00 279.87 9,956,795.90 6,871,359.54 3,085,436.36 249888 12/21/10 MXN 47.703 12.456 799,344.58 541,494.96 257,849.62 ------216,300.00 362.04 10,380,696.98 7,239,060.73 3,141,636.25 1,223,245.66 909,196.15 314,049.51 2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 12/10/10 60 COMPANIA DE MINAS BUEN 27,300.00 1,114.83 1,349,306.97 877,035.94 472,271.03 241165 12/13/10 USD 49.466 1.000 1,349,306.97 877,035.94 472,271.03
SALE 12/16/10 60 COMPANIA DE MINAS BUEN 33,900.00 1,383.16 1,605,371.75 1,089,066.61 516,305.14 241165 12/21/10 USD 47.397 1.000 1,605,371.75 1,089,066.61 516,305.14
SALE 12/17/10 60 COMPANIA DE MINAS BUEN 4,000.00 43.25 191,847.55 128,503.43 63,344.12 241165 12/22/10 USD 47.973 1.000 191,847.55 128,503.43 63,344.12
SALE 12/20/10 60 COMPANIA DE MINAS BUEN 4,300.00 89.46 204,203.54 138,141.19 66,062.35 241165 12/23/10 USD 47.510 1.000 204,203.54 138,141.19 66,062.35
SALE 12/20/10 60 COMPANIA DE MINAS BUEN 6,000.00 64.90 289,425.50 192,755.15 96,670.35 241165 12/23/10 USD 48.248 1.000 289,425.50 192,755.15 96,670.35
SALE 12/21/10 60 COMPANIA DE MINAS BUEN 3,700.00 40.03 179,190.19 118,865.68 60,324.51 241165 12/27/10 USD 48.441 1.000 179,190.19 118,865.68 60,324.51
SALE 12/21/10 60 COMPANIA DE MINAS BUEN 500.00 5.41 24,027.04 16,062.93 7,964.11 241165 12/27/10 USD 48.065 1.000 24,027.04 16,062.93 7,964.11
SALE 12/22/10 60 COMPANIA DE MINAS BUEN 2,600.00 54.12 125,382.88 83,527.23 41,855.65 241165 12/28/10 USD 48.245 1.000 125,382.88 83,527.23 41,855.65
SALE 12/23/10 60 COMPANIA DE MINAS BUEN 1,500.00 16.23 72,532.17 48,188.79 24,343.38 241165 12/29/10 USD 48.366 1.000 72,532.17 48,188.79 24,343.38
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/27/10 60 COMPANIA DE MINAS BUEN 1,000.00 10.80 47,275.50 32,125.86 15,149.64 241165 12/30/10 USD 47.286 1.000 47,275.50 32,125.86 15,149.64
SALE 12/27/10 60 COMPANIA DE MINAS BUEN 3,100.00 33.49 147,175.90 99,590.16 47,585.74 241165 12/30/10 USD 47.487 1.000 147,175.90 99,590.16 47,585.74
SALE 12/28/10 60 COMPANIA DE MINAS BUEN 5,300.00 57.32 255,263.29 170,267.05 84,996.24 241165 12/31/10 USD 48.174 1.000 255,263.29 170,267.05 84,996.24
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/29/10 60 COMPANIA DE MINAS BUEN 6,900.00 74.69 336,099.52 221,668.43 114,431.09 241165 1/03/11 USD 48.721 1.000 336,099.52 221,668.43 114,431.09
SALE 12/30/10 60 COMPANIA DE MINAS BUEN 3,100.00 33.53 149,247.90 99,590.16 49,657.74 241165 1/04/11 USD 48.155 1.000 149,247.90 99,590.16 49,657.74
SALE 12/31/10 60 COMPANIA DE MINAS BUEN 3,200.00 34.63 155,512.57 102,802.75 52,709.82 241165 1/05/11 USD 48.609 1.000 155,512.57 102,802.75 52,709.82 ------106,400.00 3,055.85 5,131,862.27 3,418,191.36 1,713,670.91 5,131,862.27 3,418,191.36 1,713,670.91 15 TRANSACTIONS IN COUNTRY: PERU (8000)
SALE 12/23/10 60 AMMB HOLDINGS BHD MYR 137,500.00 777.48 965,762.64 719,383.66 246,378.98 252496 12/28/10 MYR 7.041 3.113 310,185.53 224,308.69 85,876.84
SALE 12/24/10 60 AMMB HOLDINGS BHD MYR 106,800.00 593.20 732,567.67 558,764.91 173,802.76 252496 12/29/10 MYR 6.876 3.096 236,655.68 174,226.68 62,429.00
SALE 12/27/10 60 AMMB HOLDINGS BHD MYR 122,300.00 676.14 834,514.13 639,859.06 194,655.07 252496 12/30/10 MYR 6.841 3.095 269,633.00 199,512.38 70,120.62 ------366,600.00 2,046.82 2,532,844.44 1,918,007.63 614,836.81 816,474.21 598,047.75 218,426.46 3 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 12/01/10 THROUGH 12/31/10 ** 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 12/29/10 60 MMC NORILSK NICKEL JSC 35,843.00 1,433.72 852,640.45 715,393.71 137,246.74 255019 1/03/11 USD 23.828 1.000 852,640.45 715,393.71 137,246.74 ------35,843.00 1,433.72 852,640.45 715,393.71 137,246.74 852,640.45 715,393.71 137,246.74 1 TRANSACTION IN COUNTRY: RUSSIA (9800)
------6,719,123.00 45,444.36 16182031696.90 11886574724.11 4295456972.79 29,880,746.38 23,919,557.42 5,961,188.96 108 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240) ------
SALE 12/22/10 60 CIA PARANAENSE DE ENER 9,100.00 471.15 371,233.24 306,234.88 64,998.36 247483 12/28/10 BRL 40.883 1.698 218,591.09 166,188.37 52,402.72
SALE 12/23/10 60 CIA PARANAENSE DE ENER 2,500.00 129.63 102,038.28 84,130.46 17,907.82 247483 12/29/10 BRL 40.903 1.697 60,142.80 45,656.14 14,486.66
SALE 12/27/10 60 CIA PARANAENSE DE ENER 3,900.00 199.54 156,517.61 131,243.52 25,274.09 247483 12/30/10 BRL 40.219 1.691 92,581.10 71,223.59 21,357.51
SALE 12/28/10 60 CIA PARANAENSE DE ENER 6,500.00 331.81 259,672.90 218,739.20 40,933.70 247483 1/03/11 BRL 40.036 1.687 153,944.10 118,705.98 35,238.12
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
SALE 12/29/10 60 CIA PARANAENSE DE ENER 1,600.00 83.16 64,913.32 53,843.50 11,069.82 247483 1/04/11 BRL 40.658 1.682 38,582.61 29,219.94 9,362.67 ------23,600.00 1,215.29 954,375.35 794,191.56 160,183.79 563,841.70 430,994.02 132,847.68 5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
------23,600.00 1,215.29 954,375.35 794,191.56 160,183.79 563,841.70 430,994.02 132,847.68 5 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
------7,401,123.00 58,511.12 16193220655.32 11896082779.61 4297137875.71 40,679,171.15 33,064,415.38 7,614,755.77 121 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104 TRANS-TYPE: SALE TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 ------13,355,500.00 139,951.93 23217603121.54 18920465245.83 4297137875.71 76,693,897.91 69,079,142.14 7,614,755.77 203 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: 105 TRANS-TYPE: PUR TRADES FROM 12/01/10 THROUGH 12/31/10 ** 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 12/09/10 60 EEM P42 EXP 3/19/11 750,000.00 7,500.00 930,000.00 930,000.00 254936 12/10/10 USD 196759 1.230 1.000 930,000.00 930,000.00 ------750,000.00 7,500.00 930,000.00 930,000.00 930,000.00 930,000.00 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
------750,000.00 7,500.00 930,000.00 930,000.00 930,000.00 930,000.00 1 TRANSACTION IN CATEGORY: PUT OPTIONS (LONG) (2310)
------750,000.00 7,500.00 930,000.00 930,000.00 930,000.00 930,000.00 1 "PUR " TRANSACTION IN FUND: COMMON D DERIVITIVES (5156)
------750,000.00 7,500.00 930,000.00 930,000.00 930,000.00 930,000.00 1 TRANSACTION WITHIN FUND: COMMON D DERIVITIVES (5156)
------128,413,648.00 1237813.40 140100145025.33 123099567488.25 17000577537.09 724,977,999.60 733,546,328.29 - 8,568,328.69
991 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT
file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM] Global Report
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file:///M|/OPI/Reports_to_the_Legislature/securities_774_global.htm[1/31/2011 12:11:35 PM]