Global Report
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 1 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/25/10 60 BOMBARDIER INC CLASS B 160,000.00 6,005.44 944,848.00 944,848.00 237461 3/02/10 CAD S27115 5.865 1.066 886,598.48 886,598.48
PUR 2/25/10 60 ROYAL BANK OF CANADA 40,000.00 1,501.36 2,292,500.00 2,292,500.00 230244 3/02/10 CAD S27115 57.273 1.066 2,151,168.25 2,151,168.25
PUR 3/09/10 60 MANULIFE FINL CORP 60,000.00 2,339.18 1,214,142.00 1,214,142.00 230227 3/12/10 CAD S27151 20.196 1.026 1,183,374.27 1,183,374.27
PUR 3/12/10 60 DOMTAR CORP 8,000.00 314.90 522,712.80 522,712.80 236740 3/17/10 CAD S27173 65.299 1.016 514,379.85 514,379.85
PUR 3/12/10 60 INMET MNG CORP NPV 30,000.00 1,180.87 1,768,491.00 1,768,491.00 251133 3/17/10 CAD S27173 58.910 1.016 1,740,298.17 1,740,298.17
PUR 3/23/10 60 FNX MNG CO INC NPV 100,000.00 3,931.20 1,528,480.00 1,528,480.00 251240 3/26/10 CAD S27195 15.245 1.017 1,502,191.65 1,502,191.65
PUR 3/23/10 60 RESEARCH IN MOTION 20,000.00 786.24 1,527,196.00 1,527,196.00 230321 3/26/10 CAD S27195 76.320 1.018 1,500,929.73 1,500,929.73
PUR 3/25/10 60 FIRST QUANTUM MINERALS 10,000.00 392.73 898,092.00 898,092.00 237378 3/30/10 CAD S27202 89.769 1.018 881,779.09 881,779.09
PUR 3/25/10 60 TECK RESOURCES LTD. 30,000.00 1,178.20 1,235,544.00 1,235,544.00 241893 3/30/10 CAD S27202 41.145 1.019 1,213,101.62 1,213,101.62 458,000.00 17,630.12 11,932,005.80 11,932,005.80 11,573,821.11 11,573,821.11 9 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 2/24/10 60 L'OREAL SA EUR 0.2 50,000.00 7,749.98 3,802,194.75 3,802,194.75 248327 3/01/10 EUR S27109 75.930 .735 5,174,405.77 5,174,405.77
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: 2 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 L'OREAL SA EUR 0.2 30,000.00 4,625.06 2,269,088.53 2,269,088.53 248327 3/01/10 EUR S27109 75.523 .735 3,088,001.95 3,088,001.95
PUR 2/25/10 60 L'OREAL SA EUR 0.2 69,599.00 10,809.12 5,335,962.45 5,335,962.45 248327 3/02/10 EUR S27113 76.552 .739 7,216,884.68 7,216,884.68
PUR 3/02/10 60 CFAO SA NPV 6,500.00 376.81 185,505.74 185,505.74 249871 3/05/10 EUR S27120 28.497 .737 251,583.01 251,583.01
PUR 3/03/10 60 CFAO SA NPV 2,975.00 174.13 84,914.68 84,914.68 249871 3/08/10 EUR S27129 28.500 .730 116,265.26 116,265.26
PUR 3/04/10 60 CFAO SA NPV 3,620.00 210.59 103,313.88 103,313.88 249871 3/09/10 EUR S27134 28.497 .735 140,599.83 140,599.83
PUR 3/11/10 60 CFAO SA NPV 23,065.00 1,346.36 657,299.04 657,299.04 249871 3/16/10 EUR S27166 28.455 .731 898,922.11 898,922.11
PUR 3/11/10 60 CFAO SA NPV 17,340.00 1,010.85 493,502.06 493,502.06 249871 3/16/10 EUR S27166 28.418 .731 674,913.38 674,913.38
PUR 3/11/10 60 CFAO SA NPV 46,500.00 2,707.18 1,321,649.51 1,321,649.51 249871 3/16/10 EUR S27166 28.380 .731 1,807,487.76 1,807,487.76 ------249,599.00 29,010.08 14,253,430.64 14,253,430.64 19,369,063.75 19,369,063.75 9 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 3/19/10 60 HONDA MOTOR CO LTD 300,000.00 12,947.17 977,495,909.00 977,495,909.00 9605 3/25/10 JPY S27188 3254.41 90.490 10,802,253.39 10,802,253.39
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PUR 3/19/10 60 NISSAN MOTOR CO LTD NP 1,200,000.00 12,224.50 922,936,115.00 922,936,115.00 245070 3/25/10 JPY S27188 768.192 90.490 10,199,316.11 10,199,316.11 ------1,500,000.00 25,171.671,900,432,024.00 1,900,432,024.00 21,001,569.50 21,001,569.50 2 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 NORSKE SKOGSINDUST NOK 340,000.00 733.69 2,887,524.80 2,887,524.80 233089 3/10/10 NOK S27141 8.480 5.895 489,859.33 489,859.33
PUR 3/08/10 60 NORSKE SKOGSINDUST NOK 100,000.00 216.69 851,234.94 851,234.94 233089 3/11/10 NOK S27145 8.500 5.884 144,676.81 144,676.81
PUR 3/09/10 60 NORSKE SKOGSINDUST NOK 60,000.00 129.36 510,765.00 510,765.00 233089 3/12/10 NOK S27149 8.500 5.914 86,366.86 86,366.86
PUR 3/15/10 60 STOREBRAND ASA 230,500.00 2,707.77 10,618,073.46 10,618,073.46 202782 3/18/10 NOK S27175 45.996 5.873 1,807,885.56 1,807,885.56 ------730,500.00 3,787.51 14,867,598.20 14,867,598.20 2,528,788.56 2,528,788.56 4 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 3/03/10 60 ADECCO SA-REG 250,000.00 19,886.23 14,184,219.46 14,184,219.46 249676 3/08/10 CHF S27128 56.652 1.068 13,277,374.76 13,277,374.76
PUR 3/09/10 60 NOBEL BIOCARE HOLDING 250,000.00 12,739.49 7,231,639.06 7,231,639.06 234447 3/12/10 CHF S27147 28.872 1.077 6,717,732.52 6,717,732.52 ------500,000.00 32,625.72 21,415,858.52 21,415,858.52 19,995,107.28 19,995,107.28 2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 3/04/10 60 BT GROUP PLC 5,200,000.00 57,191.98 6,164,626.17 6,164,626.17 250974 3/09/10 UKP S27135 1.178 .664 9,281,461.65 9,281,461.65
PUR 3/05/10 60 BT GROUP PLC 3,000,000.00 33,234.46 3,571,306.66 3,571,306.66 250974 3/10/10 UKP S27138 1.183 .662 5,393,386.93 5,393,386.93
PUR 3/11/10 60 BT GROUP PLC 7,800,000.00 88,765.75 9,575,000.20 9,575,000.20 250974 3/16/10 UKP S27167 1.220 .665 14,405,580.19 14,405,580.19
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/12/10 60 BT GROUP PLC 7,000,000.00 85,303.01 8,701,898.05 8,701,898.05 250974 3/17/10 UKP S27171 1.235 .659 13,208,609.60 13,208,609.60
PUR 3/15/10 60 BT GROUP PLC 3,500,000.00 42,645.97 4,389,347.50 4,389,347.50 250974 3/18/10 UKP S27177 1.246 .665 6,603,332.70 6,603,332.70
PUR 3/16/10 60 BT GROUP PLC 3,000,000.00 37,522.32 3,823,593.85 3,823,593.85 250974 3/19/10 UKP S27180 1.266 .658 5,809,952.80 5,809,952.80
PUR 3/17/10 60 BT GROUP PLC 3,500,000.00 43,491.31 4,402,029.40 4,402,029.40 250974 3/22/10 UKP S27181 1.250 .654 6,734,226.84 6,734,226.84
PUR 3/18/10 60 BT GROUP PLC 3,000,000.00 37,010.92 3,758,372.65 3,758,372.65 250974 3/23/10 UKP S27185 1.245 .656 5,730,764.12 5,730,764.12 ------36,000,000.00 425,165.72 44,386,174.48 44,386,174.48 67,167,314.83 67,167,314.83 8 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
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PUR 3/03/10 60 DAIMLER AG 250,000.00 16,251.84 7,924,919.58 7,924,919.58 248924 3/05/10 EUR S27123 31.652 .730 10,850,807.19 10,850,807.19 ------250,000.00 16,251.84 7,924,919.58 7,924,919.58 10,850,807.19 10,850,807.19 1 TRANSACTION IN COUNTRY: GERMANY (1100)
PUR 3/02/10 60 VIENNA INSURANCE GROUP 8,500.00 619.38 304,922.45 304,922.45 249922 3/05/10 EUR S27120 35.820 .737 413,536.04 413,536.04
PUR 3/03/10 60 VIENNA INSURANCE GROUP 40,250.00 2,983.91 1,455,055.38 1,455,055.38 249922 3/08/10 EUR S27129 36.096 .730 1,992,263.16 1,992,263.16
PUR 3/04/10 60 VIENNA INSURANCE GROUP 26,250.00 1,928.07 945,925.89 945,925.89 249922 3/09/10 EUR S27134 35.981 .735 1,287,310.28 1,287,310.28
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 VIENNA INSURANCE GROUP 25,000.00 1,840.00 902,654.45 902,654.45 249922 3/10/10 EUR S27139 36.052 .735 1,228,512.47 1,228,512.47
PUR 3/09/10 60 VIENNA INSURANCE GROUP 21,500.00 1,635.31 803,770.90 803,770.90 249922 3/12/10 EUR S27146 37.329 .736 1,091,842.67 1,091,842.67
PUR 3/10/10 60 VIENNA INSURANCE GROUP 19,000.00 1,458.97 712,796.19 712,796.19 249922 3/15/10 EUR S27159 37.459 .732 974,107.29 974,107.29
PUR 3/11/10 60 VIENNA INSURANCE GROUP 13,000.00 1,000.19 488,297.65 488,297.65 249922 3/16/10 EUR S27166 37.505 .731 667,795.83 667,795.83
PUR 3/12/10 60 VIENNA INSURANCE GROUP 31,500.00 2,447.95 1,187,971.64 1,187,971.64 249922 3/17/10 EUR S27170 37.657 .727 1,634,411.00 1,634,411.00
PUR 3/15/10 60 VIENNA INSURANCE GROUP 31,000.00 2,387.81 1,167,705.43 1,167,705.43 249922 3/18/10 EUR S27176 37.612 .732 1,594,267.70 1,594,267.70
PUR 3/16/10 60 VIENNA INSURANCE GROUP 13,000.00 1,007.78 488,998.10 488,998.10 249922 3/19/10 EUR S27179 37.559 .727 672,861.56 672,861.56
PUR 3/17/10 60 VIENNA INSURANCE GROUP 60,500.00 4,732.98 2,299,721.92 2,299,721.92 249922 3/22/10 EUR S27183 37.955 .728 3,160,048.21 3,160,048.21
PUR 3/17/10 60 VIENNA INSURANCE GROUP 10,500.00 820.75 398,800.35 398,800.35 249922 3/22/10 EUR S27183 37.924 .728 547,991.62 547,991.62
PUR 3/18/10 60 VIENNA INSURANCE GROUP 1,451.00 110.79 54,373.94 54,373.94 249922 3/23/10 EUR S27184 37.417 .735 73,970.30 73,970.30
PUR 3/19/10 60 VIENNA INSURANCE GROUP 28,549.00 2,221.86 1,096,419.24 1,096,419.24 249922 3/24/10 EUR S27190 38.347 .739 1,483,455.83 1,483,455.83
PUR 3/22/10 60 VIENNA INSURANCE GROUP 14,527.00 1,129.12 557,108.10 557,108.10 249922 3/25/10 EUR S27192 38.292 .739 753,878.75 753,878.75
PUR 3/23/10 60 VIENNA INSURANCE GROUP 11,678.00 911.60 449,716.02 449,716.02 249922 3/26/10 EUR S27194 38.452 .739 608,645.54 608,645.54
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: 6 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/24/10 60 VIENNA INSURANCE GROUP 15,000.00 1,158.58 579,435.85 579,435.85 249922 3/29/10 EUR S27198 38.571 .749 773,546.52 773,546.52
PUR 3/24/10 60 VIENNA INSURANCE GROUP 10,000.00 769.96 385,076.75 385,076.75 249922 3/29/10 EUR S27198 38.450 .749 514,077.23 514,077.23
PUR 3/24/10 60 VIENNA INSURANCE GROUP 18,795.00 1,444.58 722,471.77 722,471.77 249922 3/29/10 EUR S27198 38.382 .749 964,499.39 964,499.39 ------400,000.00 30,609.59 15,001,222.02 15,001,222.02 20,437,021.39 20,437,021.39 19 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
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PUR 3/02/10 60 VESTAS WIND SYSTEMS 100,000.00 7,325.03 26,837,596.10 26,837,596.10 222191 3/05/10 DKK S27121 267.974 5.488 4,890,678.10 4,890,678.10
PUR 3/19/10 60 DSV A/S 250,000.00 6,674.12 24,506,254.32 24,506,254.32 249200 3/24/10 DKK S27187 97.878 5.500 4,456,087.70 4,456,087.70
PUR 3/19/10 60 VESTAS WIND SYSTEMS 100,000.00 7,660.61 28,128,459.50 28,128,459.50 222191 3/24/10 DKK S27187 280.863 5.499 5,114,730.34 5,114,730.34
PUR 3/24/10 60 VESTAS WIND SYSTEMS 100,000.00 7,891.25 29,363,148.75 29,363,148.75 222191 3/29/10 DKK S27196 293.192 5.573 5,268,728.13 5,268,728.13 ------550,000.00 29,551.01 108,835,458.67 108,835,458.67 19,730,224.27 19,730,224.27 4 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 3/04/10 60 BANCO POPULAR ESPANOL 800,000.00 8,518.14 4,179,059.20 4,179,059.20 250973 3/09/10 EUR S27134 5.216 .735 5,687,280.50 5,687,280.50
PUR 3/05/10 60 BANCO POPULAR ESPANOL 600,000.00 6,443.46 3,160,974.36 3,160,974.36 250973 3/10/10 EUR S27139 5.260 .735 4,302,085.28 4,302,085.28
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 GAMESA CORP TECNOLOGIC 1,000,000.00 19,767.43 9,697,324.20 9,697,324.20 233092 3/10/10 EUR S27139 9.683 .735 13,198,055.71 13,198,055.71
PUR 3/19/10 60 BANCO POPULAR ESPANOL 1,100,000.00 12,161.50 6,001,348.54 6,001,348.54 250973 3/24/10 EUR S27190 5.448 .739 8,119,827.88 8,119,827.88
PUR 3/19/10 60 GAMESA CORP TECNOLOGIC 250,000.00 5,037.22 2,485,723.00 2,485,723.00 233092 3/24/10 EUR S27190 9.928 .739 3,363,184.59 3,363,184.59
PUR 3/19/10 60 GAMESA CORP TECNOLOGIC 750,000.00 15,100.56 7,451,685.79 7,451,685.79 233092 3/24/10 EUR S27190 9.921 .739 10,082,134.97 10,082,134.97
PUR 3/24/10 60 BANCO POPULAR ESPANOL 1,000,000.00 10,725.79 5,364,234.30 5,364,234.30 250973 3/29/10 EUR S27198 5.356 .749 7,161,249.63 7,161,249.63
PUR 3/24/10 60 GAMESA CORP TECNOLOGIC 745,000.00 14,653.37 7,328,515.31 7,328,515.31 233092 3/29/10 EUR S27198 9.822 .749 9,783,563.62 9,783,563.62
PUR 3/25/10 60 GAMESA CORP TECNOLOGIC 20,000.00 400.35 200,300.00 200,300.00 233092 3/30/10 EUR S27200 10.000 .749 267,300.47 267,300.47 ------6,265,000.00 92,807.82 45,869,164.70 45,869,164.70 61,964,682.65 61,964,682.65 9 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 3/19/10 60 BULGARI SPA EURO 0.07 750,000.00 8,768.66 4,327,080.90 4,327,080.90 233088 3/24/10 EUR S27190 5.761 .739 5,854,542.84 5,854,542.84 ------750,000.00 8,768.66 4,327,080.90 4,327,080.90 5,854,542.84 5,854,542.84 1 TRANSACTION IN COUNTRY: ITALY (1700)
PUR 3/05/10 60 FOSTER'S GROUP LTD 629,442.00 6,119.00 3,373,997.45 3,373,997.45 238761 3/11/10 AUD S27137 5.350 1.101 3,065,614.98 3,065,614.98
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/12/10 60 FOSTER'S GROUP LTD 275,587.00 2,701.09 1,476,538.43 1,476,538.43 238761 3/17/10 AUD S27169 5.347 1.091 1,353,248.06 1,353,248.06
PUR 3/15/10 60 FOSTER'S GROUP LTD 30,000.00 292.69 160,821.00 160,821.00 238761 3/18/10 AUD S27174 5.350 1.097 146,636.55 146,636.55
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PUR 3/16/10 60 FOSTER'S GROUP LTD 1,064,971.00 10,410.45 5,700,773.36 5,700,773.36 238761 3/19/10 AUD 27178- 5.342 1.093 5,215,635.78 5,215,635.78
PUR 3/17/10 60 BILLABONG INTERNATIONA 500,000.00 9,911.09 5,381,441.40 5,381,441.40 251153 3/22/10 AUD S27182 10.741 1.084 4,965,455.41 4,965,455.41
PUR 3/19/10 60 BILLABONG INTERNATIONA 245,000.00 4,848.23 2,650,260.94 2,650,260.94 251153 3/24/10 AUD S27189 10.796 1.091 2,428,965.21 2,428,965.21
PUR 3/22/10 60 BILLABONG INTERNATIONA 71,000.00 1,399.20 765,701.35 765,701.35 251153 3/25/10 AUD S27191 10.763 1.092 700,999.77 700,999.77
PUR 3/23/10 60 BILLABONG INTERNATIONA 184,000.00 3,625.76 1,977,254.62 1,977,254.62 251153 3/26/10 AUD S27193 10.725 1.088 1,816,503.17 1,816,503.17
PUR 3/24/10 60 BILLABONG INTERNATIONA 250,000.00 5,005.65 2,758,280.55 2,758,280.55 251153 3/29/10 AUD S27197 11.011 1.100 2,507,828.71 2,507,828.71
PUR 3/31/10 60 WESFARMERS 101,948.00 3,299,985.40 3,299,985.40 234285 3/31/10 AUD 27218 32.369 1.089 3,029,716.51 3,029,716.51 ------3,351,948.00 44,313.16 27,545,054.50 27,545,054.50 25,230,604.15 25,230,604.15 10 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 3/05/10 60 BANCO ESPIRITO SANTO-R 1,040,000.00 8,280.10 4,061,979.84 4,061,979.84 211864 3/10/10 EUR S27139 3.900 .735 5,528,353.51 5,528,353.51
PUR 3/05/10 60 BRISA 13,500.00 168.12 82,473.53 82,473.53 224313 3/10/10 EUR S27139 6.100 .735 112,246.45 112,246.45
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 BANCO ESPIRITO SANTO-R 13,386.00 106.92 52,283.71 52,283.71 211864 3/11/10 EUR S27142 3.900 .732 71,388.19 71,388.19
PUR 3/08/10 60 BRISA 259,180.00 3,237.99 1,583,343.54 1,583,343.54 224313 3/11/10 EUR S27142 6.100 .732 2,161,897.60 2,161,897.60
PUR 3/09/10 60 BANCO ESPIRITO SANTO-R 51,140.00 406.27 199,683.71 199,683.71 211864 3/12/10 EUR S27146 3.899 .736 271,250.42 271,250.42
PUR 3/09/10 60 BRISA 227,320.00 2,825.45 1,388,731.98 1,388,731.98 224313 3/12/10 EUR S27146 6.100 .736 1,886,454.01 1,886,454.01 ------1,604,526.00 15,024.85 7,368,496.31 7,368,496.31 10,031,590.18 10,031,590.18 6 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
------52,609,573.00 770,717.752,224,158,488.32 2,224,158,488.32 295,735,137.70 295,735,137.70 84 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
------52,609,573.00 770,717.752,224,158,488.32 2,224,158,488.32 295,735,137.70 295,735,137.70 84 "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: 10 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
FOREIGN GOVT OBLIG (ANN-P ( 610) ------
SALE 3/10/10 60 IRELAND, REPUBLIC OF 10,000,000.00 10,778,000.00 453,424.66 10,243,604.53 534,395.47 223805 3/15/10 EUR 5.000 4/18/13 B27153 107.780 .732 14,729,215.04 619,650.15 11,338,811.22 3,390,403.82 ------
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10,000,000.00 10,778,000.00 453,424.66 10,243,604.53 534,395.47 14,729,215.04 619,650.15 11,338,811.22 3,390,403.82 1 TRANSACTION IN COUNTRY: IRELAND (2000)
------10,000,000.00 10,778,000.00 453,424.66 10,243,604.53 534,395.47 14,729,215.04 619,650.15 11,338,811.22 3,390,403.82 1 TRANSACTION IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)
ETF-INTERNATIONAL (1600) ------
SALE 3/10/10 60 ISHARES MSCI JAPAN IND 4,000,000.00 40,513.76 40,412,686.24 34,502,545.48 5,910,140.76 245465 3/15/10 USD S27162 10.113 1.000 40,412,686.24 34,502,545.48 5,910,140.76
SALE 3/10/10 60 ISHARES MSCI JAPAN IND 5,000,000.00 50,643.01 50,579,856.99 43,128,181.85 7,451,675.14 245465 3/15/10 USD S27161 10.126 1.000 50,579,856.99 43,128,181.85 7,451,675.14
SALE 3/10/10 60 ISHARES MSCI JAPAN IND 1,000,000.00 10,128.40 10,099,871.60 8,625,636.37 1,474,235.23 245465 3/15/10 USD S27160 10.110 1.000 10,099,871.60 8,625,636.37 1,474,235.23 ------10,000,000.00 101,285.17 101,092,414.83 86,256,363.70 14,836,051.13 101,092,414.83 86,256,363.70 14,836,051.13 3 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
------10,000,000.00 101,285.17 101,092,414.83 86,256,363.70 14,836,051.13 101,092,414.83 86,256,363.70 14,836,051.13 3 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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) ------
SALE 2/25/10 60 TORONTO DOMINION BK ON 20,000.00 750.68 1,338,158.00 1,227,519.50 110,638.50 242764 3/02/10 CAD S27115 66.948 1.066 1,255,661.07 1,131,214.68 124,446.39
SALE 3/12/10 60 SAPUTO INC NPV 20,000.00 787.25 580,666.00 531,487.80 49,178.20 242316 3/17/10 CAD S27173 29.073 1.016 571,409.17 499,783.73 71,625.44
SALE 3/18/10 60 ENCANA CORP 40,000.00 1,578.53 1,287,424.00 536,576.75 750,847.25 230210 3/23/10 CAD S27186 32.226 1.014 1,270,149.96 406,339.13 863,810.83 ------80,000.00 3,116.46 3,206,248.00 2,295,584.05 910,663.95 3,097,220.20 2,037,337.54 1,059,882.66 3 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 2/25/10 60 BIC 15,000.00 1,595.49 785,258.34 562,719.06 222,539.28 222840 3/02/10 EUR S27113 52.429 .739 1,062,061.24 694,952.88 367,108.36
SALE 2/26/10 60 BIC 4,827.00 515.20 251,261.29 181,082.99 70,178.30 222840 3/03/10 EUR S27116 52.131 .733 342,946.73 223,635.83 119,310.90
SALE 3/01/10 60 BIC 24,173.00 2,577.43 1,272,783.43 906,840.52 365,942.91 222840 3/04/10 EUR S27117 52.732 .742 1,715,711.52 1,119,939.73 595,771.79
SALE 3/02/10 60 BIC 23,000.00 2,482.69 1,218,581.58 862,835.89 355,745.69 222840 3/05/10 EUR S27120 53.061 .737 1,652,641.18 1,065,594.42 587,046.76
SALE 3/03/10 60 BIC 27,000.00 2,942.51 1,430,565.43 1,012,894.30 417,671.13 222840 3/08/10 EUR S27129 53.064 .730 1,958,731.50 1,250,915.18 707,816.32
SALE 3/04/10 60 BIC 6,000.00 649.80 317,842.32 225,087.62 92,754.70 222840 3/09/10 EUR S27134 53.053 .735 432,551.52 277,981.15 154,570.37
SALE 3/04/10 60 SOCIETE GENERALE EUR 1 217,740.00 18,972.33 9,280,073.14 6,932,649.76 2,347,423.38 245186 3/09/10 EUR S27134 42.684 .735 12,629,248.94 9,547,321.73 3,081,927.21
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S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 TRIGANO SA EUR 4.25678 6,062.00 201.21 98,409.97 235,603.54 -137,193.57 236573 3/10/10 EUR S27139 16.258 .735 133,935.94 317,924.22 - 183,988.28
SALE 3/08/10 60 TRIGANO SA EUR 4.25678 1,838.00 60.58 29,532.54 71,435.06 - 41,902.52 236573 3/11/10 EUR S27142 16.092 .732 40,323.74 96,394.71 - 56,070.97
SALE 3/09/10 60 BIC 3,000.00 330.21 161,815.41 112,543.81 49,271.60 222840 3/12/10 EUR S27146 54.020 .736 219,810.11 138,990.57 80,819.54
SALE 3/10/10 60 AXA 1,000,000.00 33,076.37 16,111,396.60 14,365,569.04 1,745,827.56 226044 3/15/10 EUR S27159 16.136 .732 22,017,834.92 18,682,058.31 3,335,776.61
SALE 3/10/10 60 BIC 28,000.00 3,105.64 1,512,748.67 1,050,408.91 462,339.76 222840 3/15/10 EUR S27159 54.108 .732 2,067,322.36 1,297,245.38 770,076.98
SALE 3/11/10 60 BIC 5,986.00 663.20 322,806.95 224,562.42 98,244.53 222840 3/16/10 EUR S27166 54.008 .731 441,470.76 277,332.53 164,138.23
SALE 3/11/10 60 TRIGANO SA EUR 4.25678 4,968.00 163.17 79,421.35 193,084.53 -113,663.18 236573 3/16/10 EUR S27166 16.011 .731 108,616.63 260,548.92 - 151,932.29
SALE 3/12/10 60 BIC 19,161.00 2,143.41 1,037,071.73 718,817.32 318,254.41 222840 3/17/10 EUR S27170 54.205 .727 1,426,802.95 887,732.80 539,070.15
SALE 3/12/10 60 BIC 43,853.00 4,952.12 2,396,036.71 1,645,127.92 750,908.79 222840 3/17/10 EUR S27170 54.720 .727 3,296,466.54 2,031,717.90 1,264,748.64
SALE 3/12/10 60 TRIGANO SA EUR 4.25678 2,443.00 80.66 39,029.37 94,948.77 - 55,919.40 236573 3/17/10 EUR S27170 16.000 .727 53,696.59 128,124.19 - 74,427.60
SALE 3/15/10 60 TRIGANO SA EUR 4.25678 241.00 7.89 3,850.22 9,366.62 - 5,516.40 236573 3/18/10 EUR S27176 16.000 .732 5,256.70 12,639.35 - 7,382.65
SALE 3/16/10 60 TRIGANO SA EUR 4.25678 4,417.00 145.97 70,615.39 171,669.55 -101,054.16 236573 3/19/10 EUR S27179 16.011 .727 97,166.80 231,651.48 - 134,484.68
SALE 3/17/10 60 TRIGANO SA EUR 4.25678 12,431.00 422.77 204,803.83 483,138.83 -278,335.00 236573 3/22/10 EUR S27183 16.500 .728 281,420.97 651,949.19 - 370,528.22
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/17/10 60 TRIGANO SA EUR 4.25678 18,624.00 630.53 305,455.23 723,833.78 -418,378.55 236573 3/22/10 EUR S27183 16.426 .728 419,726.07 976,743.77 - 557,017.70
SALE 3/18/10 60 TRIGANO SA EUR 4.25678 6,014.00 201.11 98,406.60 233,737.99 -135,331.39 236573 3/23/10 EUR S27184 16.388 .735 133,872.32 315,406.84 - 181,534.52
SALE 3/19/10 60 BIC 190,000.00 21,405.63 10,531,421.14 7,127,774.71 3,403,646.43 222840 3/24/10 EUR S27190 55.512 .739 14,249,018.59 8,802,736.44 5,446,282.15
SALE 3/19/10 60 BIC 10,000.00 1,127.32 554,634.80 375,146.04 179,488.76 222840 3/24/10 EUR S27190 55.547 .739 750,421.19 463,301.92 287,119.27
SALE 3/19/10 60 TRIGANO SA EUR 4.25678 6,327.00 206.39 101,540.70 245,902.94 -144,362.24 236573 3/24/10 EUR S27190 16.073 .739 137,384.62 331,822.27 -
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194,437.65
SALE 3/22/10 60 TRIGANO SA EUR 4.25678 16.00 .51 255.62 621.85 - 366.23 236573 3/25/10 EUR S27192 16.000 .739 345.91 839.13 - 493.22
SALE 3/23/10 60 TRIGANO SA EUR 4.25678 36,619.00 1,189.52 585,058.05 1,423,221.06 -838,163.01 236573 3/26/10 EUR S27194 16.001 .739 791,817.41 1,920,499.36 -1,128,681.95 ------1,717,740.00 99,849.66 48,800,676.41 40,190,624.83 8,610,051.58 66,466,603.75 52,006,000.20 14,460,603.55 27 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 3/03/10 60 DENSO CORP 95,700.00 3,164.59 233,135,350.00 244,039,092.75 -10,903,742.75 231704 3/08/10 JPY S27124 2439.03 88.510 2,634,000.11 2,620,833.54 13,166.57
SALE 3/19/10 60 FAST RETAILING CO LTD 200,000.00 44,005.333,314,386,958.00 2,520,795,268.57 793,591,689.43 241347 3/25/10 JPY S27188 16591.8 90.490 36,627,107.50 27,878,320.35 8,748,787.15 ------295,700.00 47,169.923,547,522,308.00 2,764,834,361.32 782,687,946.68 39,261,107.61 30,499,153.89 8,761,953.72 2 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/10/10 60 ARCELORMITTAL NPV 500,000.00 32,011.35 15,592,625.92 8,706,239.33 6,886,386.59 245408 3/15/10 EUR S27159 31.232 .732 21,308,882.90 11,579,782.68 9,729,100.22
SALE 3/10/10 60 ING GROEP NV EUR 0.24 1,000,000.00 15,072.09 7,341,571.10 6,634,887.42 706,683.67 250066 3/15/10 EUR S27159 7.353 .732 10,032,991.21 9,586,231.62 446,759.59
SALE 3/11/10 60 KONINKLIJKE KPN NV 850,000.00 21,250.88 10,343,666.19 10,111,289.25 232,376.94 239708 3/16/10 EUR S27166 12.187 .731 14,145,997.04 14,507,764.57 -361,767.53
SALE 3/12/10 60 KONINKLIJKE KPN NV 790,000.00 19,500.13 9,434,937.33 9,397,551.19 37,386.14 239708 3/17/10 EUR S27170 11.961 .727 12,980,583.76 13,483,687.08 -503,103.32
SALE 3/15/10 60 KONINKLIJKE KPN NV 760,000.00 18,231.84 8,889,134.27 9,040,682.16 -151,547.89 239708 3/18/10 EUR S27176 11.714 .732 12,136,331.02 12,971,648.34 -835,317.32
SALE 3/17/10 60 KONINKLIJKE KPN NV 800,000.00 19,028.54 9,218,152.00 9,516,507.53 -298,355.53 239708 3/22/10 EUR S27183 11.540 .728 12,666,663.95 13,654,366.66 -987,702.71 ------4,700,000.00 125,094.83 60,820,086.81 53,407,156.88 7,412,929.92 83,271,449.88 75,783,480.95 7,487,968.93 6 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 3/02/10 60 DNB NOR ASA 2,000,000.00 33,833.05 133,969,344.10 79,867,504.26 54,101,839.84 243080 3/05/10 NOK S27119 67.085 5.949 22,521,533.85 13,049,018.88 9,472,514.97
SALE 3/02/10 60 STOREBRAND ASA 70,000.00 764.66 3,027,851.40 2,861,569.12 166,282.28 202782 3/05/10 NOK S27119 43.320 5.949 509,010.91 474,830.07 34,180.84
SALE 3/02/10 60 STOREBRAND ASA 1,000,000.00 10,898.67 43,155,669.25 40,879,558.79 2,276,110.46 202782 3/05/10 NOK S27119 43.221 5.948 7,254,882.62 6,783,286.72 471,595.90
SALE 3/03/10 60 STOREBRAND ASA 930,000.00 10,481.21 41,067,277.54 38,017,989.67 3,049,287.87 202782 3/08/10 NOK S27126 44.225 5.886 6,976,992.84 6,308,456.65 668,536.19
SALE 3/10/10 60 DNB NOR ASA 750,000.00 13,313.45 51,965,110.24 29,950,314.10 22,014,796.14 243080 3/15/10 NOK S27155 69.391 5.864 8,862,321.82 4,893,382.08 3,968,939.74
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
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SALE 3/11/10 60 DNB NOR ASA 1,250,000.00 21,800.33 85,043,243.50 49,917,190.16 35,126,053.34 243080 3/16/10 NOK S27165 68.137 5.860 14,511,755.97 8,155,636.80 6,356,119.17 ------6,000,000.00 91,091.37 358,228,496.03 241,494,126.10 116,734,369.93 60,636,498.01 39,664,611.20 20,971,886.81 6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 3/03/10 60 MUNTERS 20,000.00 236.88 1,127,100.81 1,046,074.15 81,026.66 237273 3/08/10 SEK S27125 56.440 7.148 157,682.79 137,928.34 19,754.45
SALE 3/04/10 60 MUNTERS 11,000.00 126.93 603,649.86 575,340.79 28,309.07 237273 3/09/10 SEK S27133 54.960 7.144 84,493.91 75,860.59 8,633.32
SALE 3/05/10 60 MUNTERS 63,000.00 712.86 3,376,710.63 3,295,133.59 81,577.04 237273 3/10/10 SEK S27140 53.679 7.116 474,530.37 434,474.29 40,056.08
SALE 3/08/10 60 MUNTERS 8,700.00 99.31 469,263.83 455,042.26 14,221.57 237273 3/11/10 SEK S27144 54.019 7.098 66,108.39 59,998.83 6,109.56
SALE 3/09/10 60 MUNTERS 39,400.00 443.94 2,115,002.19 2,060,766.08 54,236.11 237273 3/12/10 SEK S27150 53.761 7.157 295,515.19 271,718.84 23,796.35
SALE 3/10/10 60 MUNTERS 154,000.00 1,173.75 8,346,145.50 8,054,770.99 291,374.51 237273 3/15/10 SEK S27154 54.250 7.118 1,172,573.76 1,062,048.26 110,525.50
SALE 3/10/10 60 MUNTERS 112,000.00 1,283.12 6,079,523.02 5,858,015.27 221,507.75 237273 3/15/10 SEK S27154 54.363 7.118 854,129.51 772,398.73 81,730.78
SALE 3/11/10 60 MUNTERS 38,800.00 438.41 2,070,551.63 2,029,383.86 41,167.77 237273 3/16/10 SEK S27164 53.445 7.095 291,836.62 267,580.99 24,255.63
SALE 3/12/10 60 MUNTERS 1,153,100.00 8,500.01 59,927,157.61 60,311,405.38 -384,247.77 237273 3/17/10 SEK S27172 52.023 7.057 8,491,513.41 7,952,258.73 539,254.68 ------1,600,000.00 13,015.21 84,115,105.08 83,685,932.37 429,172.71 11,888,383.95 11,034,267.60 854,116.35 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: 16 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/10/10 60 ZURICH FINCL SVCS AG ( 150,000.00 55,912.27 39,809,371.24 31,765,240.74 8,044,130.50 230391 3/15/10 CHF S27158 265.795 1.070 37,218,933.47 26,969,884.17 10,249,049.30
SALE 3/25/10 60 ZURICH FINCL SVCS AG ( 150,000.00 56,042.31 39,894,503.35 31,765,240.74 8,129,262.61 230391 3/30/10 CHF S27199 266.363 1.069 37,305,501.54 26,969,884.17 10,335,617.37 ------300,000.00 111,954.58 79,703,874.59 63,530,481.48 16,173,393.11 74,524,435.01 53,939,768.34 20,584,666.67 2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 3/01/10 60 REED ELSEVIER PLC 14.4 2,215,578.00 19,732.43 10,990,241.44 10,995,297.10 -5,055.66 243324 3/04/10 UKP S27118 4.966 .669 16,422,709.52 17,243,537.32 -820,827.80
SALE 3/03/10 60 REED ELSEVIER PLC 14.4 3,350,000.00 30,609.83 16,907,570.54 16,625,117.81 282,452.73 243324 3/08/10 UKP S27127 5.053 .664 25,476,330.49 26,072,586.92 -596,256.43
SALE 3/04/10 60 BP PLC 2,000,000.00 21,913.05 12,113,245.64 10,165,385.43 1,947,860.21 214684 3/09/10 UKP S27135 6.064 .664 18,237,703.60 17,712,906.17 524,797.43
SALE 3/04/10 60 INTERNATIONAL POWER PL 700,000.00 4,133.04 2,284,014.89 1,778,081.12 505,933.77 227679 3/09/10 UKP S27135 3.267 .664 3,438,813.00 2,987,717.91 451,095.09
SALE 3/04/10 60 REED ELSEVIER PLC 14.4 313,000.00 2,859.56 1,580,002.72 1,553,331.90 26,670.82 243324 3/09/10 UKP S27135 5.054 .664 2,378,852.22 2,436,035.73 -57,183.51
SALE 3/04/10 60 REED ELSEVIER PLC 14.4 1,493,877.00 13,598.08 7,516,523.11 7,413,695.86 102,827.25 243324 3/09/10 UKP S27135 5.038 .664 11,316,877.79 11,626,638.20 -309,760.41
SALE 3/05/10 60 INTERNATIONAL POWER PL 2,300,000.00 13,563.42 7,474,528.79 5,842,266.52 1,632,262.27 227679 3/10/10 UKP S27138 3.254 .662 11,288,032.56 9,816,787.38 1,471,245.18
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/05/10 60 REED ELSEVIER PLC 14.4 337,000.00 3,115.84 1,716,434.60 1,672,437.23 43,997.37 243324 3/10/10 UKP S27138 5.099 .662 2,592,159.34 2,622,824.42 -30,665.08
SALE 3/05/10 60 REED ELSEVIER PLC 14.4 506,123.00 4,676.29 2,576,460.62 2,511,747.61 64,713.01 243324 3/10/10 UKP S27138 5.097 .662 3,890,970.55 3,939,085.34 -48,114.79
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/10/10 60 BARCLAYS PLC 25P 5,000,000.00 38,948.51 17,314,987.50 14,602,474.29 2,712,513.21 246634 3/15/10 UKP S27157 3.468 .668 25,925,724.21 23,051,693.65 2,874,030.56
SALE 3/10/10 60 BP PLC 5,000,000.00 56,085.55 31,176,542.20 25,413,463.59 5,763,078.61 214684 3/15/10 UKP S27157 6.243 .668 46,680,624.79 44,282,265.45 2,398,359.34
SALE 3/10/10 60 REED ELSEVIER PLC 14.4 1,499,812.00 13,745.26 7,640,011.15 7,443,149.61 196,861.54 243324 3/15/10 UKP S27157 5.100 .668 11,439,385.79 11,672,829.47 -233,443.68
SALE 3/10/10 60 ROYAL BANK OF SCOTLAND 4,000,000.00 2,898.59 1,610,464.12 6,848,567.94 -5,238,103.82 215793 3/15/10 UKP S27157 .403 .668 2,411,347.32 12,601,442.06 -10,190,094.74
SALE 3/11/10 60 REED ELSEVIER PLC 14.4 2,500,188.00 23,005.37 12,726,417.05 12,407,737.33 318,679.72 243324 3/16/10 UKP S27167 5.096 .665 19,146,884.33 19,458,617.60 -311,733.27
SALE 3/18/10 60 DIAGEO PLC 1,000,000.00 19,902.90 10,863,447.20 9,688,965.56 1,174,481.64 248467 3/23/10 UKP S27185 10.877 .656 16,564,577.08 15,891,383.85 673,193.23
SALE 3/25/10 60 BP PLC 2,000,000.00 28,372.28 12,686,740.30 10,165,385.43 2,521,354.87 214684 3/30/10 UKP S27201 6.353 .672 18,885,485.40 17,712,906.17 1,172,579.23 ------34,215,578.00 297,160.00 157,177,631.87 145,127,104.33 12,050,527.54 236,096,477.99 239,129,257.64 - 3,032,779.65 16 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 3/03/10 60 SYMRISE AG 100,000.00 3,334.47 1,621,124.66 1,579,308.64 41,816.02 240415 3/05/10 EUR S27130 16.236 .730 2,219,645.38 2,468,645.06 -248,999.68
SALE 3/04/10 60 SYMRISE AG 230,000.00 7,568.09 3,701,831.91 3,632,409.86 69,422.05 240415 3/08/10 EUR S27132 16.119 .735 5,037,822.01 5,677,883.62 -640,061.61
SALE 3/05/10 60 SYMRISE AG 170,000.00 5,659.53 2,768,082.64 2,684,824.68 83,257.96 240415 3/09/10 EUR S27136 16.307 .735 3,767,359.75 4,196,696.59 -429,336.84
SALE 3/09/10 60 SYMRISE AG 305,000.00 10,299.21 5,047,000.13 4,816,891.35 230,108.78 240415 3/11/10 EUR S27148 16.572 .736 6,855,846.74 7,529,367.43 -673,520.69
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: 18 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 SYMRISE AG 195,000.00 6,573.73 3,221,377.18 3,079,651.84 141,725.34 240415 3/11/10 EUR S27148 16.545 .736 4,375,919.89 4,813,857.86 -437,937.97 ------1,000,000.00 33,435.03 16,359,416.52 15,793,086.37 566,330.15 22,256,593.77 24,686,450.56 - 2,429,856.79 5 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 3/09/10 60 OUTOKUMPU OYJ 56,173.00 1,650.97 809,040.82 590,286.56 218,754.26 243316 3/12/10 EUR S27146 14.424 .736 1,099,001.33 827,960.21 271,041.12
SALE 3/10/10 60 FORTUM OYJ EUR 3.40 250,000.00 9,985.12 4,863,718.46 5,217,561.24 -353,842.78 237094 3/15/10 EUR S27159 19.484 .732 6,646,757.74 7,207,554.09 -560,796.35
SALE 3/10/10 60 OUTOKUMPU OYJ 193,827.00 5,721.61 2,786,980.20 2,036,805.45 750,174.75 243316 3/15/10 EUR S27159 14.400 .732 3,808,687.20 2,856,907.12 951,780.08
SALE 3/11/10 60 FORTUM OYJ EUR 3.40 220,000.00 8,789.44 4,278,183.09 4,591,453.89 -313,270.80 237094 3/16/10 EUR S27166 19.476 .731 5,850,842.85 6,342,647.59 -491,804.74
SALE 3/11/10 60 FORTUM OYJ EUR 3.40 780,000.00 31,092.67 15,134,068.79 16,278,791.05 -1,144,722.26 237094 3/16/10 EUR S27166 19.432 .731 20,697,351.28 22,487,568.72 -1,790,217.44
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SALE 3/12/10 60 OUTOKUMPU OYJ 64,000.00 1,901.95 920,236.77 672,535.56 247,701.21 243316 3/17/10 EUR S27170 14.400 .727 1,266,061.45 943,326.05 322,735.40
SALE 3/12/10 60 OUTOKUMPU OYJ 62,851.00 1,868.32 903,966.67 660,461.44 243,505.23 243316 3/17/10 EUR S27170 14.404 .727 1,243,677.06 926,390.39 317,286.67
SALE 3/15/10 60 OUTOKUMPU OYJ 31,255.00 922.94 449,989.85 328,439.04 121,550.81 243316 3/18/10 EUR S27176 14.419 .732 614,370.94 460,682.11 153,688.83
SALE 3/16/10 60 OUTOKUMPU OYJ 250,000.00 7,444.34 3,601,339.87 2,627,092.01 974,247.86 243316 3/19/10 EUR S27179 14.427 .727 4,955,444.92 3,684,867.34 1,270,577.58
SALE 3/16/10 60 OUTOKUMPU OYJ 341,894.00 10,217.67 4,942,994.35 3,592,747.99 1,350,246.36 243316 3/19/10 EUR S27179 14.479 .727 6,801,561.96 5,039,336.15 1,762,225.81
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/18/10 60 FORTUM OYJ EUR 3.40 78,000.00 3,128.91 1,531,024.01 1,627,879.11 -96,855.10 237094 3/23/10 EUR S27184 19.658 .735 2,082,804.83 2,248,756.88 -165,952.05
SALE 3/18/10 60 OUTOKUMPU OYJ 35,000.00 1,044.91 511,288.91 367,792.88 143,496.03 243316 3/23/10 EUR S27184 14.630 .735 695,557.36 515,881.43 179,675.93
SALE 3/19/10 60 FORTUM OYJ EUR 3.40 422,000.00 16,817.76 8,274,215.23 8,807,243.36 -533,028.13 237094 3/24/10 EUR S27190 19.637 .739 11,195,017.75 12,166,351.28 -971,333.53
SALE 3/19/10 60 OUTOKUMPU OYJ 160,000.00 4,709.51 2,317,047.21 1,681,338.89 635,708.32 243316 3/24/10 EUR S27190 14.503 .739 3,134,966.15 2,358,315.10 776,651.05
SALE 3/23/10 60 OUTOKUMPU OYJ 305,000.00 9,050.13 4,451,284.54 3,205,052.26 1,246,232.28 243316 3/26/10 EUR S27194 14.616 .739 6,024,367.34 4,495,538.16 1,528,829.18
SALE 3/25/10 60 FORTUM OYJ EUR 3.40 500,000.00 19,237.13 9,595,734.77 10,435,122.47 -839,387.70 237094 3/30/10 EUR S27200 19.220 .749 12,805,513.62 14,415,108.16 -1,609,594.54 ------3,750,000.00 133,583.38 65,371,113.54 62,720,603.20 2,650,510.34 88,921,983.78 86,977,190.78 1,944,793.00 16 TRANSACTIONS IN COUNTRY: FINLAND (1200)
SALE 2/24/10 60 GN STORE NORD DKK 4.0 100,000.00 830.27 3,022,459.50 8,178,443.79 -5,155,984.29 235863 3/01/10 DKK S27111 30.270 5.469 552,683.36 1,450,140.34 -897,456.98
SALE 2/24/10 60 NOVOZYMES A-S-B SHARES 10,025.00 1,542.11 5,613,799.18 5,273,542.99 340,256.19 237222 3/01/10 DKK S27110 560.821 5.469 1,026,532.66 976,794.41 49,738.25
SALE 2/25/10 60 GN STORE NORD DKK 4.0 400,000.00 3,212.59 11,766,763.34 32,713,775.17 -20,947,011.83 235863 3/02/10 DKK S27112 29.461 5.502 2,138,517.23 5,800,561.35 -3,662,044.12
SALE 3/10/10 60 DANSKE BANK AB DKK 10. 183,000.00 6,765.70 24,521,762.10 14,984,452.80 9,537,309.30 227970 3/15/10 DKK S27156 134.200 5.445 4,503,703.00 2,660,765.49 1,842,937.51
SALE 3/11/10 60 DANSKE BANK AB DKK 10. 200,000.00 7,392.22 26,771,861.88 16,376,451.15 10,395,410.73 227970 3/16/10 DKK S27168 134.060 5.441 4,920,755.41 2,907,940.43 2,012,814.98 ------893,025.00 19,742.89 71,696,646.00 77,526,665.90 -5,830,019.90 13,142,191.66 13,796,202.02 - 654,010.36 5 TRANSACTIONS IN COUNTRY: DENMARK (1400)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 WESFARMERS 44,349.00 2,643.38 1,451,737.91 948,146.23 503,591.68 234285 3/11/10 AUD S27137 32.800 1.101 1,319,049.45 685,936.95 633,112.50
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/08/10 60 WESFARMERS 455,651.00 27,415.22 15,011,730.49 9,741,454.81 5,270,275.68 234285 3/11/10 AUD S27143 33.012 1.097 13,680,195.98 7,047,461.27 6,632,734.71 ------500,000.00 30,058.60 16,463,468.40 10,689,601.04 5,773,867.36 14,999,245.43 7,733,398.22 7,265,847.21 2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 3/10/10 60 HANG SENG BANK LTD HKD 140,000.00 6,228.05 15,589,873.17 13,272,752.81 2,317,120.36 246176 3/12/10 HKD S27152 111.701 7.759 2,009,289.10 1,712,631.09 296,658.01 ------140,000.00 6,228.05 15,589,873.17 13,272,752.81 2,317,120.36 2,009,289.10 1,712,631.09 296,658.01 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
------55,192,043.00 1011499.984,525,054,944.42 3,574,568,080.68 950,486,863.73 716,571,480.14 638,999,750.03 77,571,730.11 100 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225) ------
SALE 3/19/10 60 MACQUARIE ATLAS ROADS 662,741.00 1,028.82 560,152.80 878,895.03 - 318,742.23 250576 3/24/10 AUD S27189 .847 1.091 513,380.26 657,630.73 - 144,250.47 ------662,741.00 1,028.82 560,152.80 878,895.03 - 318,742.23 513,380.26 657,630.73 - 144,250.47 1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
------662,741.00 1,028.82 560,152.80 878,895.03 - 318,742.23 513,380.26 657,630.73 - 144,250.47 1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
------75,854,784.00 1113813.974,637,485,512.05 453,424.66 3,671,946,943.94 965,538,568.10 832,906,490.27 619,650.15 737,252,555.68 95,653,934.59 105 "SALE" 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: 21 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------128,464,357.00 1884531.726,861,644,000.37 453,424.66 5,896,105,432.26 965,538,568.10 1,128,641,627.97 619,650.15 1,032,987,693.38 95,653,934.59 189 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: 22 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
HEDGE FUNDS ( 300) ------
PUR 3/10/10 60 RC WOODLEY PARK LP 3,754,373.03 3,754,373.03 3,754,373.03 235102 3/10/10 USD 62834 1.000 1.000 3,754,373.03 3,754,373.03
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PUR 3/26/10 60 GOLD SACHS MULTI STRT 57,500,000.00 57,500,000.00 57,500,000.00 235103 3/26/10 USD 62857 1.000 1.000 57,500,000.00 57,500,000.00
PUR 3/30/10 60 GOLD SACHS MULTI STRT 192,500,000.00 192,500,000.00 192,500,000.00 235103 3/30/10 USD 62873 1.000 1.000 192,500,000.00 192,500,000.00
PUR 3/30/10 60 RC WOODLEY PARK LP 250,000,000.00 250,000,000.00 250,000,000.00 235102 3/30/10 USD 62874 1.000 1.000 250,000,000.00 250,000,000.00 ------503,754,373.03 503,754,373.03 503,754,373.03 503,754,373.03 503,754,373.03 4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------503,754,373.03 503,754,373.03 503,754,373.03 503,754,373.03 503,754,373.03 4 TRANSACTIONS IN CATEGORY: HEDGE FUNDS ( 300)
COMMON STOCK (2215) ------
PUR 3/03/10 60 BARRETT BILL CORP 10,557.00 362,270.06 362,270.06 251079 3/03/10 USD 62810 34.316 1.000 362,270.06 362,270.06
PUR 3/03/10 60 BARRETT BILL CORP 14,400.00 494,121.60 494,121.60 251079 3/03/10 USD 62809 34.314 1.000 494,121.60 494,121.60
PUR 3/17/10 60 BARRETT BILL CORP 10,815.00 358,084.65 358,084.65 251079 3/17/10 USD 62842 33.110 1.000 358,084.65 358,084.65
PUR 3/17/10 60 BARRETT BILL CORP 14,400.00 476,784.00 476,784.00 251079 3/17/10 USD 62841 33.110 1.000 476,784.00 476,784.00 ------50,172.00 1,691,260.31 1,691,260.31 1,691,260.31 1,691,260.31 4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------50,172.00 1,691,260.31 1,691,260.31 1,691,260.31 1,691,260.31 4 TRANSACTIONS IN CATEGORY: COMMON STOCK (2215)
PRIVATE EQUITY (3000) ------
PUR 3/01/10 60 SONJ PRIVATE OPPORTUNI 5,396,040.00 5,396,040.00 5,396,040.00 239748 3/01/10 USD 62800 1.000 1.000 5,396,040.00 5,396,040.00
PUR 3/02/10 60 NB CROSSROADS FUND XVI 1,750,000.00 1,750,000.00 1,750,000.00 235875 3/02/10 USD 62796 1.000 1.000 1,750,000.00 1,750,000.00
PUR 3/03/10 60 LINDSAY GOLDBERG&BESSE 1,841,319.00 1,841,319.00 1,841,319.00 234972 3/03/10 USD 62789 1.000 1.000 1,841,319.00 1,841,319.00
PUR 3/05/10 60 ONEX PARTNERS II LP 562,143.00 562,143.00 562,143.00 235876 3/05/10 USD 62797 1.000 1.000 562,143.00 562,143.00
PUR 3/09/10 60 AVENUE ASIA SPEC SIT F 3,000,000.00 3,000,000.00 3,000,000.00 235204 3/09/10 USD 62798 1.000 1.000 3,000,000.00 3,000,000.00
PUR 3/11/10 60 CS/NJDI EMERGING OPPOR 3,500,000.00 3,500,000.00 3,500,000.00 241598 3/11/10 USD 62823 1.000 1.000 3,500,000.00 3,500,000.00
PUR 3/11/10 60 LINDSAY GOLDBERG&BESSE 48,689.00 48,689.00 48,689.00 234972 3/11/10 USD 62807 1.000 1.000 48,689.00 48,689.00
PUR 3/11/10 60 LINDSAY GOLDBERG&BESSE 202,211.00 202,211.00 202,211.00 234972 3/11/10 USD 62806 1.000 1.000 202,211.00 202,211.00
PUR 3/11/10 60 LINDSAY GOLDBERG&BESSE 72,149.00 72,149.00 72,149.00 234972 3/11/10 USD 62805 1.000 1.000 72,149.00 72,149.00
PUR 3/12/10 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00 235211 3/12/10 USD 62821 1.000 1.000 3,000,000.00 3,000,000.00
PUR 3/12/10 60 JP MORGAN VNTRE CAP IN 1,214,987.00 1,214,987.00 1,214,987.00 234637 3/12/10 USD 62814 1.000 1.000 1,214,987.00 1,214,987.00
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
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/12/10 60 LINDSAY GOLDBERG&BESSE 138,514.00 138,514.00 138,514.00 234972 3/12/10 USD 62808 1.000 1.000 138,514.00 138,514.00
PUR 3/15/10 60 OCM MEZZANINE FUND II 1,275,000.00 1,275,000.00 1,275,000.00 233660 3/15/10 USD 62822 1.000 1.000 1,275,000.00 1,275,000.00
PUR 3/17/10 60 FAIRVIEW CAPSTONE PART 1,194,000.00 1,194,000.00 1,194,000.00 243120 3/17/10 USD 62827 1.000 1.000 1,194,000.00 1,194,000.00
PUR 3/18/10 60 GOLDMAN SACHS PE PRTNR 5,577,244.00 5,577,244.00 5,577,244.00 238376 3/18/10 EUR 62833 1.000 .731 7,627,000.52 7,627,000.52
PUR 3/22/10 60 NEW MOUNTAIN PARTNERS 6,756,648.00 6,756,648.00 6,756,648.00 238085 3/22/10 USD 62828 1.000 1.000 6,756,648.00 6,756,648.00
PUR 3/23/10 60 GSO CAPITAL OPPORTUNIT 423,542.00 423,542.00 423,542.00 241894 3/23/10 USD 62832 1.000 1.000 423,542.00 423,542.00
PUR 3/23/10 60 NB/NJ CUSTOM FUND 952,381.00 952,381.00 952,381.00 238282 3/23/10 USD 62829 1.000 1.000 952,381.00 952,381.00
PUR 3/24/10 60 NJHL EUROPEAN BUYOUT I 1,344,399.22 1,344,399.22 1,344,399.22 233641 3/24/10 USD 62845 1.000 1.000 1,344,399.22 1,344,399.22
PUR 3/26/10 60 NJHL EUROPEAN BUYOUT I 1,931,115.90 1,931,115.90 1,931,115.90 233641 3/26/10 USD 62847 1.000 1.000 1,931,115.90 1,931,115.90
PUR 3/26/10 60 NJHL EUROPEAN BUYOUT S 186,898.44 186,898.44 186,898.44 244345 3/26/10 USD 62846 1.000 1.000 186,898.44 186,898.44
PUR 3/26/10 60 QUADRANGLE CAPITAL PAR 254,895.00 254,895.00 254,895.00 231679 3/26/10 USD 62844 1.000 1.000 254,895.00 254,895.00
PUR 3/29/10 60 COURT SQUARE CAP PTNRS 5,918,136.00 5,918,136.00 5,918,136.00 238089 3/29/10 USD 62850 1.000 1.000 5,918,136.00 5,918,136.00
PUR 3/29/10 60 NJHL EUROPEAN BUYOUT S 1,521,039.67 1,521,039.67 1,521,039.67 241503 3/29/10 USD 62848 1.000 1.000 1,521,039.67 1,521,039.67
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/31/10 60 CSFB/NJDI INVESTMENT F 2,500,000.00 2,500,000.00 2,500,000.00 241599 3/31/10 USD 62859 1.000 1.000 2,500,000.00 2,500,000.00
PUR 3/31/10 60 NJHL EUROPEAN BUYOUT I 436,910.80 436,910.80 436,910.80 233641 3/31/10 USD 62860 1.000 1.000 436,910.80 436,910.80
PUR 3/31/10 60 NJHL EUROPEAN BUYOUT S 124,143.17 124,143.17 124,143.17 241503 3/31/10 USD 62849 1.000 1.000 124,143.17 124,143.17 ------51,122,405.20 51,122,405.20 51,122,405.20 53,172,161.72 53,172,161.72 27 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------51,122,405.20 51,122,405.20 51,122,405.20 53,172,161.72 53,172,161.72 27 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
REAL ESTATE (3010) ------
PUR 3/05/10 60 MACFARLANE URBAN RE FU 1,856,435.64 1,856,435.64 1,856,435.64 236474 3/05/10 USD 62811 1.000 1.000 1,856,435.64 1,856,435.64
PUR 3/10/10 60 NJDOI/GMAM OPPORTUNIST 74,503.31 74,503.31 74,503.31 242482 3/10/10 USD 62816 1.000 1.000 74,503.31 74,503.31
PUR 3/10/10 60 WARBURG PINCUS R E LP 12,000,000.00 12,000,000.00 12,000,000.00 235462 3/10/10 USD 62817 1.000 1.000 12,000,000.00 12,000,000.00
PUR 3/12/10 60 AEW CORE PROPERTY TRUS 5,260,870.00 5,260,870.00 5,260,870.00 238844 3/12/10 USD 62818 1.000 1.000 5,260,870.00 5,260,870.00
PUR 3/16/10 60 BLACKSTONE R E ASSOC V 31,009.00 31,009.00 31,009.00
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236949 3/16/10 USD 62840 1.000 1.000 31,009.00 31,009.00
PUR 3/23/10 60 MACFARLANE URBAN RE FU 1,856,435.64 1,856,435.64 1,856,435.64 236474 3/23/10 USD 236474 1.000 1.000 1,856,435.64 1,856,435.64
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: 26 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/23/10 60 WESTBROOK REAL ESTATE 3,151,514.00 3,151,514.00 3,151,514.00 238956 3/23/10 USD 62854 1.000 1.000 3,151,514.00 3,151,514.00
PUR 3/26/10 60 NJDOI/GMAM CT HIGH GRA 18,861,018.14 18,861,018.14 18,861,018.14 241490 3/26/10 USD 62858 1.000 1.000 18,861,018.14 18,861,018.14
PUR 3/29/10 60 BLACKSTONE R E ASSOC V 815,794.00 815,794.00 815,794.00 236949 3/29/10 USD 62869 1.000 1.000 815,794.00 815,794.00
PUR 3/29/10 60 BLACKSTONE R E ASSOC V 650,243.00 650,243.00 650,243.00 236949 3/29/10 USD 62868 1.000 1.000 650,243.00 650,243.00
PUR 3/31/10 60 PRUDENTIAL PROP INV SE 3,420,000.00 3,420,000.00 3,420,000.00 237801 3/31/10 USD 62879 1.000 1.000 3,420,000.00 3,420,000.00 ------47,977,822.73 47,977,822.73 47,977,822.73 47,977,822.73 47,977,822.73 11 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------47,977,822.73 47,977,822.73 47,977,822.73 47,977,822.73 47,977,822.73 11 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
------602,904,772.96 604,545,861.27 604,545,861.27 606,595,617.79 606,595,617.79 46 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
HEDGE FUNDS ( 300) ------
SALE 3/11/10 60 PENDRAGON (LANCELOT II 19,895,133.50 5,977,503.70 19,895,133.50 -13,917,629.80 239806 3/11/10 USD 62835 .300 1.000 5,977,503.70 19,895,133.50 -13,917,629.80
SALE 3/22/10 60 INTREPID CAPITAL FUND 12,690,591.30 3,279,442.57 12,690,591.30 -9,411,148.73 237190 3/22/10 USD 62855 .258 1.000 3,279,442.57 12,690,591.30 -9,411,148.73 ------32,585,724.80 9,256,946.27 32,585,724.80 -23,328,778.53 9,256,946.27 32,585,724.80 - 23,328,778.53 2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
------32,585,724.80 9,256,946.27 32,585,724.80 -23,328,778.53 9,256,946.27 32,585,724.80 - 23,328,778.53 2 TRANSACTIONS IN CATEGORY: HEDGE FUNDS ( 300)
------32,585,724.80 9,256,946.27 32,585,724.80 -23,328,778.53 9,256,946.27 32,585,724.80 - 23,328,778.53 2 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
------635,490,497.76 613,802,807.54 637,131,586.07 -23,328,778.53 615,852,564.06 639,181,342.59 -
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23,328,778.53 48 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/22/10 60 VANGUARD I SHS VANGUAR 40,200.00 804.00 1,667,001.54 1,667,001.54 251328 3/25/10 USD N20100 41.448 1.000 1,667,001.54 1,667,001.54 ------40,200.00 804.00 1,667,001.54 1,667,001.54 1,667,001.54 1,667,001.54 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
------40,200.00 804.00 1,667,001.54 1,667,001.54 1,667,001.54 1,667,001.54 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225) ------
PUR 2/25/10 60 COCA-COLA ICECEK AS TR 29.00 .60 375.93 375.93 248888 3/01/10 TRY N20100 12.931 1.557 241.51 241.51 ------29.00 .60 375.93 375.93 241.51 241.51 1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 2/25/10 60 CHINA COAL ENERGY H 114,000.00 642.11 1,393,573.84 1,393,573.84 250893 3/01/10 HKD H20100 12.181 7.764 179,489.42 179,489.42
PUR 2/26/10 60 CHINA COAL ENERGY H 109,000.00 625.96 1,358,290.59 1,358,290.59 250893 3/02/10 HKD H20100 12.417 7.763 174,967.55 174,967.55
PUR 3/01/10 60 CHINA COAL ENERGY H 69,000.00 405.66 880,160.16 880,160.16 250893 3/03/10 HKD H20100 12.710 7.764 113,367.19 113,367.19
PUR 3/02/10 60 CHINA COAL ENERGY H 107,000.00 623.62 1,353,233.94 1,353,233.94 250893 3/04/10 HKD H20100 12.602 7.763 174,311.69 174,311.69
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: 29 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/03/10 60 CHINA COAL ENERGY H 108,000.00 626.05 1,358,337.10 1,358,337.10 250893 3/05/10 HKD H20100 12.532 7.762 174,996.08 174,996.08
PUR 3/04/10 60 CHINA COAL ENERGY H 86,000.00 493.78 1,071,437.09 1,071,437.09 250893 3/08/10 HKD H20100 12.414 7.763 138,021.99 138,021.99
PUR 3/05/10 60 CHINA COAL ENERGY H 59,000.00 338.06 733,592.91 733,592.91 250893 3/09/10 HKD H20100 12.389 7.763 94,504.72 94,504.72
PUR 3/08/10 60 CHINA COAL ENERGY H 42,000.00 250.48 542,987.30 542,987.30 250893 3/10/10 HKD H20100 12.882 7.758 69,988.82 69,988.82
PUR 3/23/10 60 CHINA TELECOM CORP 966,000.00 723.75 3,653,137.06 3,653,137.06 251330 3/25/10 HKD H20100 3.776 7.762 470,649.85 470,649.85
PUR 3/24/10 60 CHINA TELECOM CORP 16,000.00 11.88 59,772.23 59,772.23 251330 3/26/10 HKD H20100 3.730 7.761 7,701.81 7,701.81
PUR 3/25/10 60 CHINA TELECOM CORP 72,000.00 52.97 267,199.86 267,199.86 251330 3/29/10 HKD H20100 3.705 7.761 34,428.98 34,428.98
PUR 3/26/10 60 CHINA TELECOM CORP 148,000.00 110.48 557,426.35 557,426.35 251330 3/30/10 HKD H20100 3.761 7.762 71,812.93 71,812.93
PUR 3/29/10 60 CHINA TELECOM CORP 128,000.00 96.59 487,623.50 487,623.50 251330 3/31/10 HKD H20100 3.804 7.764 62,808.13 62,808.13 ------
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- 2,024,000.00 5,001.39 13,716,771.93 13,716,771.93 1,767,049.16 1,767,049.16 13 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/26/10 60 CHINA UNICOM HONG KONG 80,000.00 342.96 744,142.43 744,142.43 251029 3/02/10 HKD H20100 9.269 7.763 95,856.35 95,856.35
PUR 2/26/10 60 CHINA UNICOM HONG KONG 52,000.00 221.31 480,274.02 480,274.02 251029 3/02/10 HKD H20100 9.203 7.763 61,866.27 61,866.27
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: 30 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/01/10 60 CHINA UNICOM HONG KONG 92,000.00 413.68 897,709.34 897,709.34 251029 3/03/10 HKD H20100 9.723 7.764 115,627.57 115,627.57
PUR 3/02/10 60 CHINA UNICOM HONG KONG 100,000.00 457.72 993,363.42 993,363.42 251029 3/04/10 HKD H20100 9.898 7.763 127,956.34 127,956.34
PUR 3/03/10 60 CHINA UNICOM HONG KONG 58,000.00 261.79 568,054.02 568,054.02 251029 3/05/10 HKD H20100 9.759 7.762 73,183.03 73,183.03
PUR 3/04/10 60 CHINA UNICOM HONG KONG 64,000.00 289.91 629,124.08 629,124.08 251029 3/08/10 HKD H20100 9.795 7.763 81,043.45 81,043.45
PUR 3/05/10 60 CHINA UNICOM HONG KONG 76,000.00 337.09 731,494.68 731,494.68 251029 3/09/10 HKD H20100 9.591 7.762 94,234.42 94,234.42
PUR 3/08/10 60 CHINA UNICOM HONG KONG 48,000.00 213.89 463,894.63 463,894.63 251029 3/10/10 HKD H20100 9.630 7.758 59,794.11 59,794.11
PUR 3/09/10 60 CHINA UNICOM HONG KONG 36,000.00 157.55 341,750.10 341,750.10 251029 3/11/10 HKD H20100 9.459 7.759 44,042.80 44,042.80
PUR 3/10/10 60 CHINA UNICOM HONG KONG 20,000.00 88.21 191,318.38 191,318.38 251029 3/12/10 HKD H20100 9.532 7.759 24,657.93 24,657.93
PUR 3/11/10 60 CHINA UNICOM HONG KONG 18,000.00 78.97 171,279.71 171,279.71 251029 3/15/10 HKD H20100 9.482 7.759 22,075.54 22,075.54
PUR 3/12/10 60 CHINA UNICOM HONG KONG 26,000.00 113.37 245,859.29 245,859.29 251029 3/16/10 HKD H20100 9.422 7.758 31,691.88 31,691.88
PUR 3/15/10 60 CHINA UNICOM HONG KONG 18,000.00 77.52 168,143.69 168,143.69 251029 3/17/10 HKD H20100 9.308 7.759 21,671.35 21,671.35
PUR 3/16/10 60 CHINA UNICOM HONG KONG 80,000.00 343.67 745,571.03 745,571.03 251029 3/18/10 HKD H20100 9.286 7.761 96,072.55 96,072.55
PUR 3/17/10 60 CHINA UNICOM HONG KONG 56,000.00 245.10 531,779.86 531,779.86 251029 3/19/10 HKD H20100 9.462 7.761 68,517.74 68,517.74
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/18/10 60 CHINA UNICOM HONG KONG 48,000.00 210.35 456,350.85 456,350.85 251029 3/22/10 HKD H20100 9.473 7.761 58,803.55 58,803.55
PUR 3/19/10 60 CHINA UNICOM HONG KONG 80,000.00 346.90 752,467.70 752,467.70 251029 3/23/10 HKD H20100 9.372 7.759 96,977.48 96,977.48
PUR 3/22/10 60 CHINA UNICOM HONG KONG 76,000.00 323.31 701,443.17 701,443.17 251029 3/24/10 HKD H20100 9.197 7.761 90,382.84 90,382.84
PUR 3/23/10 60 CHINA UNICOM HONG KONG 78,000.00 335.85 728,747.86 728,747.86 251029 3/25/10 HKD H20100 9.310 7.762 93,887.82 93,887.82
PUR 3/24/10 60 CHINA UNICOM HONG KONG 86,000.00 368.26 798,951.38 798,951.38 251029 3/26/10 HKD H20100 9.257 7.761 102,947.04 102,947.04
PUR 3/25/10 60 CHINA UNICOM HONG KONG 138,000.00 564.85 1,225,490.58 1,225,490.58 251029 3/29/10 HKD H20100 8.849 7.761 157,905.73 157,905.73
PUR 3/26/10 60 CHINA UNICOM HONG KONG 114,000.00 462.07 1,002,659.88 1,002,659.88 251029 3/30/10 HKD H20100 8.764 7.762 129,172.13 129,172.13 ------1,444,000.00 6,254.33 13,569,870.10 13,569,870.10
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
1,748,367.92 1,748,367.92 22 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 3/05/10 60 KOREA LIFE INSURAN KRW 70,500.00 578,100,000.00 578,100,000.00 251094 3/11/10 KRW H20100 8200.00 1140.10 507,060.78 507,060.78
PUR 3/09/10 60 KT CORP KRW 5000.0 2,100.00 157.97 99,724,034.00 99,724,034.00 251186 3/11/10 KRW H20100 47402.3 1134.30 87,916.81 87,916.81
PUR 3/10/10 60 KT CORP KRW 5000.0 990.00 74.42 46,847,290.00 46,847,290.00 251186 3/12/10 KRW H20100 47235.4 1131.03 41,420.02 41,420.02
PUR 3/11/10 60 KT CORP KRW 5000.0 420.00 31.11 19,621,594.00 19,621,594.00 251186 3/15/10 KRW H20100 46634.1 1133.40 17,312.15 17,312.15
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: 32 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/12/10 60 KT CORP KRW 5000.0 550.00 41.28 25,919,671.00 25,919,671.00 251186 3/16/10 KRW H20100 47041.9 1128.20 22,974.36 22,974.36
PUR 3/15/10 60 KT CORP KRW 5000.0 490.00 35.99 22,727,775.00 22,727,775.00 251186 3/17/10 KRW H20100 46299.8 1134.60 20,031.53 20,031.53
PUR 3/16/10 60 KT CORP KRW 5000.0 600.00 43.99 27,726,071.00 27,726,071.00 251186 3/18/10 KRW H20100 46127.0 1132.50 24,482.18 24,482.18
PUR 3/17/10 60 KT CORP KRW 5000.0 1,210.00 88.01 55,271,364.00 55,271,364.00 251186 3/19/10 KRW H20100 45596.7 1128.40 48,982.07 48,982.07
PUR 3/18/10 60 KT CORP KRW 5000.0 850.00 62.12 39,187,984.00 39,187,984.00 251186 3/22/10 KRW H20100 46020.6 1133.50 34,572.55 34,572.55
PUR 3/19/10 60 KT CORP KRW 5000.0 650.00 47.98 30,244,171.00 30,244,171.00 251186 3/23/10 KRW H20100 46445.8 1132.50 26,705.67 26,705.67
PUR 3/22/10 60 KT CORP KRW 5000.0 560.00 41.73 26,368,909.00 26,368,909.00 251186 3/24/10 KRW H20100 47002.7 1135.40 23,224.33 23,224.33
PUR 3/23/10 60 KT CORP KRW 5000.0 750.00 55.77 35,287,502.00 35,287,502.00 251186 3/25/10 KRW H20100 46965.4 1136.80 31,041.08 31,041.08
PUR 3/24/10 60 KT CORP KRW 5000.0 530.00 39.26 24,854,417.00 24,854,417.00 251186 3/26/10 KRW H20100 46810.8 1137.60 21,848.12 21,848.12
PUR 3/25/10 60 KT CORP KRW 5000.0 250.00 18.63 11,843,886.00 11,843,886.00 251186 3/29/10 KRW H20100 47290.4 1142.30 10,368.45 10,368.45
PUR 3/26/10 60 KT CORP KRW 5000.0 510.00 38.61 24,465,534.00 24,465,534.00 251186 3/30/10 KRW H20100 47885.4 1138.50 21,489.27 21,489.27
PUR 3/29/10 60 KT CORP KRW 5000.0 1,440.00 108.67 68,646,010.00 68,646,010.00 251186 3/31/10 KRW H20100 47585.1 1135.00 60,481.07 60,481.07 ------82,400.00 885.541,136,836,212.00 1,136,836,212.00 999,910.44 999,910.44 16 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 INDOSAT TBK PT IDR 100 4,000.00 20,925,385.00 20,925,385.00 251027 3/02/10 IDR H20100 5231.34 9300.00 2,250.04 2,250.04
PUR 2/25/10 60 INDOSAT TBK PT IDR 100 14,000.00 72,588,670.00 72,588,670.00 251027 3/03/10 IDR H20100 5184.90 9324.99 7,784.31 7,784.31
PUR 3/01/10 60 INDOSAT TBK PT IDR 100 11,500.00 22.47 59,087,846.00 59,087,846.00 251027 3/04/10 IDR H20100 5120.00 9249.99 6,387.88 6,387.88
PUR 3/01/10 60 INDOSAT TBK PT IDR 100 31,000.00 15.11 158,957,440.00 158,957,440.00 251027 3/04/10 IDR H20100 5123.15 9249.99 17,184.59 17,184.59
PUR 3/02/10 60 INDOSAT TBK PT IDR 100 7,000.00 36,548,071.00 36,548,071.00 251027 3/05/10 IDR H20100 5221.15 9284.99 3,936.25 3,936.25
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PUR 3/02/10 60 INDOSAT TBK PT IDR 100 63,000.00 125.50 330,326,179.00 330,326,179.00 251027 3/05/10 IDR H20100 5224.77 9284.99 35,576.33 35,576.33
PUR 3/03/10 60 INDOSAT TBK PT IDR 100 12,500.00 66,892,358.00 66,892,358.00 251027 3/08/10 IDR H20100 5351.38 9271.99 7,214.45 7,214.45
PUR 3/04/10 60 INDOSAT TBK PT IDR 100 9,000.00 48,751,907.00 48,751,907.00 251027 3/09/10 IDR H20100 5416.87 9262.99 5,263.08 5,263.08
PUR 3/04/10 60 TELEKOMUNIKASI INDONES 318,500.00 2,637,863,491.00 2,637,863,491.00 239304 3/09/10 IDR H20100 8282.14 9263.00 284,774.21 284,774.21
PUR 3/04/10 60 TELEKOMUNIKASI INDONES 202,500.00 1,676,950,726.00 1,676,950,726.00 239304 3/09/10 IDR H20100 8281.23 9263.00 181,037.54 181,037.54
PUR 3/05/10 60 INDOSAT TBK PT IDR 100 29,000.00 161,101,282.00 161,101,282.00 251027 3/10/10 IDR H20100 5555.21 9230.00 17,454.09 17,454.09
PUR 3/08/10 60 INDOSAT TBK PT IDR 100 16,000.00 36.96 91,214,968.00 91,214,968.00 251027 3/11/10 IDR H20100 5679.75 9169.99 9,947.11 9,947.11
PUR 3/09/10 60 INDOSAT TBK PT IDR 100 115,500.00 664,490,897.00 664,490,897.00 251027 3/12/10 IDR H20100 5753.16 9190.00 72,305.86 72,305.86
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: 34 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 TELEKOMUNIKASI INDONES 221,000.00 1,925,053,102.00 1,925,053,102.00 239304 3/12/10 IDR H20100 8710.64 9190.00 209,472.59 209,472.59
PUR 3/10/10 60 INDOSAT TBK PT IDR 100 7,000.00 39,898,792.00 39,898,792.00 251027 3/15/10 IDR H20100 5699.82 9173.00 4,349.59 4,349.59
PUR 3/10/10 60 TELEKOMUNIKASI INDONES 123,500.00 413.241,074,591,208.00 1,074,591,208.00 239304 3/15/10 IDR H20100 8670.45 9173.00 117,147.19 117,147.19
PUR 3/11/10 60 INDOSAT TBK PT IDR 100 5,000.00 10.87 28,387,198.00 28,387,198.00 251027 3/17/10 IDR H20100 5657.46 9185.01 3,090.60 3,090.60
PUR 3/26/10 60 INDOSAT TBK PT IDR 100 6,500.00 14.39 37,181,157.00 37,181,157.00 251027 3/31/10 IDR H20100 5700.00 9114.99 4,079.12 4,079.12 ------1,196,500.00 638.549,130,810,677.00 9,130,810,677.00 989,254.83 989,254.83 18 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/24/10 60 TELECOM EGYPT EGP 10.0 1,680.00 17.45 32,015.76 32,015.76 250266 3/01/10 EGP N20100 19.000 5.487 5,834.84 5,834.84
PUR 2/25/10 60 TELECOM EGYPT EGP 10.0 8,002.00 85.15 156,265.53 156,265.53 250266 3/01/10 EGP N20100 19.470 5.489 28,468.85 28,468.85
PUR 2/28/10 60 TELECOM EGYPT EGP 10.0 492.00 5.22 9,573.98 9,573.98 250266 3/02/10 EGP N20100 19.401 5.489 1,744.21 1,744.21
PUR 3/01/10 60 TELECOM EGYPT EGP 10.0 27,559.00 294.67 540,466.65 540,466.65 250266 3/03/10 EGP N20100 19.553 5.486 98,517.44 98,517.44
PUR 3/02/10 60 TELECOM EGYPT EGP 10.0 9,512.00 101.53 186,028.04 186,028.04 250266 3/04/10 EGP N20100 19.499 5.480 33,946.72 33,946.72
PUR 3/03/10 60 TELECOM EGYPT EGP 10.0 511.00 5.46 9,998.65 9,998.65 250266 3/08/10 EGP N20100 19.508 5.478 1,825.20 1,825.20
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: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/04/10 60 TELECOM EGYPT EGP 10.0 6,506.00 69.96 128,266.89 128,266.89 250266 3/08/10 EGP N20100 19.656 5.484 23,389.29 23,389.29
PUR 3/08/10 60 TELECOM EGYPT EGP 10.0 20,167.00 220.31 403,568.99 403,568.99 250266 3/10/10 EGP N20100 19.951 5.479 73,657.42 73,657.42
PUR 3/08/10 60 TELECOM EGYPT EGP 10.0 518.00 5.58 10,225.87 10,225.87 250266 3/09/10 EGP N20100 19.682 5.479 1,866.38 1,866.38
PUR 3/09/10 60 TELECOM EGYPT EGP 10.0 27,689.00 300.33 549,842.49 549,842.49 250266 3/11/10 EGP N20100 19.798 5.476 100,409.51 100,409.51
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PUR 3/10/10 60 TELECOM EGYPT EGP 10.0 21,220.00 234.73 429,595.78 429,595.78 250266 3/15/10 EGP N20100 20.184 5.474 78,479.32 78,479.32
PUR 3/10/10 60 TELECOM EGYPT EGP 10.0 6,468.00 82.71 129,812.76 129,812.76 250266 3/15/10 EGP N20100 20.000 5.474 23,714.42 23,714.42
PUR 3/29/10 60 ORASCOM CONSTRUCTION I 3,010.00 438.84 807,169.06 807,169.06 250263 3/31/10 EGP N20100 267.360 5.501 146,718.00 146,718.00
PUR 3/29/10 60 ORASCOM CONSTRUCTION I 1,385.00 199.14 366,277.53 366,277.53 250263 3/30/10 EGP N20100 263.669 5.501 66,577.76 66,577.76 ------134,719.00 2,061.08 3,759,107.98 3,759,107.98 685,149.36 685,149.36 14 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 3/05/10 60 IMPALA PLATINUM HOLDIN 7,000.00 822.66 1,365,075.72 1,365,075.72 245197 3/12/10 ZAR N20100 194.137 7.434 183,635.89 183,635.89
PUR 3/05/10 60 IMPERIAL HOLDINGS LTD 13,200.00 798.84 1,325,559.45 1,325,559.45 247827 3/12/10 ZAR N20100 99.971 7.434 178,319.99 178,319.99
PUR 3/05/10 60 KUMBA IRON ORE LTD 15,200.00 3,304.78 5,483,772.59 5,483,772.59 250000 3/12/10 ZAR N20100 359.158 7.434 737,700.79 737,700.79
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 TIGER BRANDS LTD ZAR 0 12,500.00 1,358.48 2,253,183.37 2,253,183.37 243220 3/12/10 ZAR N20100 179.447 7.434 303,107.97 303,107.97
PUR 3/08/10 60 TIGER BRANDS LTD ZAR 0 10,300.00 1,156.35 1,906,663.32 1,906,663.32 243220 3/15/10 ZAR N20100 184.283 7.390 258,009.35 258,009.35
PUR 3/09/10 60 ANGLOVAAL INDS ORD R0. 18,800.00 274.20 446,764.94 446,764.94 251190 3/16/10 ZAR N20100 23.656 7.391 60,449.61 60,449.61
PUR 3/09/10 60 TIGER BRANDS LTD ZAR 0 14,200.00 1,578.25 2,602,589.24 2,602,589.24 243220 3/16/10 ZAR N20100 182.460 7.391 352,143.81 352,143.81
PUR 3/10/10 60 ANGLOVAAL INDS ORD R0. 11,800.00 174.43 284,456.05 284,456.05 251190 3/17/10 ZAR N20100 23.997 7.397 38,456.12 38,456.12
PUR 3/10/10 60 TIGER BRANDS LTD ZAR 0 13,100.00 1,441.02 2,378,290.20 2,378,290.20 243220 3/17/10 ZAR N20100 180.735 7.397 321,525.26 321,525.26
PUR 3/12/10 60 ANGLOVAAL INDS ORD R0. 15,900.00 240.04 391,297.87 391,297.87 251190 3/19/10 ZAR N20100 24.498 7.394 52,919.57 52,919.57
PUR 3/17/10 60 ANGLOVAAL INDS ORD R0. 700.00 12.21 17,413.91 17,413.91 251190 3/25/10 ZAR N20100 24.750 7.280 2,391.86 2,391.86
PUR 3/18/10 60 ANGLOVAAL INDS ORD R0. 125,000.00 1,915.01 3,107,554.86 3,107,554.86 251190 3/26/10 ZAR N20100 24.749 7.301 425,622.48 425,622.48
PUR 3/23/10 60 ANGLOVAAL INDS ORD R0. 600.00 10.47 14,686.21 14,686.21 251190 3/30/10 ZAR N20100 24.349 7.325 2,004.89 2,004.89
PUR 3/24/10 60 ANGLOVAAL INDS ORD R0. 4,800.00 71.57 117,647.04 117,647.04 251190 3/31/10 ZAR N20100 24.400 7.364 15,977.05 15,977.05
PUR 3/25/10 60 ANGLO PLATINUM LTD ZAR 3,509.00 1,762,149.62 1,762,149.62 245196 3/29/10 ZAR PSS110 502.180 7.442 236,793.96 236,793.96
PUR 3/25/10 60 ANGLO PLATINUM LTD ZAR 3,509.00 1,762,149.62 1,762,149.62 245196 3/29/10 ZAR MFY10- 502.180 7.442 236,793.96 236,793.96 ------270,118.00 13,158.31 25,219,254.01 25,219,254.01 3,405,852.56 3,405,852.56 16 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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_765_global.htm[8/4/2010 11:21:41 AM] Global Report
PUR 2/24/10 60 TOTAL ACCESS COMMUNICA 34,700.00 115.47 1,218,821.74 1,218,821.74 250862 3/02/10 THB H20100 35.015 33.040 36,889.28 36,889.28
PUR 2/25/10 60 TOTAL ACCESS COMMUNICA 52,100.00 169.87 1,794,068.07 1,794,068.07 250862 3/03/10 THB H20100 34.327 33.060 54,267.03 54,267.03
PUR 2/26/10 60 TOTAL ACCESS COMMUNICA 34,800.00 113.84 1,201,664.42 1,201,664.42 250862 3/04/10 THB H20100 34.423 33.040 36,369.99 36,369.99
PUR 3/02/10 60 TOTAL ACCESS COMMUNICA 26,100.00 84.08 878,360.05 878,360.05 250862 3/05/10 THB H20100 33.548 32.700 26,861.16 26,861.16
PUR 3/02/10 60 TOTAL ACCESS COMMUNICA 39,800.00 24.14 1,338,495.11 1,338,495.11 250862 3/05/10 THB H20100 33.611 32.700 40,932.57 40,932.57
PUR 3/03/10 60 TOTAL ACCESS COMMUNICA 26,100.00 85.57 893,639.84 893,639.84 250862 3/08/10 THB H20100 34.132 32.690 27,336.80 27,336.80
PUR 3/03/10 60 TOTAL ACCESS COMMUNICA 12,200.00 7.53 417,200.52 417,200.52 250862 3/08/10 THB H20100 34.177 32.690 12,762.33 12,762.33
PUR 3/04/10 60 TOTAL ACCESS COMMUNICA 26,500.00 86.96 905,947.83 905,947.83 250862 3/09/10 THB H20100 34.080 32.610 27,781.29 27,781.29
PUR 3/04/10 60 TOTAL ACCESS COMMUNICA 25,000.00 15.43 853,240.61 853,240.61 250862 3/09/10 THB H20100 34.110 32.610 26,165.00 26,165.00
PUR 3/05/10 60 TOTAL ACCESS COMMUNICA 29,700.00 94.10 981,252.87 981,252.87 250862 3/10/10 THB H20100 32.935 32.640 30,062.89 30,062.89
PUR 3/05/10 60 TOTAL ACCESS COMMUNICA 64,400.00 38.22 2,115,886.04 2,115,886.04 250862 3/10/10 THB H20100 32.836 32.640 64,824.94 64,824.94
PUR 3/08/10 60 TOTAL ACCESS COMMUNICA 20,600.00 12.26 679,510.58 679,510.58 250862 3/11/10 THB H20100 32.967 32.690 20,786.50 20,786.50
PUR 3/08/10 60 TOTAL ACCESS COMMUNICA 27,400.00 86.65 904,925.51 904,925.51 250862 3/11/10 THB H20100 32.923 32.690 27,682.03 27,682.03
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 TOTAL ACCESS COMMUNICA 10,700.00 6.40 354,700.15 354,700.15 250862 3/12/10 THB H20100 33.130 32.690 10,850.42 10,850.42
PUR 3/09/10 60 TOTAL ACCESS COMMUNICA 28,500.00 90.41 944,216.51 944,216.51 250862 3/12/10 THB H20100 33.027 32.690 28,883.96 28,883.96
PUR 3/10/10 60 TOTAL ACCESS COMMUNICA 26,900.00 86.99 907,417.43 907,417.43 250862 3/15/10 THB H20100 33.627 32.650 27,792.26 27,792.26
PUR 3/10/10 60 TOTAL ACCESS COMMUNICA 3,000.00 1.81 100,251.02 100,251.02 250862 3/15/10 THB H20100 33.397 32.650 3,070.48 3,070.48
PUR 3/11/10 60 TOTAL ACCESS COMMUNICA 25,200.00 82.96 865,643.29 865,643.29 250862 3/16/10 THB H20100 34.243 32.660 26,504.69 26,504.69
PUR 3/12/10 60 TOTAL ACCESS COMMUNICA 24,300.00 80.75 838,968.94 838,968.94 250862 3/17/10 THB H20100 34.417 32.520 25,798.55 25,798.55
PUR 3/15/10 60 TOTAL ACCESS COMMUNICA 29,100.00 98.68 1,026,441.69 1,026,441.69 250862 3/18/10 THB H20100 35.163 32.560 31,524.62 31,524.62
PUR 3/16/10 60 TOTAL ACCESS COMMUNICA 30,400.00 106.86 1,106,744.14 1,106,744.14 250862 3/19/10 THB H20100 36.292 32.420 34,137.70 34,137.70
PUR 3/17/10 60 TOTAL ACCESS COMMUNICA 31,500.00 112.18 1,157,237.41 1,157,237.41 250862 3/22/10 THB H20100 36.623 32.290 35,838.88 35,838.88
PUR 3/18/10 60 TOTAL ACCESS COMMUNICA 40,000.00 140.61 1,449,553.35 1,449,553.35 250862 3/23/10 THB H20100 36.125 32.270 44,919.53 44,919.53 ------669,000.00 1,741.77 22,934,187.12 22,934,187.12 702,042.90 702,042.90 23 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 3/15/10 60 CIA DE CONCESSOES RODO 100.00 6.75 3,989.33 3,989.33 251281 3/18/10 BRL N20100 39.774 1.767 2,258.32 2,258.32
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
PUR 3/15/10 60 CIA DE CONCESSOES RODO 100.00 6.75 3,989.33 3,989.33 251281 3/18/10 BRL N20100 39.774 1.767 2,258.32 2,258.32
PUR 3/16/10 60 CIA DE CONCESSOES RODO 4,900.00 331.38 195,205.00 195,205.00 251281 3/19/10 BRL N20100 39.719 1.762 110,792.33 110,792.33
PUR 3/16/10 60 CIA DE CONCESSOES RODO 5,100.00 344.21 203,436.92 203,436.92 251281 3/19/10 BRL N20100 39.771 1.762 115,464.51 115,464.51
PUR 3/17/10 60 CIA DE CONCESSOES RODO 2,600.00 174.97 103,269.14 103,269.14 251281 3/22/10 BRL N20100 39.600 1.765 58,499.48 58,499.48
PUR 3/18/10 60 CIA DE CONCESSOES RODO 1,600.00 106.61 63,781.81 63,781.81 251281 3/23/10 BRL N20100 39.744 1.790 35,642.25 35,642.25
PUR 3/19/10 60 CIA DE CONCESSOES RODO 1,600.00 105.01 63,125.93 63,125.93 251281 3/24/10 BRL N20100 39.336 1.798 35,107.02 35,107.02
PUR 3/19/10 60 CIA DE CONCESSOES RODO 1,600.00 105.01 63,125.93 63,125.93 251281 3/24/10 BRL N20100 39.336 1.798 35,107.02 35,107.02
PUR 3/22/10 60 CIA DE CONCESSOES RODO 900.00 59.75 36,003.83 36,003.83 251281 3/25/10 BRL N20100 39.885 1.802 19,975.49 19,975.49
PUR 3/22/10 60 CIA DE CONCESSOES RODO 1,800.00 119.52 72,023.91 72,023.91 251281 3/25/10 BRL N20100 39.894 1.802 39,960.00 39,960.00
PUR 3/23/10 60 CIA DE CONCESSOES RODO 1,800.00 120.68 71,921.00 71,921.00 251281 3/26/10 BRL N20100 39.837 1.782 40,348.39 40,348.39
PUR 3/23/10 60 CIA DE CONCESSOES RODO 1,700.00 114.00 67,938.52 67,938.52 251281 3/26/10 BRL N20100 39.844 1.782 38,114.18 38,114.18
PUR 3/24/10 60 CIA DE CONCESSOES RODO 2,600.00 176.17 105,316.26 105,316.26 251281 3/29/10 BRL N20100 40.385 1.788 58,901.71 58,901.71
PUR 3/25/10 60 CIA DE CONCESSOES RODO 863.00 56.67 34,179.70 34,179.70 251281 3/30/10 BRL N20100 39.487 1.804 18,945.57 18,945.57
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/25/10 60 CIA DE CONCESSOES RODO 279.00 18.87 11,386.39 11,386.39 251281 3/30/10 BRL N20100 40.689 1.804 6,311.40 6,311.40
PUR 3/25/10 60 CIA DE CONCESSOES RODO 279.00 18.88 11,386.39 11,386.39 251281 3/30/10 BRL N20100 40.689 1.804 6,311.40 6,311.40
PUR 3/25/10 60 CIA DE CONCESSOES RODO 279.00 18.88 11,386.39 11,386.39 251281 3/30/10 BRL N20100 40.689 1.804 6,311.40 6,311.40
PUR 3/25/10 60 CIA DE CONCESSOES RODO 1,700.00 113.30 68,338.87 68,338.87 251281 3/30/10 BRL N20100 40.079 1.804 37,879.76 37,879.76
PUR 3/25/10 60 CIA DE CONCESSOES RODO 1,700.00 113.30 68,338.87 68,338.87 251281 3/30/10 BRL N20100 40.079 1.804 37,879.76 37,879.76
PUR 3/25/10 60 CIA DE CONCESSOES RODO 1,700.00 113.30 68,338.87 68,338.87 251281 3/30/10 BRL N20100 40.079 1.804 37,879.76 37,879.76
PUR 3/26/10 60 CIA DE CONCESSOES RODO 3,100.00 202.09 123,008.26 123,008.26 251281 3/31/10 BRL N20100 39.561 1.821 67,564.68 67,564.68
PUR 3/26/10 60 CIA DE CONCESSOES RODO 3,100.00 202.09 123,008.26 123,008.26 251281 3/31/10 BRL N20100 39.561 1.821 67,564.68 67,564.68 ------39,400.00 2,628.19 1,572,498.91 1,572,498.91 879,077.43 879,077.43 22 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/26/10 60 WALMART DE MEXICO-SER 26,000.00 316.89 1,622,984.14 1,622,984.14 251030 3/03/10 MXN N20100 62.267 12.772 127,071.62 127,071.62
PUR 3/01/10 60 WALMART DE MEXICO-SER 27,400.00 341.16 1,743,714.11 1,743,714.11 251030 3/04/10 MXN N20100 63.481 12.746 136,804.81 136,804.81
PUR 3/02/10 60 WALMART DE MEXICO-SER 25,900.00 329.39 1,679,449.36 1,679,449.36 251030 3/05/10 MXN N20100 64.682 12.715 132,087.22 132,087.22
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
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======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
PUR 3/03/10 60 WALMART DE MEXICO-SER 9,100.00 115.11 585,797.32 585,797.32 251030 3/08/10 MXN N20100 64.213 12.691 46,159.21 46,159.21
PUR 3/03/10 60 WALMART DE MEXICO-SER 22,100.00 280.76 1,428,807.58 1,428,807.58 251030 3/08/10 MXN N20100 64.491 12.691 112,586.09 112,586.09
PUR 3/04/10 60 WALMART DE MEXICO-SER 31,100.00 154.10 1,962,256.65 1,962,256.65 251030 3/09/10 MXN N20100 63.032 12.721 154,252.12 154,252.12
PUR 3/05/10 60 WALMART DE MEXICO-SER 21,400.00 107.13 1,357,944.43 1,357,944.43 251030 3/10/10 MXN N20100 63.392 12.663 107,239.72 107,239.72
PUR 3/05/10 60 WALMART DE MEXICO-SER 6,500.00 81.42 413,441.73 413,441.73 251030 3/10/10 MXN N20100 63.448 12.663 32,650.36 32,650.36
PUR 3/08/10 60 WALMART DE MEXICO-SER 26,000.00 317.63 1,612,219.30 1,612,219.30 251030 3/11/10 MXN N20100 61.854 12.658 127,367.62 127,367.62
PUR 3/08/10 60 WALMART DE MEXICO-SER 25,900.00 127.05 1,609,769.98 1,609,769.98 251030 3/11/10 MXN N20100 62.091 12.658 127,174.12 127,174.12
PUR 3/09/10 60 WALMART DE MEXICO-SER 19,600.00 239.37 1,215,599.14 1,215,599.14 251030 3/12/10 MXN N20100 61.866 12.664 95,988.56 95,988.56
PUR 3/10/10 60 WALMART DE MEXICO-SER 16,900.00 207.36 1,047,454.61 1,047,454.61 251030 3/16/10 MXN N20100 61.825 12.597 83,151.12 83,151.12 ------257,900.00 2,617.37 16,279,438.35 16,279,438.35 1,282,532.57 1,282,532.57 12 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 3/01/10 60 AXIATA GROUP BHD MYR 1 360,000.00 1,219.71 1,405,929.06 1,405,929.06 251093 3/04/10 MYR H20100 3.894 3.382 415,709.36 415,709.36
PUR 3/02/10 60 AXIATA GROUP BHD MYR 1 471,000.00 1,561.61 1,821,177.90 1,821,177.90 251093 3/05/10 MYR H20100 3.855 3.384 538,173.14 538,173.14
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: 42 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/03/10 60 AXIATA GROUP BHD MYR 1 267,000.00 917.47 1,035,901.27 1,035,901.27 251093 3/08/10 MYR H20100 3.868 3.370 307,389.10 307,389.10
PUR 3/04/10 60 AXIATA GROUP BHD MYR 1 327,100.00 1,110.55 1,268,342.20 1,268,342.20 251093 3/09/10 MYR H20100 3.866 3.368 376,530.27 376,530.27 ------1,425,100.00 4,809.34 5,531,350.43 5,531,350.43 1,637,801.87 1,637,801.87 4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 2/24/10 60 AYALA CORPORATION 10,730.00 208.28 3,110,319.31 3,110,319.31 250894 3/01/10 PHP H20100 288.976 46.150 67,395.87 67,395.87
PUR 2/24/10 60 METROPOLITAN BANK + TR 5,900.00 18.69 254,562.58 254,562.58 250897 3/01/10 PHP H20100 43.000 46.150 5,515.98 5,515.98
PUR 2/24/10 60 METROPOLITAN BANK + TR 5,600.00 17.53 241,609.09 241,609.09 250897 3/01/10 PHP H20100 43.000 46.150 5,235.30 5,235.30
PUR 2/24/10 60 PHILIPPINE LONG DISTAN 510.00 96.51 1,314,457.55 1,314,457.55 251028 3/01/10 PHP H20100 2568.63 46.150 28,482.29 28,482.29
PUR 2/25/10 60 AYALA CORPORATION 1,540.00 30.17 451,778.58 451,778.58 250894 3/02/10 PHP H20100 292.456 46.270 9,763.96 9,763.96
PUR 2/25/10 60 METROPOLITAN BANK + TR 14,500.00 46.33 640,143.68 640,143.68 250897 3/02/10 PHP H20100 44.000 46.270 13,834.96 13,834.96
PUR 2/25/10 60 PHILIPPINE LONG DISTAN 2,910.00 504.06 7,546,756.91 7,546,756.91 251028 3/02/10 PHP H20100 2585.37 46.270 163,102.59 163,102.59
PUR 2/25/10 60 PHILIPPINE LONG DISTAN 440.00 83.61 1,141,705.16 1,141,705.16 251028 3/02/10 PHP H20100 2585.99 46.270 24,674.85 24,674.85
PUR 2/26/10 60 AYALA CORPORATION 1,340.00 28.32 389,905.70 389,905.70 250894 3/03/10 PHP H20100 290.000 46.110 8,455.99 8,455.99
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/26/10 60 AYALA CORPORATION 2,000.00 39.11 583,483.01 583,483.01 250894 3/03/10 PHP H20100 290.840 46.110 12,654.15 12,654.15
PUR 2/26/10 60 METROPOLITAN BANK + TR 98,200.00 314.97 4,336,943.63 4,336,943.63 250897 3/03/10 PHP H20100 44.017 46.110 94,056.47 94,056.47
PUR 2/26/10 60 PHILIPPINE LONG DISTAN 280.00 48.72 726,976.26 726,976.26 251028 3/03/10 PHP H20100 2588.32 46.110 15,766.13 15,766.13
PUR 2/26/10 60 PHILIPPINE LONG DISTAN 1,170.00 223.68 3,043,824.76 3,043,824.76 251028 3/03/10 PHP H20100 2592.74 46.110 66,012.25 66,012.25
PUR 3/01/10 60 AYALA CORPORATION 1,920.00 37.91 565,727.80 565,727.80 250894 3/04/10 PHP H20100 293.739 46.120 12,266.43 12,266.43
PUR 3/01/10 60 METROPOLITAN BANK + TR 35,750.00 114.60 1,578,285.28 1,578,285.28 250897 3/04/10 PHP H20100 44.000 46.120 34,221.28 34,221.28
PUR 3/01/10 60 METROPOLITAN BANK + TR 110,200.00 357.46 4,865,285.92 4,865,285.92 250897 3/04/10 PHP H20100 44.000 46.120 105,491.89 105,491.89
PUR 3/01/10 60 PHILIPPINE LONG DISTAN 380.00 74.44 1,013,180.68 1,013,180.68 251028 3/04/10 PHP H20100 2657.23 46.120 21,968.36 21,968.36
PUR 3/01/10 60 PHILIPPINE LONG DISTAN 30.00 5.32 79,419.25 79,419.25 251028 3/04/10 PHP H20100 2639.12 46.120 1,722.01 1,722.01
PUR 3/02/10 60 AYALA CORPORATION 4,040.00 81.24 1,211,265.79 1,211,265.79 250894 3/05/10 PHP H20100 298.892 46.080 26,286.15 26,286.15
PUR 3/02/10 60 METROPOLITAN BANK + TR 32,650.00 105.80 1,438,755.45 1,438,755.45 250897 3/05/10 PHP H20100 43.917 46.080 31,222.99 31,222.99
PUR 3/02/10 60 PHILIPPINE LONG DISTAN 1,120.00 220.87 3,003,653.56 3,003,653.56 251028 3/05/10 PHP H20100 2672.74 46.080 65,183.45 65,183.45
PUR 3/02/10 60 PHILIPPINE LONG DISTAN 1,140.00 224.90 3,058,404.81 3,058,404.81 251028 3/05/10 PHP H20100 2673.72 46.080 66,371.63 66,371.63
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/03/10 60 AYALA CORPORATION 2,700.00 53.97 803,383.79 803,383.79 250894 3/08/10 PHP H20100 296.630 46.000 17,464.87 17,464.87
PUR 3/03/10 60 METROPOLITAN BANK + TR 16,850.00 54.39 738,378.55 738,378.55 250897 3/08/10 PHP H20100 43.672 46.000 16,051.71 16,051.71
PUR 3/03/10 60 PHILIPPINE LONG DISTAN 980.00 194.74 2,643,738.72 2,643,738.72 251028 3/08/10 PHP H20100 2688.55 46.000 57,472.58 57,472.58
PUR 3/04/10 60 AYALA CORPORATION 3,200.00 63.33 944,643.18 944,643.18 250894 3/09/10 PHP H20100 294.289 46.100 20,491.18 20,491.18
PUR 3/04/10 60 METROPOLITAN BANK + TR 29,150.00 92.42 1,272,285.56 1,272,285.56 250897 3/09/10 PHP H20100 43.500 46.100 27,598.39 27,598.39
PUR 3/04/10 60 PHILIPPINE LONG DISTAN 1,880.00 368.90 5,018,798.74 5,018,798.74 251028 3/09/10 PHP H20100 2660.52 46.100 108,867.65 108,867.65
PUR 3/05/10 60 AYALA CORPORATION 1,380.00 27.07 403,296.53 403,296.53 250894 3/10/10 PHP H20100 291.341 46.050 8,757.80 8,757.80
PUR 3/05/10 60 METROPOLITAN BANK + TR 9,000.00 29.16 400,965.23 400,965.23 250897 3/10/10 PHP H20100 44.403 46.050 8,707.17 8,707.17
PUR 3/05/10 60 PHILIPPINE LONG DISTAN 880.00 173.45 2,357,166.75 2,357,166.75 251028 3/10/10 PHP H20100 2669.52 46.050 51,187.12 51,187.12
PUR 3/08/10 60 AYALA CORPORATION 1,340.00 26.98 399,885.82 399,885.82 250894 3/11/10 PHP H20100 297.500 45.810 8,729.23 8,729.23
PUR 3/08/10 60 AYALA CORPORATION 4,030.00 88.40 1,209,355.53 1,209,355.53 250894 3/11/10 PHP H20100 299.083 45.810 26,399.38 26,399.38
PUR 3/08/10 60 METRO PACIFIC INVESTME 2,063,000.00 457.38 6,256,782.49 6,256,782.49 248762 3/11/10 PHP H20100 3.023 45.810 136,581.15 136,581.15
PUR 3/08/10 60 METROPOLITAN BANK + TR 14,900.00 50.05 676,695.28 676,695.28 250897 3/11/10 PHP H20100 45.262 45.810 14,771.78 14,771.78
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S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 PHILIPPINE LONG DISTAN 2,830.00 563.15 7,613,412.48 7,613,412.48 251028 3/11/10 PHP H20100 2681.13 45.810 166,195.43 166,195.43
PUR 3/08/10 60 SM INVESTMENTS CORP 6,400.00 174.02 2,352,676.63 2,352,676.63 251188 3/11/10 PHP H20100 366.360 45.810 51,357.27 51,357.27
PUR 3/09/10 60 AYALA CORPORATION 1,350.00 29.50 402,974.47 402,974.47 250894 3/12/10 PHP H20100 297.500 45.745 8,809.15 8,809.15
PUR 3/09/10 60 METROPOLITAN BANK + TR 27,050.00 90.40 1,234,910.41 1,234,910.41 250897 3/12/10 PHP H20100 45.500 45.745 26,995.53 26,995.53
PUR 3/09/10 60 METROPOLITAN BANK + TR 42,850.00 144.91 1,956,303.90 1,956,303.90 250897 3/12/10 PHP H20100 45.500 45.745 42,765.41 42,765.41
PUR 3/09/10 60 PHILIPPINE LONG DISTAN 2,380.00 473.50 6,392,326.22 6,392,326.22 251028 3/12/10 PHP H20100 2676.75 45.745 139,738.25 139,738.25
PUR 3/09/10 60 SM INVESTMENTS CORP 2,740.00 74.84 1,010,373.64 1,010,373.64 251188 3/12/10 PHP H20100 367.500 45.745 22,087.08 22,087.08
PUR 3/10/10 60 AYALA CORPORATION 1,350.00 27.42 404,901.32 404,901.32 250894 3/15/10 PHP H20100 299.000 45.630 8,873.58 8,873.58
PUR 3/10/10 60 METROPOLITAN BANK + TR 46,900.00 157.14 2,141,120.07 2,141,120.07 250897 3/15/10 PHP H20100 45.500 45.630 46,923.52 46,923.52
PUR 3/10/10 60 PHILIPPINE LONG DISTAN 2,370.00 468.78 6,387,538.02 6,387,538.02 251028 3/15/10 PHP H20100 2686.13 45.630 139,985.49 139,985.49
PUR 3/10/10 60 SM INVESTMENTS CORP 5,215.00 142.80 1,923,028.64 1,923,028.64 251188 3/15/10 PHP H20100 367.500 45.630 42,143.95 42,143.95
PUR 3/11/10 60 AYALA CORPORATION 2,300.00 50.72 692,318.40 692,318.40 250894 3/16/10 PHP H20100 300.000 45.710 15,145.88 15,145.88
PUR 3/11/10 60 METROPOLITAN BANK + TR 69,450.00 233.31 3,147,262.56 3,147,262.56 250897 3/16/10 PHP H20100 45.163 45.710 68,852.82 68,852.82
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/11/10 60 PHILIPPINE LONG DISTAN 1,870.00 368.59 5,031,227.14 5,031,227.14 251028 3/16/10 PHP H20100 2681.48 45.710 110,068.41 110,068.41
PUR 3/11/10 60 SM INVESTMENTS CORP 3,470.00 94.21 1,270,856.28 1,270,856.28 251188 3/16/10 PHP H20100 365.000 45.710 27,802.59 27,802.59
PUR 3/12/10 60 AYALA CORPORATION 4,190.00 92.51 1,261,223.52 1,261,223.52 250894 3/17/10 PHP H20100 300.000 45.655 27,625.09 27,625.09
PUR 3/12/10 60 METROPOLITAN BANK + TR 20,000.00 67.77 913,094.00 913,094.00 250897 3/17/10 PHP H20100 45.500 45.655 19,999.87 19,999.87
PUR 3/12/10 60 METROPOLITAN BANK + TR 14,300.00 47.88 652,836.18 652,836.18 250897 3/17/10 PHP H20100 45.500 45.655 14,299.34 14,299.34
PUR 3/12/10 60 PHILIPPINE LONG DISTAN 1,160.00 218.41 2,977,703.98 2,977,703.98 251028 3/17/10 PHP H20100 2558.39 45.655 65,221.86 65,221.86
PUR 3/12/10 60 SM INVESTMENTS CORP 2,605.00 70.81 954,057.81 954,057.81 251188 3/17/10 PHP H20100 365.000 45.655 20,897.12 20,897.12
PUR 3/15/10 60 AYALA CORPORATION 5,000.00 110.27 1,505,040.00 1,505,040.00 250894 3/18/10 PHP H20100 300.000 45.705 32,929.44 32,929.44
PUR 3/15/10 60 METROPOLITAN BANK + TR 8,600.00 29.11 392,630.42 392,630.42 250897 3/18/10 PHP H20100 45.500 45.705 8,590.54 8,590.54
PUR 3/15/10 60 SM INVESTMENTS CORP 390.00 10.59 142,834.00 142,834.00 251188 3/18/10 PHP H20100 365.000 45.705 3,125.13 3,125.13
PUR 3/16/10 60 AYALA CORPORATION 8,720.00 190.69 2,602,916.51 2,602,916.51 250894 3/19/10 PHP H20100 297.500 45.710 56,944.14 56,944.14
PUR 3/16/10 60 METROPOLITAN BANK + TR 7,150.00 24.20 326,431.11 326,431.11 250897 3/19/10 PHP H20100 45.500 45.710 7,141.35 7,141.35
PUR 3/16/10 60 METROPOLITAN BANK + TR 63,850.00 213.87 2,919,260.74 2,919,260.74
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250897 3/19/10 PHP H20100 45.568 45.710 63,864.82 63,864.82
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/16/10 60 SM INVESTMENTS CORP 810.00 21.99 296,655.22 296,655.22 251188 3/19/10 PHP H20100 365.000 45.710 6,489.94 6,489.94
PUR 3/17/10 60 AYALA CORPORATION 7,060.00 152.76 2,078,774.06 2,078,774.06 250894 3/22/10 PHP H20100 293.458 45.570 45,617.16 45,617.16
PUR 3/17/10 60 SM INVESTMENTS CORP 2,610.00 71.08 955,889.02 955,889.02 251188 3/22/10 PHP H20100 365.000 45.570 20,976.28 20,976.28
PUR 3/18/10 60 AYALA CORPORATION 9,460.00 203.44 2,776,347.29 2,776,347.29 250894 3/23/10 PHP H20100 292.500 45.700 60,751.58 60,751.58
PUR 3/18/10 60 SM INVESTMENTS CORP 1,305.00 35.24 475,320.39 475,320.39 251188 3/23/10 PHP H20100 362.996 45.700 10,400.88 10,400.88
PUR 3/19/10 60 SM INVESTMENTS CORP 2,610.00 71.17 955,889.02 955,889.02 251188 3/24/10 PHP H20100 365.000 45.510 21,003.93 21,003.93
PUR 3/22/10 60 AYALA CORPORATION 1,970.00 42.75 583,102.66 583,102.66 250894 3/25/10 PHP H20100 295.000 45.680 12,764.94 12,764.94
PUR 3/22/10 60 SM INVESTMENTS CORP 1,305.00 35.70 481,218.10 481,218.10 251188 3/25/10 PHP H20100 367.500 45.680 10,534.55 10,534.55
PUR 3/23/10 60 SM INVESTMENTS CORP 2,395.00 65.72 894,782.55 894,782.55 251188 3/26/10 PHP H20100 372.353 45.590 19,626.73 19,626.73
PUR 3/24/10 60 AYALA CORPORATION 3,520.00 79.06 1,075,169.78 1,075,169.78 250894 3/29/10 PHP H20100 304.423 45.540 23,609.35 23,609.35
PUR 3/24/10 60 SM INVESTMENTS CORP 2,115.00 58.12 790,419.07 790,419.07 251188 3/29/10 PHP H20100 372.469 45.540 17,356.59 17,356.59
PUR 3/25/10 60 AYALA CORPORATION 8,640.00 201.08 2,736,943.80 2,736,943.80 250894 3/30/10 PHP H20100 315.715 45.580 60,047.03 60,047.03
PUR 3/25/10 60 SM INVESTMENTS CORP 3,620.00 98.87 1,345,768.03 1,345,768.03 251188 3/30/10 PHP H20100 370.514 45.580 29,525.41 29,525.41
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/26/10 60 AYALA CORPORATION 6,260.00 148.97 2,024,284.80 2,024,284.80 250894 3/31/10 PHP H20100 322.285 45.505 44,484.89 44,484.89
PUR 3/26/10 60 SM INVESTMENTS CORP 4,875.00 134.67 1,808,573.76 1,808,573.76 251188 3/31/10 PHP H20100 369.732 45.505 39,744.51 39,744.51 ------2,894,685.00 10,152.78 139,610,216.93 139,610,216.93 3,044,081.82 3,044,081.82 76 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 3/18/10 60 ROSNEFT OJSC GDR 60,500.00 777.32 486,604.42 486,604.42 240714 3/23/10 USD N20100 8.030 1.000 486,604.42 486,604.42
PUR 3/18/10 60 RUSHYDRO CLS 3,813,300.00 380.73 190,744.48 190,744.48 242612 3/25/10 USD .050 1.000 190,744.48 190,744.48
PUR 3/19/10 60 RUSHYDRO CLS 1,967,900.00 196.12 98,254.61 98,254.61 242612 3/26/10 USD N20100 .050 1.000 98,254.61 98,254.61
PUR 3/23/10 60 RUSHYDRO CLS 2,277,100.00 223.77 112,107.96 112,107.96 242612 3/30/10 USD N20100 .049 1.000 112,107.96 112,107.96
PUR 3/24/10 60 RUSHYDRO CLS 50,400.00 4.91 2,460.40 2,460.40 242612 3/31/10 USD N20100 .049 1.000 2,460.40 2,460.40 ------8,169,200.00 1,582.85 890,171.87 890,171.87 890,171.87 890,171.87 5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
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PUR 3/03/10 60 ITC LIMITED GDR REG S 40,700.00 214,896.00 214,896.00 242448 3/08/10 USD H20100 5.280 1.000 214,896.00 214,896.00
PUR 3/12/10 60 ITC LIMITED GDR REG S 11,600.00 66,468.00 66,468.00 242448 3/17/10 USD H20100 5.730 1.000 66,468.00 66,468.00 ------52,300.00 281,364.00 281,364.00 281,364.00 281,364.00 2 TRANSACTIONS IN COUNTRY: INDIA (9980)
------18,659,351.00 51,532.09 10511011496.56 10511011496.56 18,312,898.24 18,312,898.24
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: 49 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------244 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------18,699,551.00 52,336.09 10512678498.10 10512678498.10 19,979,899.78 19,979,899.78 245 "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: 50 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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) ------
SALE 3/02/10 60 ISHARES MSCI TAIWAN IN 284,200.00 11,411.57 3,419,166.63 3,516,350.75 -97,184.12 239504 3/05/10 USD H20100 12.071 1.000 3,419,166.63 3,516,350.75 -97,184.12 ------284,200.00 11,411.57 3,419,166.63 3,516,350.75 - 97,184.12 3,419,166.63 3,516,350.75 - 97,184.12 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
------284,200.00 11,411.57 3,419,166.63 3,516,350.75 - 97,184.12 3,419,166.63 3,516,350.75 - 97,184.12 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225) ------
SALE 2/24/10 60 X5 RETAIL GROUP N V NP 4,199.00 203.25 126,828.26 65,197.85 61,630.41 246236 3/01/10 USD N20100 30.253 1.000 126,828.26 65,197.85 61,630.41 ------4,199.00 203.25 126,828.26 65,197.85 61,630.41 126,828.26 65,197.85 61,630.41 1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
SALE 3/02/10 60 CATHAY FINANCIAL H 19,300.00 772.00 315,717.12 313,228.54 2,488.58 247238 3/05/10 USD H20100 16.398 1.000 315,717.12 313,228.54 2,488.58 ------19,300.00 772.00 315,717.12 313,228.54 2,488.58 315,717.12 313,228.54 2,488.58
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1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 2/26/10 60 CHINA CONSTRUCTION 102,000.00 275.96 594,486.33 616,109.34 -21,623.01 239291 3/02/10 HKD H20100 5.849 7.763 76,578.47 79,267.38 - 2,688.91
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/26/10 60 IND & COMMERCIAL BANK 59,000.00 149.64 322,270.41 284,028.44 38,241.97 239287 3/02/10 HKD H20100 5.482 7.763 41,513.11 36,515.28 4,997.83
SALE 3/01/10 60 CHINA CONSTRUCTION 86,000.00 239.98 517,121.03 519,464.74 -2,343.71 239291 3/03/10 HKD H20100 6.035 7.764 66,606.69 66,833.28 - 226.59
SALE 3/01/10 60 IND & COMMERCIAL BANK 50,000.00 130.31 280,723.30 240,702.07 40,021.23 239287 3/03/10 HKD H20100 5.635 7.764 36,157.98 30,945.15 5,212.83
SALE 3/02/10 60 CHINA CONSTRUCTION 88,000.00 250.80 540,396.97 531,545.31 8,851.66 239291 3/04/10 HKD H20100 6.163 7.763 69,609.18 68,387.54 1,221.64
SALE 3/02/10 60 IND & COMMERCIAL BANK 74,000.00 199.26 429,340.31 356,239.06 73,101.25 239287 3/04/10 HKD H20100 5.823 7.763 55,303.84 45,798.83 9,505.01
SALE 3/03/10 60 CHINA CONSTRUCTION 54,000.00 154.24 332,295.95 326,175.53 6,120.42 239291 3/05/10 HKD H20100 6.176 7.762 42,810.06 41,965.08 844.98
SALE 3/03/10 60 IND & COMMERCIAL BANK 32,000.00 87.20 187,867.13 154,049.32 33,817.81 239287 3/05/10 HKD H20100 5.892 7.762 24,203.13 19,804.90 4,398.23
SALE 3/04/10 60 CHINA CONSTRUCTION 60,000.00 166.73 359,221.74 362,417.26 -3,195.52 239291 3/08/10 HKD H20100 6.009 7.763 46,274.76 46,627.87 - 353.11
SALE 3/04/10 60 IND & COMMERCIAL BANK 35,000.00 93.54 201,538.85 168,491.45 33,047.40 239287 3/08/10 HKD H20100 5.779 7.763 25,962.13 21,661.61 4,300.52
SALE 3/05/10 60 CHINA CONSTRUCTION 72,000.00 199.05 428,849.28 434,900.71 -6,051.43 239291 3/09/10 HKD H20100 5.978 7.763 55,246.28 55,953.45 - 707.17
SALE 3/05/10 60 IND & COMMERCIAL BANK 41,000.00 109.36 235,614.49 197,375.69 38,238.80 239287 3/09/10 HKD H20100 5.767 7.763 30,352.91 25,375.02 4,977.89
SALE 3/08/10 60 CHINA CONSTRUCTION 42,000.00 120.98 260,494.65 253,692.08 6,802.57 239291 3/10/10 HKD H20100 6.225 7.758 33,576.69 32,639.51 937.18
SALE 3/08/10 60 IND & COMMERCIAL BANK 24,000.00 65.69 141,440.79 115,536.99 25,903.80 239287 3/10/10 HKD H20100 5.915 7.758 18,231.13 14,853.67 3,377.46
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 CHINA CONSTRUCTION 36,000.00 103.43 222,757.42 217,450.36 5,307.06 239291 3/11/10 HKD H20100 6.210 7.760 28,707.70 27,976.72 730.98
SALE 3/09/10 60 IND & COMMERCIAL BANK 21,000.00 57.47 123,769.06 101,094.87 22,674.19 239287 3/11/10 HKD H20100 5.915 7.759 15,950.65 12,996.96 2,953.69
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SALE 3/10/10 60 CHINA CONSTRUCTION 16,000.00 46.00 99,067.06 96,644.60 2,422.46 239291 3/12/10 HKD H20100 6.214 7.759 12,768.18 12,434.10 334.08
SALE 3/10/10 60 IND & COMMERCIAL BANK 1,000.00 2.72 5,860.18 4,814.04 1,046.14 239287 3/12/10 HKD H20100 5.881 7.759 755.28 618.90 136.38
SALE 3/11/10 60 CHINA CONSTRUCTION 16,000.00 45.75 98,513.86 96,644.60 1,869.26 239291 3/15/10 HKD H20100 6.179 7.759 12,697.05 12,434.10 262.95
SALE 3/11/10 60 IND & COMMERCIAL BANK 9,000.00 24.35 52,434.98 43,326.37 9,108.61 239287 3/15/10 HKD H20100 5.847 7.759 6,758.13 5,570.13 1,188.00
SALE 3/12/10 60 CHINA CONSTRUCTION 26,000.00 74.02 159,369.99 157,047.48 2,322.51 239291 3/16/10 HKD H20100 6.152 7.758 20,543.19 20,205.41 337.78
SALE 3/12/10 60 IND & COMMERCIAL BANK 15,000.00 40.43 87,044.88 72,210.62 14,834.26 239287 3/16/10 HKD H20100 5.824 7.758 11,220.30 9,283.55 1,936.75
SALE 3/15/10 60 CHINA CONSTRUCTION 16,000.00 45.17 97,278.30 96,644.60 633.70 239291 3/17/10 HKD H20100 6.102 7.759 12,537.80 12,434.10 103.70
SALE 3/15/10 60 IND & COMMERCIAL BANK 9,000.00 24.10 51,890.64 43,326.37 8,564.27 239287 3/17/10 HKD H20100 5.786 7.759 6,687.97 5,570.13 1,117.84
SALE 3/16/10 60 CHINA CONSTRUCTION 78,000.00 219.38 472,537.47 471,142.44 1,395.03 239291 3/18/10 HKD H20100 6.080 7.761 60,890.08 60,616.23 273.85
SALE 3/16/10 60 IND & COMMERCIAL BANK 46,000.00 123.45 265,910.94 221,445.90 44,465.04 239287 3/18/10 HKD H20100 5.802 7.760 34,264.67 28,469.54 5,795.13
SALE 3/17/10 60 CHINA CONSTRUCTION 48,000.00 136.83 294,742.86 289,933.81 4,809.05 239291 3/19/10 HKD H20100 6.163 7.761 37,976.45 37,302.30 674.15
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: 53 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/17/10 60 IND & COMMERCIAL BANK 28,000.00 76.10 163,917.80 134,793.16 29,124.64 239287 3/19/10 HKD H20100 5.875 7.761 21,120.16 17,329.29 3,790.87
SALE 3/18/10 60 CHINA CONSTRUCTION 44,000.00 127.02 273,600.63 265,772.66 7,827.97 239291 3/22/10 HKD H20100 6.241 7.761 35,255.09 34,193.77 1,061.32
SALE 3/18/10 60 IND & COMMERCIAL BANK 25,000.00 68.39 147,311.74 120,351.03 26,960.71 239287 3/22/10 HKD H20100 5.914 7.761 18,982.00 15,472.58 3,509.42
SALE 3/19/10 60 CHINA CONSTRUCTION 72,000.00 207.91 447,738.81 434,900.71 12,838.10 239291 3/23/10 HKD H20100 6.241 7.759 57,704.25 55,953.45 1,750.80
SALE 3/19/10 60 IND & COMMERCIAL BANK 42,000.00 114.25 246,048.30 202,189.74 43,858.56 239287 3/23/10 HKD H20100 5.879 7.759 31,710.52 25,993.93 5,716.59
SALE 3/22/10 60 CHINA CONSTRUCTION 66,000.00 187.01 402,818.46 398,658.99 4,159.47 239291 3/24/10 HKD H20100 6.125 7.761 51,904.24 51,290.66 613.58
SALE 3/22/10 60 IND & COMMERCIAL BANK 38,000.00 101.06 217,685.29 182,933.57 34,751.72 239287 3/24/10 HKD H20100 5.749 7.761 28,049.34 23,518.32 4,531.02
SALE 3/23/10 60 CHINA CONSTRUCTION 70,000.00 200.23 431,367.81 422,820.14 8,547.67 239291 3/25/10 HKD H20100 6.185 7.762 55,575.03 54,399.18 1,175.85
SALE 3/23/10 60 DONGFENG MOTOR GROUP C 90,000.00 541.80 1,166,982.62 367,281.60 799,701.02 240999 3/25/10 HKD H20100 13.013 7.762 150,347.55 47,158.79
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103,188.76
SALE 3/23/10 60 IND & COMMERCIAL BANK 40,000.00 106.35 229,110.52 192,561.65 36,548.87 239287 3/25/10 HKD H20100 5.748 7.762 29,517.32 24,756.12 4,761.20
SALE 3/24/10 60 CHINA CONSTRUCTION 74,000.00 212.55 457,823.88 446,981.29 10,842.59 239291 3/26/10 HKD H20100 6.209 7.761 58,991.84 57,507.71 1,484.13
SALE 3/24/10 60 DONGFENG MOTOR GROUP C 54,000.00 311.71 671,382.06 220,368.96 451,013.10 240999 3/26/10 HKD H20100 12.478 7.761 86,509.39 28,295.27 58,214.12
SALE 3/24/10 60 IND & COMMERCIAL BANK 43,000.00 114.40 246,413.78 207,003.78 39,410.00 239287 3/26/10 HKD H20100 5.751 7.761 31,751.08 26,612.83 5,138.25
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: 54 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/25/10 60 CHINA CONSTRUCTION 120,000.00 339.22 730,699.34 724,834.52 5,864.82 239291 3/29/10 HKD H20100 6.111 7.761 94,151.37 93,255.74 895.63
SALE 3/25/10 60 DONGFENG MOTOR GROUP C 184,000.00 1,053.91 2,269,924.71 750,886.83 1,519,037.88 240999 3/29/10 HKD H20100 12.381 7.761 292,482.15 96,413.52 196,068.63
SALE 3/25/10 60 IND & COMMERCIAL BANK 70,000.00 183.17 394,561.41 336,982.89 57,578.52 239287 3/29/10 HKD H20100 5.657 7.761 50,839.65 43,323.21 7,516.44
SALE 3/26/10 60 CHINA CONSTRUCTION 104,000.00 292.05 629,189.86 628,189.92 999.94 239291 3/30/10 HKD H20100 6.072 7.762 81,058.19 80,821.64 236.55
SALE 3/26/10 60 DONGFENG MOTOR GROUP C 146,000.00 857.27 1,846,728.13 595,812.37 1,250,915.76 240999 3/30/10 HKD H20100 12.694 7.762 237,912.98 76,502.03 161,410.95
SALE 3/26/10 60 IND & COMMERCIAL BANK 60,000.00 157.34 338,978.67 288,842.48 50,136.19 239287 3/30/10 HKD H20100 5.670 7.762 43,670.44 37,134.18 6,536.26
SALE 3/29/10 60 DONGFENG MOTOR GROUP C 64,000.00 379.91 818,471.32 261,178.03 557,293.29 240999 3/31/10 HKD H20100 12.835 7.764 105,422.84 33,535.14 71,887.70 ------2,590,000.00 8,817.49 18,993,594.01 13,655,798.37 5,337,795.64 2,447,139.24 1,756,008.10 691,131.14 47 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 2/26/10 60 CHINA LIFE INS 5,000.00 80.20 172,576.91 137,106.33 35,470.58 241827 3/02/10 HKD H20100 34.640 7.763 22,230.41 17,611.30 4,619.11
SALE 3/01/10 60 CHINA LIFE INS 4,000.00 64.65 139,243.66 109,685.06 29,558.60 241827 3/03/10 HKD H20100 34.936 7.764 17,934.99 14,089.04 3,845.95
SALE 3/02/10 60 CHINA LIFE INS 4,000.00 64.88 139,787.54 109,685.06 30,102.48 241827 3/04/10 HKD H20100 35.073 7.763 18,006.20 14,089.04 3,917.16
SALE 3/03/10 60 CHINA LIFE INS 2,000.00 32.45 69,908.92 54,842.53 15,066.39 241827 3/05/10 HKD H20100 35.080 7.762 9,006.44 7,044.52 1,961.92
S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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)
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 3/04/10 60 CHINA LIFE INS 3,000.00 48.16 103,765.73 82,263.80 21,501.93 241827 3/08/10 HKD H20100 34.713 7.763 13,367.05 10,566.78 2,800.27
SALE 3/05/10 60 CHINA LIFE INS 3,000.00 47.49 102,315.36 82,263.80 20,051.56 241827 3/09/10 HKD H20100 34.228 7.763 13,180.72 10,566.78 2,613.94
SALE 3/08/10 60 CHINA LIFE INS 1,000.00 16.21 34,897.36 27,421.27 7,476.09 241827 3/10/10 HKD H20100 35.023 7.758 4,498.13 3,522.26 975.87
SALE 3/09/10 60 CHINA LIFE INS 1,000.00 16.77 36,119.86 27,421.27 8,698.59 241827 3/11/10 HKD H20100 36.250 7.760 4,654.92 3,522.26 1,132.66
SALE 3/10/10 60 CHINA LIFE INS 1,000.00 16.90 36,388.69 27,421.27 8,967.42 241827 3/12/10 HKD H20100 36.520 7.759 4,689.93 3,522.26 1,167.67
SALE 3/11/10 60 CHINA LIFE INS 1,000.00 16.79 36,144.76 27,421.27 8,723.49 241827 3/15/10 HKD H20100 36.275 7.759 4,658.55 3,522.26 1,136.29
SALE 3/12/10 60 CHINA LIFE INS 1,000.00 16.84 36,257.46 27,421.27 8,836.19 241827 3/16/10 HKD H20100 36.388 7.758 4,673.68 3,522.26 1,151.42
SALE 3/15/10 60 CHINA LIFE INS 1,000.00 16.63 35,807.78 27,421.27 8,386.51 241827 3/17/10 HKD H20100 35.937 7.759 4,615.12 3,522.26 1,092.86
SALE 3/16/10 60 CHINA LIFE INS 4,000.00 66.98 144,257.04 109,685.06 34,571.98 241827 3/18/10 HKD H20100 36.194 7.760 18,588.63 14,089.04 4,499.59
SALE 3/17/10 60 CHINA LIFE INS 2,000.00 34.12 73,496.00 54,842.53 18,653.47 241827 3/19/10 HKD H20100 36.880 7.761 9,469.67 7,044.52 2,425.15
SALE 3/18/10 60 CHINA LIFE INS 1,000.00 17.17 36,976.97 27,421.27 9,555.70 241827 3/22/10 HKD H20100 37.110 7.761 4,764.71 3,522.26 1,242.45
SALE 3/19/10 60 CHINA LIFE INS 4,000.00 68.22 146,922.25 109,685.06 37,237.19 241827 3/23/10 HKD H20100 36.863 7.759 18,935.23 14,089.04 4,846.19
SALE 3/22/10 60 CHINA LIFE INS 3,000.00 50.10 107,921.36 82,263.80 25,657.56 241827 3/24/10 HKD H20100 36.103 7.761 13,905.96 10,566.78 3,339.18
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/23/10 60 CHINA LIFE INS 3,000.00 50.11 107,948.87 82,263.80 25,685.07 241827 3/25/10 HKD H20100 36.113 7.762 13,907.53 10,566.78 3,340.75
SALE 3/24/10 60 CHINA LIFE INS 4,000.00 66.42 143,071.71 109,685.06 33,386.65 241827 3/26/10 HKD H20100 35.897 7.761 18,435.18 14,089.04 4,346.14
SALE 3/25/10 60 CHINA LIFE INS 6,000.00 98.24 211,602.80 164,527.59 47,075.21 241827 3/29/10 HKD H20100 35.394 7.761 27,265.24 21,133.56 6,131.68
SALE 3/26/10 60 CHINA LIFE INS 5,000.00 82.93 178,661.79 137,106.33 41,555.46 241827 3/30/10 HKD H20100 35.861 7.762 23,016.90 17,611.30 5,405.60 ------59,000.00 972.26 2,094,072.82 1,617,854.70
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
476,218.12 269,805.19 207,813.34 61,991.85 21 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 2/25/10 60 CHEIL INDUSTRIES INC 300.00 82.29 17,297,737.00 14,145,843.32 3,151,893.68 239475 3/02/10 KRW H20100 57977.9 1162.50 14,879.77 13,492.61 1,387.16
SALE 2/25/10 60 CHEIL WORLDWIDE INC 8.00 7.28 2,447,704.00 1,982,688.20 465,015.80 239474 3/02/10 KRW H20100 307021. 1162.50 2,105.55 1,965.61 139.94
SALE 2/25/10 60 KOREA EXCHANGE BANK KR 2,610.00 157.44 33,095,609.00 37,234,490.31 -4,138,881.31 248891 3/02/10 KRW H20100 12750.4 1162.50 28,469.34 31,871.95 -3,402.61
SALE 2/25/10 60 LG CHEM LTD KRW 5000.0 688.00 696.70 146,448,086.00 72,771,859.29 73,676,226.71 239483 3/02/10 KRW H20100 214037. 1162.50 125,976.85 65,579.85 60,397.00
SALE 2/25/10 60 LG TELECOM LTD KRW 500 2,240.00 80.90 17,006,548.00 19,485,773.30 -2,479,225.30 250385 3/02/10 KRW H20100 7634.19 1162.50 14,629.29 16,333.40 -1,704.11
SALE 2/25/10 60 NCSOFT CORP 137.00 74.43 17,938,364.00 20,356,427.44 -2,418,063.44 248978 3/02/10 KRW H20100 131568. 1162.50 15,430.85 17,449.36 -2,018.51
SALE 2/25/10 60 OCI COMPANY LTD 33.00 27.52 5,784,629.00 7,456,653.35 -1,672,024.35 247824 3/02/10 KRW H20100 176261. 1162.50 4,976.02 5,985.06 -1,009.04
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: 57 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/25/10 60 SAMSUNG ELCTRNCS N/VT 128.00 289.90 60,937,475.00 49,526,112.60 11,411,362.40 239490 3/02/10 KRW H20100 478706. 1162.50 52,419.33 46,307.64 6,111.69
SALE 2/25/10 60 SK ENERGY CO LTD KRW 5 844.00 420.69 88,429,840.00 87,031,183.08 1,398,656.92 250854 3/02/10 KRW H20100 105354. 1162.50 76,068.68 74,903.79 1,164.89
SALE 2/26/10 60 AMOREPACIFIC CORP 4.00 9.43 3,161,441.00 2,472,056.53 689,384.47 239473 3/03/10 KRW H20100 793094. 1159.40 2,726.79 2,395.48 331.31
SALE 2/26/10 60 CHEIL INDUSTRIES INC 170.00 47.29 9,913,188.00 8,015,977.88 1,897,210.12 239475 3/03/10 KRW H20100 58635.3 1159.40 8,550.27 7,645.81 904.46
SALE 2/26/10 60 CHEIL WORLDWIDE INC 10.00 9.14 3,061,821.00 2,478,360.25 583,460.75 239474 3/03/10 KRW H20100 307241. 1159.39 2,640.87 2,457.01 183.86
SALE 2/26/10 60 KOREA EXCHANGE BANK KR 1,030.00 62.24 13,048,680.00 14,694,070.89 -1,645,390.89 248891 3/03/10 KRW H20100 12738.6 1159.40 11,254.68 12,577.82 -1,323.14
SALE 2/26/10 60 LG CHEM LTD KRW 5000.0 465.00 472.51 99,058,208.00 49,184,468.85 49,873,739.15 239483 3/03/10 KRW H20100 214206. 1159.40 85,439.20 44,323.59 41,115.61
SALE 2/26/10 60 LG TELECOM LTD KRW 500 2,230.00 80.55 16,886,710.00 19,398,783.24 -2,512,073.24 250385 3/03/10 KRW H20100 7614.39 1159.40 14,565.04 16,260.49 -1,695.45
SALE 2/26/10 60 NCSOFT CORP 89.00 48.50 11,658,235.00 13,224,248.48 -1,566,013.48 248978 3/03/10 KRW H20100 131623. 1159.40 10,055.40 11,335.72 -1,280.32
SALE 2/26/10 60 OCI COMPANY LTD 110.00 92.09 19,307,563.00 24,855,511.15 -5,547,948.15 247824 3/03/10 KRW H20100 176493. 1159.40 16,653.06 19,950.20 -3,297.14
SALE 2/26/10 60 SAMSUNG ELCTRNCS N/VT 103.00 233.55 48,962,335.00 39,853,043.73 9,109,291.27 239490 3/03/10 KRW H20100 477991. 1159.40 42,230.75 37,263.18 4,967.57
SALE 3/04/10 60 CHEIL INDUSTRIES INC 120.00 34.50 7,143,148.00 5,658,337.33 1,484,810.67 239475 3/08/10 KRW H20100 59855.3 1144.79 6,239.65 5,397.04 842.61
SALE 3/04/10 60 HYUNDAI ENGINEERING & 864.00 253.22 52,417,654.00 57,150,525.43 -4,732,871.43 247012 3/08/10 KRW H20100 61004.0 1144.80 45,787.61 46,208.82 -421.21
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/04/10 60 SAMSUNG ELCTRNCS N/VT 17.00 39.98 8,275,711.00 6,577,686.83 1,698,024.17 239490 3/08/10 KRW H20100 489498. 1144.80 7,228.96 6,150.23 1,078.73
SALE 3/05/10 60 CHEIL INDUSTRIES INC 370.00 107.75 22,213,496.00 17,446,540.10 4,766,955.90 239475 3/09/10 KRW H20100 60368.5 1140.10 19,483.81 16,640.88 2,842.93
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/05/10 60 HYUNDAI ENGINEERING & 1,107.00 328.97 67,817,603.00 73,224,110.71 -5,406,507.71 247012 3/09/10 KRW H20100 61601.3 1140.10 59,483.91 59,205.05 278.86
SALE 3/05/10 60 SAMSUNG ELCTRNCS N/VT 93.00 221.26 45,612,200.00 35,983,816.18 9,628,383.82 239490 3/09/10 KRW H20100 493166. 1140.10 40,007.19 33,645.40 6,361.79
SALE 3/08/10 60 CHEIL INDUSTRIES INC 370.00 110.60 22,639,904.00 17,446,540.10 5,193,363.90 239475 3/10/10 KRW H20100 61527.3 1132.10 19,998.15 16,640.88 3,357.27
SALE 3/08/10 60 HYUNDAI ENGINEERING & 1,340.00 83,579,340.00 88,636,231.57 -5,056,891.57 247012 3/10/10 KRW H20100 62372.6 1132.10 73,826.82 71,666.45 2,160.37
SALE 3/08/10 60 KOREA EXCHANGE BANK KR 1,390.00 90.17 18,458,538.00 19,829,862.66 -1,371,324.66 248891 3/10/10 KRW H20100 13352.9 1132.10 16,304.69 16,973.95 -669.26
SALE 3/08/10 60 LG CHEM LTD KRW 5000.0 104.00 114.18 23,373,308.00 11,000,397.33 12,372,910.67 239483 3/10/10 KRW H20100 225986. 1132.10 20,645.97 9,913.23 10,732.74
SALE 3/08/10 60 SAMSUNG ELCTRNCS N/VT 94.00 228.09 46,691,295.00 36,370,738.94 10,320,556.06 239490 3/10/10 KRW H20100 499462. 1132.10 41,243.08 34,007.17 7,235.91
SALE 3/08/10 60 WOONGJIN COWAY CO LTD 130.00 19.17 4,498,720.00 3,938,730.68 559,989.32 239495 3/10/10 KRW H20100 34772.4 1132.10 3,973.78 3,792.89 180.89
SALE 3/09/10 60 CHEIL INDUSTRIES INC 180.00 53.46 10,966,190.00 8,487,505.99 2,478,684.01 239475 3/11/10 KRW H20100 61260.1 1134.30 9,667.80 8,095.56 1,572.24
SALE 3/09/10 60 HYUNDAI ENGINEERING & 2,744.00 856.67 175,705,282.00 181,505,835.40 -5,800,553.40 247012 3/11/10 KRW H20100 64386.6 1134.30 154,901.95 146,755.78 8,146.17
SALE 3/09/10 60 KIA MOTORS CORP 3,260.00 353.20 72,442,421.00 62,473,110.95 9,969,310.05 249234 3/11/10 KRW H20100 22344.4 1134.30 63,865.31 54,394.82 9,470.49
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 KOREA EXCHANGE BANK KR 1,090.00 70.04 14,367,142.00 15,550,036.18 -1,182,894.18 248891 3/11/10 KRW H20100 13253.7 1134.30 12,666.09 13,310.51 -644.42
SALE 3/09/10 60 LG CHEM LTD KRW 5000.0 168.00 182.73 37,478,265.00 17,769,872.62 19,708,392.38 239483 3/11/10 KRW H20100 224318. 1134.30 33,040.88 16,013.68 17,027.20
SALE 3/09/10 60 LG DISPLAY CO LTD KRW 7,110.00 1,205.48 247,246,807.00 265,150,876.14 -17,904,069.14 248301 3/11/10 KRW H20100 34966.8 1134.30 217,973.03 223,981.77 -6,008.74
SALE 3/09/10 60 SAMSUNG ELCTRNCS N/VT 21.00 50.48 10,353,236.00 8,125,377.85 2,227,858.15 239490 3/11/10 KRW H20100 495737. 1134.30 9,127.42 7,597.35 1,530.07
SALE 3/09/10 60 SAMSUNG ELECTRONICS CO 146.00 553.57 113,537,516.00 86,048,099.62 27,489,416.38 239489 3/11/10 KRW H20100 781954. 1134.30 100,094.79 78,779.43 21,315.36
SALE 3/09/10 60 SAMSUNG FIRE + MARINE 340.00 311.38 63,865,376.00 68,978,546.46 -5,113,170.46 239491 3/11/10 KRW H20100 188878. 1134.30 56,303.78 66,154.18 -9,850.40
SALE 3/09/10 60 WOONGJIN COWAY CO LTD 170.00 24.71 5,810,193.00 5,150,647.81 659,545.19 239495 3/11/10 KRW H20100 34342.4 1134.30 5,122.27 4,959.93 162.34
SALE 3/10/10 60 CHEIL INDUSTRIES INC 132.00 38.98 7,972,241.00 6,224,171.06 1,748,069.94 239475 3/12/10 KRW H20100 60729.7 1131.02 7,048.66 5,936.75 1,111.91
SALE 3/10/10 60 KIA MOTORS CORP 2,930.00 313.02 64,016,518.00 56,149,145.73 7,867,372.27 249234 3/12/10 KRW H20100 21969.4 1131.03 56,600.19 48,888.59 7,711.60
SALE 3/10/10 60 KOREA EXCHANGE BANK KR 760.00 49.37 10,096,483.00 10,842,227.06 -745,744.06 248891 3/12/10 KRW H20100 13358.3 1131.03 8,926.80 9,280.72 -353.92
SALE 3/10/10 60 LG CHEM LTD KRW 5000.0 72.00 79.58 16,274,287.00 7,615,659.69 8,658,627.31 239483 3/12/10 KRW H20100 227281. 1131.03 14,388.91 6,863.01 7,525.90
SALE 3/10/10 60 LG DISPLAY CO LTD KRW 4,870.00 833.85 170,530,789.00 181,615,297.72 -11,084,508.72 248301 3/12/10 KRW H20100 35210.2 1131.03 150,774.77 153,416.48 -2,641.71
SALE 3/10/10 60 SAMSUNG ELCTRNCS N/VT 3.00 7.23 1,478,971.00 1,160,768.26 318,202.74 239490 3/12/10 KRW H20100 495716. 1131.03 1,307.63 1,085.34 222.29
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/10/10 60 SAMSUNG FIRE + MARINE 117.00 107.34 21,952,457.00 23,736,735.11 -1,784,278.11 239491 3/12/10 KRW H20100 188665. 1131.03 19,409.26 22,764.82 -3,355.56
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/10/10 60 WOONGJIN COWAY CO LTD 90.00 13.04 3,058,393.00 2,726,813.55 331,579.45 239495 3/12/10 KRW H20100 34146.0 1131.02 2,704.08 2,625.85 78.23
SALE 3/11/10 60 KOREA EXCHANGE BANK KR 1,010.00 69.19 14,180,910.00 14,408,749.12 -227,839.12 248891 3/15/10 KRW H20100 14118.1 1133.40 12,511.83 12,333.59 178.24
SALE 3/11/10 60 NCSOFT CORP 12.00 7.29 1,712,242.00 1,783,044.74 - 70,802.74 248978 3/15/10 KRW H20100 143375. 1133.40 1,510.71 1,528.41 - 17.70
SALE 3/12/10 60 KOREA EXCHANGE BANK KR 1,510.00 105.04 21,429,108.00 21,541,793.24 -112,685.24 248891 3/16/10 KRW H20100 14269.9 1128.20 18,994.07 18,439.33 554.74
SALE 3/12/10 60 NCSOFT CORP 139.00 85.73 20,054,056.00 20,653,601.56 -599,545.56 248978 3/16/10 KRW H20100 144969. 1128.20 17,775.27 17,704.10 71.17
SALE 3/15/10 60 KOREA EXCHANGE BANK KR 650.00 44.12 9,052,850.00 9,272,957.36 -220,107.36 248891 3/17/10 KRW H20100 14004.4 1134.60 7,978.89 7,937.46 41.43
SALE 3/15/10 60 NCSOFT CORP 68.00 41.68 9,803,711.00 10,103,920.19 - 300,209.19 248978 3/17/10 KRW H20100 144867. 1134.59 8,640.68 8,661.00 - 20.32
SALE 3/16/10 60 KOREA EXCHANGE BANK KR 1,010.00 67.84 13,891,208.00 14,408,749.12 -517,541.12 248891 3/18/10 KRW H20100 13829.7 1132.50 12,265.97 12,333.59 - 67.62
SALE 3/16/10 60 NCSOFT CORP 189.00 119.33 28,018,268.00 28,082,954.64 -64,686.64 248978 3/18/10 KRW H20100 148959. 1132.50 24,740.19 24,072.48 667.71
SALE 3/17/10 60 KOREA EXCHANGE BANK KR 1,940.00 130.65 26,656,684.00 27,676,211.19 -1,019,527.19 248891 3/19/10 KRW H20100 13816.5 1128.40 23,623.43 23,690.26 - 66.83
SALE 3/17/10 60 NCSOFT CORP 171.00 109.63 25,647,185.00 25,408,387.53 238,797.47 248978 3/19/10 KRW H20100 150706. 1128.40 22,728.81 21,779.86 948.95
SALE 3/18/10 60 KOREA EXCHANGE BANK KR 1,120.00 75.06 15,383,833.00 15,978,018.83 -594,185.83 248891 3/22/10 KRW H20100 13811.5 1133.50 13,571.97 13,676.85 -104.88
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: 61 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/18/10 60 NCSOFT CORP 110.00 70.06 16,464,914.00 16,344,576.78 120,337.22 248978 3/22/10 KRW H20100 150402. 1133.50 14,525.73 14,010.44 515.29
SALE 3/19/10 60 KOREA EXCHANGE BANK KR 1,620.00 106.62 21,834,186.00 23,111,062.95 -1,276,876.95 248891 3/23/10 KRW H20100 13552.4 1132.50 19,279.63 19,782.59 -502.96
SALE 3/19/10 60 NCSOFT CORP 61.00 38.85 9,122,354.00 9,063,810.76 58,543.24 248978 3/23/10 KRW H20100 150268. 1132.50 8,055.06 7,769.42 285.64
SALE 3/22/10 60 KOREA EXCHANGE BANK KR 1,080.00 71.28 14,634,091.00 15,407,375.30 -773,284.30 248891 3/24/10 KRW H20100 13625.0 1135.40 12,888.93 13,188.39 -299.46
SALE 3/22/10 60 NCSOFT CORP 50.00 31.38 7,388,116.00 7,429,353.08 - 41,237.08 248978 3/24/10 KRW H20100 148475. 1135.40 6,507.06 6,368.38 138.68
SALE 3/23/10 60 KOREA EXCHANGE BANK KR 1,100.00 71.59 14,716,427.00 15,692,697.07 -976,270.07 248891 3/25/10 KRW H20100 13452.5 1136.80 12,945.48 13,432.62 -487.14
SALE 3/23/10 60 NCSOFT CORP 111.00 70.80 16,688,305.00 16,493,163.84 195,141.16 248978 3/25/10 KRW H20100 151070. 1136.80 14,680.07 14,137.81 542.26
SALE 3/24/10 60 KOREA EXCHANGE BANK KR 1,360.00 87.77 18,054,145.00 19,401,880.01 -1,347,735.01 248891 3/26/10 KRW H20100 13348.5 1137.60 15,870.38 16,607.60 -737.22
SALE 3/24/10 60 NCSOFT CORP 68.00 43.38 10,231,246.00 10,103,920.19 127,325.81 248978 3/26/10 KRW H20100 151185. 1137.60 8,993.71 8,661.00 332.71
SALE 3/25/10 60 KOREA EXCHANGE BANK KR 840.00 53.78 11,108,871.00 11,983,514.12 -874,643.12 248891 3/29/10 KRW H20100 13297.9 1142.30 9,725.00 10,257.64 -532.64
SALE 3/25/10 60 NCSOFT CORP 48.00 30.57 7,240,497.00 7,132,178.96 108,318.04 248978 3/29/10 KRW H20100 151571. 1142.30 6,338.52 6,113.65 224.87
SALE 3/26/10 60 KOREA EXCHANGE BANK KR 820.00 53.05 10,922,059.00 11,698,192.36 -776,133.36 248891 3/30/10 KRW H20100 13393.2 1138.50 9,593.38 10,013.41 -420.03
SALE 3/26/10 60 SAMSUNG ELCTRNCS N/VT 7.00 3,700,685.00 2,708,459.28 992,225.72 239490 3/30/10 KRW H20100 528669. 1138.50 3,250.49 2,532.45 718.04
S T A T E O F N E W J E R S E Y
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D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/29/10 60 KOREA EXCHANGE BANK KR 630.00 40.77 8,369,166.00 8,987,635.59 -618,469.59 248891 3/31/10 KRW H20100 13357.8 1135.00 7,373.71 7,693.23 -319.52
SALE 3/29/10 60 SAMSUNG ELCTRNCS N/VT 31.00 81.00 16,624,946.00 11,994,605.39 4,630,340.61 239490 3/31/10 KRW H20100 539254. 1135.00 14,647.53 11,215.13 3,432.40 ------57,156.00 11,250.932,437,247,720.00 2,243,612,610.15 193,635,109.85 2,136,235.48 1,943,185.82 193,049.66 74 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/24/10 60 INDOCEMENT TUNGGAL IDR 7,500.00 102,110,311.00 74,919,556.45 27,190,754.55 248555 3/02/10 IDR H20100 13614.7 9300.00 10,979.60 7,567.63 3,411.97
SALE 2/25/10 60 INDOCEMENT TUNGGAL IDR 8,500.00 114,442,868.00 84,908,830.64 29,534,037.36 248555 3/03/10 IDR H20100 13463.8 9325.00 12,272.69 8,576.65 3,696.04
SALE 3/01/10 60 INDOCEMENT TUNGGAL IDR 10,500.00 142,712,037.00 104,887,379.02 37,824,657.98 248555 3/04/10 IDR H20100 13591.6 9249.99 15,428.33 10,594.68 4,833.65
SALE 3/02/10 60 INDOCEMENT TUNGGAL IDR 10,000.00 65.76 134,174,748.00 99,892,741.93 34,282,006.07 248555 3/05/10 IDR H20100 13478.5 9285.00 14,450.70 10,090.18 4,360.52
SALE 3/03/10 60 INDOCEMENT TUNGGAL IDR 7,000.00 93,045,894.00 69,924,919.35 23,120,974.65 248555 3/08/10 IDR H20100 13292.2 9271.99 10,035.15 7,063.12 2,972.03
SALE 3/04/10 60 BANK RAKYAT INDONESIA 383,500.00 2,758,638,600.00 2,374,900,353.36 383,738,246.64 239245 3/09/10 IDR H20100 7193.32 9263.00 297,812.65 244,618.53 53,194.12
SALE 3/04/10 60 INDOCEMENT TUNGGAL IDR 6,500.00 86,237,151.00 64,930,282.25 21,306,868.75 248555 3/09/10 IDR H20100 13267.2 9263.00 9,309.85 6,558.61 2,751.24
SALE 3/04/10 60 INDOCEMENT TUNGGAL IDR 12,500.00 166,173,841.00 124,865,927.41 41,307,913.59 248555 3/09/10 IDR H20100 13293.9 9262.99 17,939.53 12,612.72 5,326.81
SALE 3/05/10 60 INDOCEMENT TUNGGAL IDR 3,500.00 46,305,490.00 34,962,459.67 11,343,030.33 248555 3/10/10 IDR H20100 13230.1 9229.99 5,016.85 3,531.56 1,485.29
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 INDOCEMENT TUNGGAL IDR 11,000.00 146,936,457.00 109,882,016.12 37,054,440.88 248555 3/11/10 IDR H20100 13357.8 9170.00 16,023.60 11,099.19 4,924.41
SALE 3/09/10 60 BANK CENTRAL ASIA PT 370,500.00 947.261,879,652,401.00 1,200,562,017.79 679,090,383.21 239241 3/12/10 IDR H20100 5096.78 9190.00 204,532.36 123,778.85 80,753.51
SALE 3/09/10 60 INDOCEMENT TUNGGAL IDR 16,500.00 223,507,191.00 164,823,024.18 58,684,166.82 248555 3/12/10 IDR H20100 13545.8 9189.99 24,320.70 16,648.79 7,671.91
SALE 3/10/10 60 BANK CENTRAL ASIA PT 204,500.00 1,053,957,220.00 662,658,387.68 391,298,832.32 239241 3/15/10 IDR H20100 5153.82 9173.00 114,897.77 68,320.58 46,577.19
SALE 3/10/10 60 INDOCEMENT TUNGGAL IDR 42,500.00 292.20 589,006,934.00 424,544,153.20 164,462,780.80 248555 3/15/10 IDR H20100 13922.0 9173.00 64,210.94 42,883.25 21,327.69
SALE 3/11/10 60 BANK CENTRAL ASIA PT 78,500.00 206.45 409,443,723.00 254,370,090.14 155,073,632.86 239241 3/17/10 IDR H20100 5240.00 9185.00 44,577.43 26,225.75 18,351.68
SALE 3/11/10 60 INDOCEMENT TUNGGAL IDR 3,500.00 48,489,613.00 34,962,459.67 13,527,153.33 248555 3/17/10 IDR H20100 13854.1 9184.99 5,279.22 3,531.56 1,747.66
SALE 3/12/10 60 INDOCEMENT TUNGGAL IDR 10,000.00 69.21 139,136,647.00 99,892,741.93 39,243,905.07 248555 3/18/10 IDR H20100 13976.9 9147.99 15,209.52 10,090.18 5,119.34
SALE 3/15/10 60 INDOCEMENT TUNGGAL IDR 6,000.00 82,120,421.00 59,935,645.16 22,184,775.84 248555 3/19/10 IDR H20100 13686.7 9160.00 8,965.11 6,054.11 2,911.00
SALE 3/17/10 60 INDOCEMENT TUNGGAL IDR 12,000.00 83.15 166,361,702.00 119,871,290.31 46,490,411.69 248555 3/22/10 IDR H20100 13926.5 9104.99 18,271.47 12,108.21 6,163.26
SALE 3/18/10 60 INDOCEMENT TUNGGAL IDR 12,000.00 82.95 166,250,941.00 119,871,290.31 46,379,650.69 248555 3/23/10 IDR H20100 13917.2 9120.00 18,229.27 12,108.21 6,121.06
SALE 3/19/10 60 INDOCEMENT TUNGGAL IDR 37,500.00 265.04 529,895,644.00 374,597,782.23 155,297,861.77 248555 3/24/10 IDR H20100 14194.8 9098.00 58,243.09 37,838.16 20,404.93
SALE 3/22/10 60 INDOCEMENT TUNGGAL IDR 29,500.00 421,401,797.00 294,683,588.69 126,718,208.31
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248555 3/25/10 IDR H20100 14284.8 9115.00 46,231.68 29,766.02 16,465.66
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: 64 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/23/10 60 INDOCEMENT TUNGGAL IDR 13,000.00 91.67 183,517,105.00 129,860,564.51 53,656,540.49 248555 3/26/10 IDR H20100 14180.9 9109.99 20,144.58 13,117.23 7,027.35
SALE 3/24/10 60 INDOCEMENT TUNGGAL IDR 16,000.00 227,338,556.00 159,828,387.09 67,510,168.91 248555 3/29/10 IDR H20100 14208.6 9114.99 24,941.15 16,144.28 8,796.87
SALE 3/25/10 60 INDOCEMENT TUNGGAL IDR 14,000.00 199,127,361.00 139,849,838.70 59,277,522.30 248555 3/30/10 IDR H20100 14223.3 9120.00 21,834.14 14,126.25 7,707.89
SALE 3/26/10 60 INDOCEMENT TUNGGAL IDR 32,000.00 230.11 460,923,619.00 319,656,774.17 141,266,844.83 248555 3/31/10 IDR H20100 14469.4 9115.00 50,567.59 32,288.56 18,279.03 ------1,358,500.00 2,333.80 10570908272.00 7,704,042,501.96 2866865770.04 1,149,724.97 787,342.86 362,382.11 26 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 3/05/10 60 NASPERS LTD ZAR 0.02 20,500.00 1,623.34 6,021,566.53 4,270,447.21 1,751,119.32 242613 3/12/10 ZAR N20100 294.324 7.434 810,047.15 541,304.91 268,742.24 ------20,500.00 1,623.34 6,021,566.53 4,270,447.21 1,751,119.32 810,047.15 541,304.91 268,742.24 1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/15/10 60 BM&FBOVESPA SA 11,300.00 249.46 131,298.12 83,192.88 48,105.24 244710 3/18/10 BRL N20100 11.658 1.767 74,326.70 37,135.01 37,191.69
SALE 3/16/10 60 BM&FBOVESPA SA 4,900.00 96.78 56,669.48 36,074.79 20,594.69 244710 3/19/10 BRL N20100 11.600 1.762 32,163.85 16,102.79 16,061.06
SALE 3/16/10 60 BM&FBOVESPA SA 8,900.00 175.73 102,897.45 65,523.59 37,373.86 244710 3/19/10 BRL N20100 11.596 1.762 58,401.41 29,247.92 29,153.49
SALE 3/17/10 60 BM&FBOVESPA SA 4,400.00 86.84 50,943.91 32,393.69 18,550.22 244710 3/22/10 BRL N20100 11.613 1.765 28,858.50 14,459.65 14,398.85
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/17/10 60 BM&FBOVESPA SA 3,200.00 63.08 37,008.64 23,559.04 13,449.60 244710 3/22/10 BRL N20100 11.600 1.765 20,964.50 10,516.11 10,448.39
SALE 3/18/10 60 BM&FBOVESPA SA 3,200.00 62.02 36,881.02 23,559.04 13,321.98 244710 3/23/10 BRL N20100 11.560 1.789 20,609.68 10,516.11 10,093.57
SALE 3/18/10 60 BM&FBOVESPA SA 17,000.00 325.15 193,374.54 125,157.42 68,217.12 244710 3/23/10 BRL N20100 11.409 1.790 108,060.65 55,866.82 52,193.83
SALE 3/19/10 60 BM&FBOVESPA SA 4,900.00 94.55 56,498.49 36,074.79 20,423.70 244710 3/24/10 BRL N20100 11.565 1.798 31,421.22 16,102.79 15,318.43
SALE 3/19/10 60 BM&FBOVESPA SA 6,900.00 132.99 79,471.05 50,799.19 28,671.86 244710 3/24/10 BRL N20100 11.552 1.798 44,197.24 22,675.36 21,521.88
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SALE 3/19/10 60 MRV ENGENHARIA E PARTI 4,900.00 94.55 56,498.49 41,350.60 15,147.89 247598 3/24/10 BRL N20100 11.565 1.798 31,421.22 21,097.30 10,323.92
SALE 3/22/10 60 BM&FBOVESPA SA 13,000.00 250.64 150,132.45 95,708.62 54,423.83 244710 3/25/10 BRL N20100 11.583 1.802 83,295.86 42,721.69 40,574.17
SALE 3/23/10 60 BM&FBOVESPA SA 13,000.00 285.77 151,771.32 95,708.61 56,062.71 244710 3/26/10 BRL N20100 11.714 1.783 85,145.20 42,721.68 42,423.52
SALE 3/24/10 60 BM&FBOVESPA SA 1,600.00 35.23 18,766.29 11,779.52 6,986.77 244710 3/29/10 BRL N20100 11.768 1.788 10,495.69 5,258.05 5,237.64
SALE 3/25/10 60 BM&FBOVESPA SA 4,900.00 105.92 56,934.09 36,074.79 20,859.30 244710 3/30/10 BRL N20100 11.658 1.804 31,558.17 16,102.79 15,455.38
SALE 3/26/10 60 BM&FBOVESPA SA 7,600.00 144.02 87,137.80 55,952.73 31,185.07 244710 3/31/10 BRL N20100 11.500 1.821 47,862.13 24,975.76 22,886.37 ------109,700.00 2,202.73 1,266,283.14 812,909.30 453,373.84 708,782.02 365,499.83 343,282.19 15 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 SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/25/10 60 CHINA RESOURCES LAND L 34,000.00 254.17 547,616.17 559,231.00 - 11,614.83 247885 3/01/10 HKD H20100 16.164 7.764 70,531.83 72,158.72 - 1,626.89
SALE 2/26/10 60 CHINA RESOURCES LAND L 38,000.00 282.94 609,561.74 625,022.88 - 15,461.14 247885 3/02/10 HKD H20100 16.099 7.763 78,520.40 80,647.98 - 2,127.58
SALE 3/01/10 60 CHINA RESOURCES LAND L 24,000.00 184.40 397,275.54 394,751.30 2,524.24 247885 3/03/10 HKD H20100 16.613 7.764 51,170.24 50,935.57 234.67
SALE 3/02/10 60 CHINA RESOURCES LAND L 34,000.00 262.53 565,561.32 559,231.00 6,330.32 247885 3/04/10 HKD H20100 16.694 7.763 72,850.63 72,158.72 691.91
SALE 3/03/10 60 CHINA RESOURCES LAND L 36,000.00 275.06 592,480.55 592,126.94 353.61 247885 3/05/10 HKD H20100 16.517 7.762 76,329.93 76,403.35 - 73.42
SALE 3/04/10 60 CHINA RESOURCES LAND L 28,000.00 214.33 461,587.78 460,543.18 1,044.60 247885 3/08/10 HKD H20100 16.545 7.763 59,461.51 59,424.83 36.68
SALE 3/05/10 60 CHINA RESOURCES LAND L 18,000.00 139.36 299,993.42 296,063.47 3,929.95 247885 3/09/10 HKD H20100 16.726 7.762 38,646.50 38,201.67 444.83
SALE 3/08/10 60 CHINA RESOURCES LAND L 14,000.00 107.15 230,560.69 230,271.59 289.10 247885 3/10/10 HKD H20100 16.528 7.758 29,718.32 29,712.41 5.91 ------226,000.00 1,719.94 3,704,637.21 3,717,241.36 - 12,604.15 477,229.36 479,643.25 - 2,413.89 8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 3/01/10 60 CIMB GROUP(fmrly BUMIP 93,500.00 1,092.03 1,243,895.95 656,257.36 587,638.59 244254 3/04/10 MYR H20100 13.343 3.382 367,798.92 185,966.16 181,832.76
SALE 3/02/10 60 CIMB GROUP(fmrly BUMIP 128,300.00 1,519.91 1,760,341.62 900,511.44 859,830.18 244254 3/05/10 MYR H20100 13.761 3.384 520,195.51 255,181.38 265,014.13
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SALE 3/03/10 60 CIMB GROUP(fmrly BUMIP 68,900.00 837.79 934,085.74 483,595.00 450,490.74 244254 3/08/10 MYR H20100 13.598 3.370 277,176.78 137,038.17 140,138.61
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: 67 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/04/10 60 CIMB GROUP(fmrly BUMIP 87,400.00 1,043.85 1,180,841.20 613,442.72 567,398.48 244254 3/09/10 MYR H20100 13.551 3.368 350,554.02 173,833.61 176,720.41 ------378,100.00 4,493.58 5,119,164.51 2,653,806.52 2,465,357.99 1,515,725.23 752,019.32 763,705.91 4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 3/18/10 60 OJSC POLYUS GOLD USD 1 1,795.00 79.51 49,612.74 37,560.21 12,052.53 244929 3/23/10 USD N20100 27.684 1.000 49,612.74 37,560.21 12,052.53
SALE 3/18/10 60 SBERBANK-CLS 448,100.00 2,742.46 1,368,488.35 493,571.48 874,916.87 250612 3/25/10 USD N20100 3.060 1.000 1,368,488.35 493,571.48 874,916.87
SALE 3/18/10 60 VIMPEL COMMUNICATI SPN 54,000.00 2,160.00 914,490.00 797,389.58 117,100.42 239514 3/23/10 USD N20100 16.975 1.000 914,490.00 797,389.58 117,100.42
SALE 3/19/10 60 OJSC POLYUS GOLD USD 1 941.00 41.35 25,801.14 19,690.34 6,110.80 244929 3/24/10 USD N20100 27.463 1.000 25,801.14 19,690.34 6,110.80
SALE 3/19/10 60 OJSC POLYUS GOLD USD 1 1,096.00 48.05 29,982.35 22,933.70 7,048.65 244929 3/24/10 USD N20100 27.400 1.000 29,982.35 22,933.70 7,048.65
SALE 3/22/10 60 OJSC POLYUS GOLD USD 1 2,183.00 94.31 58,846.69 45,679.08 13,167.61 244929 3/25/10 USD N20100 27.000 1.000 58,846.69 45,679.08 13,167.61
SALE 3/22/10 60 OJSC POLYUS GOLD USD 1 7,079.00 305.81 190,827.19 148,127.44 42,699.75 244929 3/25/10 USD N20100 27.000 1.000 190,827.19 148,127.44 42,699.75
SALE 3/25/10 60 OJSC POLYUS GOLD USD 1 1,200.00 24.00 30,276.48 25,109.89 5,166.59 244929 3/30/10 USD N20100 25.250 1.000 30,276.48 25,109.89 5,166.59
SALE 3/26/10 60 OJSC POLYUS GOLD USD 1 242.00 4.84 6,172.02 5,063.83 1,108.19 244929 3/31/10 USD N20100 25.524 1.000 6,172.02 5,063.83 1,108.19 ------516,636.00 5,500.33 2,674,496.96 1,595,125.55 1,079,371.41 2,674,496.96 1,595,125.55 1,079,371.41 9 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 LARSEN + TOUBRO LTD IN 5,221.00 169,421.45 162,261.93 7,159.52 239208 3/01/10 USD H20100 32.450 1.000 169,421.45 162,261.93 7,159.52
SALE 2/25/10 60 LARSEN + TOUBRO LTD IN 703.00 28.12 23,246.66 21,848.33 1,398.33 239208 3/02/10 USD H20100 33.108 1.000 23,246.66 21,848.33
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1,398.33
SALE 3/02/10 60 LARSEN + TOUBRO LTD IN 3,515.00 120,705.10 109,241.65 11,463.45 239208 3/05/10 USD H20100 34.340 1.000 120,705.10 109,241.65 11,463.45
SALE 3/02/10 60 MAHINDRA +MAHINDRA GDR 5,160.00 118,576.80 57,687.31 60,889.49 239209 3/05/10 USD H20100 22.980 1.000 118,576.80 57,687.31 60,889.49
SALE 3/12/10 60 INFOSYS TECHNOLOGIES L 6,400.00 132.84 380,686.36 275,117.74 105,568.62 239503 3/17/10 USD H20100 59.503 1.000 380,686.36 275,117.74 105,568.62
SALE 3/12/10 60 MAHINDRA +MAHINDRA GDR 9,038.00 226,853.80 101,042.23 125,811.57 239209 3/17/10 USD H20100 25.100 1.000 226,853.80 101,042.23 125,811.57
SALE 3/12/10 60 MAHINDRA +MAHINDRA GDR 14,900.00 374,437.00 166,577.70 207,859.30 239209 3/17/10 USD H20100 25.130 1.000 374,437.00 166,577.70 207,859.30
SALE 3/15/10 60 HDFC BANK LTD ADR REPS 800.00 33.32 103,886.68 79,659.04 24,227.64 239502 3/18/10 USD H20100 129.900 1.000 103,886.68 79,659.04 24,227.64
SALE 3/16/10 60 INFOSYS TECHNOLOGIES L 3,400.00 138.59 203,509.51 146,156.30 57,353.21 239503 3/19/10 USD H20100 59.897 1.000 203,509.51 146,156.30 57,353.21
SALE 3/16/10 60 LARSEN + TOUBRO LTD IN 11,808.00 408,084.48 366,977.37 41,107.11 239208 3/19/10 USD H20100 34.560 1.000 408,084.48 366,977.37 41,107.11
SALE 3/17/10 60 AXIS BANK LTD- GDR 3,943.00 99,915.62 87,826.18 12,089.44 250852 3/22/10 USD H20100 25.340 1.000 99,915.62 87,826.18 12,089.44
SALE 3/17/10 60 TATA PWR CO LTD GDR RE 4,964.00 152,096.96 133,653.27 18,443.69 250593 3/22/10 USD H20100 30.640 1.000 152,096.96 133,653.27 18,443.69
SALE 3/18/10 60 INFOSYS TECHNOLOGIES L 3,300.00 134.58 202,690.02 141,857.58 60,832.44 239503 3/23/10 USD H20100 61.462 1.000 202,690.02 141,857.58 60,832.44
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: 69 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/19/10 60 TATA PWR CO LTD GDR RE 12,571.00 378,135.68 338,468.02 39,667.66 250593 3/24/10 USD H20100 30.080 1.000 378,135.68 338,468.02 39,667.66
SALE 3/22/10 60 TATA PWR CO LTD GDR RE 9,126.00 273,323.70 245,713.08 27,610.62 250593 3/25/10 USD H20100 29.950 1.000 273,323.70 245,713.08 27,610.62
SALE 3/26/10 60 INFOSYS TECHNOLOGIES L 4,300.00 175.34 262,473.82 184,844.73 77,629.09 239503 3/31/10 USD H20100 61.081 1.000 262,473.82 184,844.73 77,629.09
SALE 3/26/10 60 MAHINDRA +MAHINDRA GDR 8,672.00 205,092.80 96,950.46 108,142.34 239209 3/31/10 USD H20100 23.650 1.000 205,092.80 96,950.46 108,142.34 ------107,821.00 642.79 3,703,136.44 2,715,882.92 987,253.52 3,703,136.44 2,715,882.92 987,253.52 17 TRANSACTIONS IN COUNTRY: INDIA (9980)
------5,446,912.00 40,532.44 13052175489.00 9,979,072,604.43 3073102884.57 16,334,867.42 11,522,252.29 4,812,615.13 224 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------5,731,112.00 51,944.01 13055594655.63 9,982,588,955.18 3073005700.45 19,754,034.05 15,038,603.04
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4,715,431.01 225 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
------24,430,663.00 104,280.10 23568273153.73 20495267453.28 3073005700.45 39,733,933.83 35,018,502.82 4,715,431.01 470 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: 70 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 AKBANK TAS TRY 1.0 11,769.00 52.14 99,908.05 99,908.05 244496 3/10/10 TRY GT2HUK 8.482 1.532 65,231.16 65,231.16
PUR 3/09/10 60 AKBANK TAS TRY 1.0 19,149.00 270.67 166,740.19 166,740.19 244496 3/11/10 TRY GT2HUK 8.686 1.536 108,540.68 108,540.68
PUR 3/10/10 60 AKBANK TAS TRY 1.0 17,124.00 244.22 150,049.94 150,049.94 244496 3/12/10 TRY GT2HSC 8.741 1.532 97,931.04 97,931.04
PUR 3/11/10 60 AKBANK TAS TRY 1.0 4,200.00 59.90 36,841.88 36,841.88 244496 3/15/10 TRY GT2HSC 8.750 1.534 24,020.00 24,020.00
PUR 3/12/10 60 AKBANK TAS TRY 1.0 7,680.00 109.96 67,368.00 67,368.00 244496 3/16/10 TRY GT2HSE 8.750 1.528 44,094.78 44,094.78
PUR 3/15/10 60 AKBANK TAS TRY 1.0 11,837.00 168.80 103,559.75 103,559.75 244496 3/17/10 TRY GT2IFQ 8.727 1.530 67,690.54 67,690.54
PUR 3/16/10 60 AKBANK TAS TRY 1.0 2,762.00 39.69 24,227.92 24,227.92 244496 3/18/10 TRY GT2IFO 8.750 1.522 15,915.34 15,915.34
PUR 3/24/10 60 AKBANK TAS TRY 1.0 1,977.00 30.01 18,589.24 18,589.24 244496 3/26/10 TRY GT2J0Y 9.379 1.545 12,034.99 12,034.99
PUR 3/25/10 60 AKBANK TAS TRY 1.0 5,062.00 80.16 49,421.56 49,421.56 244496 3/29/10 TRY GT2J30 9.739 1.538 32,142.01 32,142.01 ------81,560.00 1,055.55 716,706.53 716,706.53 467,600.54 467,600.54 9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 3/08/10 60 HON HAI PRECISION IND 121,527.00 1,131,622.97 1,131,622.97 239871 3/11/10 USD GT2HSE 9.312 1.000 1,131,622.97 1,131,622.97
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/24/10 60 TAIWAN SEMICONDUCT ADS 222,000.00 2,304,626.40 2,304,626.40 240081 3/29/10 USD 10.381 1.000 2,304,626.40 2,304,626.40
PUR 3/24/10 60 TAIWAN SEMICONDUCT ADS 32,900.00 339,159.52 339,159.52 240081 3/29/10 USD 10.309 1.000 339,159.52 339,159.52
PUR 3/25/10 60 TAIWAN SEMICONDUCT ADS 115,000.00 1,210,593.50 1,210,593.50 240081 3/30/10 USD 10.527 1.000 1,210,593.50 1,210,593.50
PUR 3/26/10 60 TAIWAN SEMICONDUCT ADS 57,600.00 601,989.12 601,989.12 240081 3/31/10 USD 10.451 1.000 601,989.12 601,989.12 ------549,027.00 5,587,991.51 5,587,991.51 5,587,991.51 5,587,991.51 5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 2/25/10 60 NHN CORP 200.00 30.94 36,002,817.00 36,002,817.00 244927 3/02/10 KRW GT2GLK 179834. 1162.50 30,970.17 30,970.17
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PUR 2/25/10 60 NHN CORP 300.00 115.22 53,710,341.00 53,710,341.00 244927 3/02/10 KRW GT2G6E 178588. 1162.50 46,202.44 46,202.44
PUR 2/26/10 60 NHN CORP 400.00 62.83 72,914,831.00 72,914,831.00 244927 3/03/10 KRW GT2GNK 182104. 1159.40 62,890.14 62,890.14
PUR 3/02/10 60 NHN CORP 1,400.00 570.54 263,460,630.00 263,460,630.00 244927 3/04/10 KRW GT2H3O 187716. 1151.55 228,787.83 228,787.83
PUR 3/03/10 60 NHN CORP 1,528.00 616.14 283,195,792.00 283,195,792.00 244927 3/05/10 KRW GT2H3Q 184875. 1146.20 247,073.63 247,073.63
PUR 3/04/10 60 NHN CORP 636.00 258.17 118,515,412.00 118,515,412.00 244927 3/08/10 KRW GT2H1K 185880. 1144.80 103,524.99 103,524.99
PUR 3/05/10 60 KOREA LIFE INSURAN KRW 361,100.00 2,961,020,000.00 2,961,020,000.00 251089 3/11/10 KRW GT2HSC 8200.00 1140.10 2,597,158.14 2,597,158.14
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: 72 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 NHN CORP 584.00 239.62 109,548,814.00 109,548,814.00 244927 3/09/10 KRW GT2HBO 187115. 1140.10 96,087.02 96,087.02
PUR 3/08/10 60 NHN CORP 1,200.00 502.57 228,156,434.00 228,156,434.00 244927 3/10/10 KRW GT2HSC 189656. 1132.10 201,533.82 201,533.82
PUR 3/08/10 60 SAMSUNG ELECTRONICS CO 354.00 616.55 279,899,995.00 279,899,995.00 240066 3/10/10 KRW GT2HUI 788706. 1132.10 247,239.64 247,239.64
PUR 3/08/10 60 SAMSUNG ELECTRONICS CO 1,685.00 1,406.521,328,529,825.00 1,328,529,825.00 240066 3/10/10 KRW GT2HUI 787500. 1132.10 1,173,509.25 1,173,509.25
PUR 3/09/10 60 NHN CORP 105.00 43.97 19,998,654.00 19,998,654.00 244927 3/11/10 KRW GT2HUK 189988. 1134.30 17,630.83 17,630.83
PUR 3/24/10 60 KOREA LIFE INSURAN KRW 34,173.00 287,102,011.00 287,102,011.00 251089 3/26/10 KRW GT2J0Y 8401.42 1137.60 252,375.19 252,375.19
PUR 3/25/10 60 KOREA LIFE INSURAN KRW 30,262.00 554.18 253,848,004.00 253,848,004.00 251089 3/29/10 KRW GT2J0W 8367.42 1142.30 222,225.34 222,225.34
PUR 3/26/10 60 KOREA LIFE INSURAN KRW 29,844.00 565.91 258,360,190.00 258,360,190.00 251089 3/30/10 KRW GT2J0W 8635.43 1138.50 226,930.34 226,930.34 ------463,771.00 5,583.166,554,263,750.00 6,554,263,750.00 5,754,138.77 5,754,138.77 15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 2/23/10 60 INDOFOOD SUKSES MAKMUR 91,500.00 131.48 357,138,358.00 357,138,358.00 249825 3/01/10 IDR GT2G6E 3889.80 9285.00 38,464.01 38,464.01
PUR 3/01/10 60 INDOFOOD SUKSES MAKMUR 37,000.00 53.39 139,994,427.00 139,994,427.00 249825 3/04/10 IDR GT2H1K 3770.28 9250.00 15,134.53 15,134.53
PUR 3/02/10 60 INDOFOOD SUKSES MAKMUR 24,000.00 34.60 91,084,870.00 91,084,870.00 249825 3/05/10 IDR GT2H1I 3781.81 9285.00 9,809.89 9,809.89
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/03/10 60 INDOFOOD SUKSES MAKMUR 4,500.00 6.49 17,047,634.00 17,047,634.00 249825 3/08/10 IDR GT2H1I 3775.00 9272.02 1,838.61 1,838.61
PUR 3/08/10 60 P T TELEKOMUNIKASI IND 4,600.00 170,565.70 170,565.70 240078 3/11/10 USD 37.080 1.000 170,565.70 170,565.70
PUR 3/08/10 60 P T TELEKOMUNIKASI IND 5,800.00 215,909.06 215,909.06 240078 3/11/10 USD 37.226 1.000 215,909.06 215,909.06
PUR 3/08/10 60 P T TELEKOMUNIKASI IND 600.00 22,182.78 22,182.78 240078 3/11/10 USD 36.971 1.000 22,182.78 22,182.78
PUR 3/09/10 60 P T TELEKOMUNIKASI IND 800.00 30,200.00 30,200.00 240078 3/12/10 USD 37.750 1.000 30,200.00 30,200.00
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PUR 3/09/10 60 P T TELEKOMUNIKASI IND 7,800.00 295,981.92 295,981.92 240078 3/12/10 USD 37.946 1.000 295,981.92 295,981.92
PUR 3/10/10 60 P T TELEKOMUNIKASI IND 300.00 11,305.77 11,305.77 240078 3/15/10 USD 37.686 1.000 11,305.77 11,305.77
PUR 3/11/10 60 P T TELEKOMUNIKASI IND 2,300.00 86,562.11 86,562.11 240078 3/16/10 USD 37.636 1.000 86,562.11 86,562.11
PUR 3/11/10 60 P T TELEKOMUNIKASI IND 200.00 7,512.00 7,512.00 240078 3/16/10 USD 37.560 1.000 7,512.00 7,512.00
PUR 3/12/10 60 P T TELEKOMUNIKASI IND 900.00 33,342.75 33,342.75 240078 3/17/10 USD 37.048 1.000 33,342.75 33,342.75
PUR 3/15/10 60 P T TELEKOMUNIKASI IND 100.00 3,660.08 3,660.08 240078 3/18/10 USD 36.601 1.000 3,660.08 3,660.08
PUR 3/18/10 60 P T TELEKOMUNIKASI IND 8,500.00 304,901.80 304,901.80 240078 3/23/10 USD 35.871 1.000 304,901.80 304,901.80
PUR 3/19/10 60 P T TELEKOMUNIKASI IND 900.00 32,115.60 32,115.60 240078 3/24/10 USD 35.684 1.000 32,115.60 32,115.60 ------189,800.00 225.96 606,479,528.57 606,479,528.57 1,279,486.61 1,279,486.61 16 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: 74 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/24/10 60 CEMIG SA SPN ADR 23,500.00 395,352.25 395,352.25 248069 3/29/10 USD 16.824 1.000 395,352.25 395,352.25
PUR 3/25/10 60 CEMIG SA SPN ADR 5,100.00 84,457.53 84,457.53 248069 3/30/10 USD 16.560 1.000 84,457.53 84,457.53
PUR 3/25/10 60 CEMIG SA SPN ADR 17,400.00 288,493.74 288,493.74 248069 3/30/10 USD 16.580 1.000 288,493.74 288,493.74
PUR 3/26/10 60 CEMIG SA SPN ADR 7,700.00 126,892.15 126,892.15 248069 3/31/10 USD 16.480 1.000 126,892.15 126,892.15 ------53,700.00 895,195.67 895,195.67 895,195.67 895,195.67 4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/25/10 60 OIL + GAS DEVELOPMENT 4,300.00 19.82 502,401.35 502,401.35 249826 3/01/10 PKR GT2G6E 116.446 85.000 5,910.60 5,910.60
PUR 2/26/10 60 OIL + GAS DEVELOPMENT 4,000.00 18.58 470,527.95 470,527.95 249826 3/02/10 PKR GT2GNM 117.238 84.900 5,542.14 5,542.14
PUR 3/02/10 60 OIL + GAS DEVELOPMENT 1,300.00 6.01 152,483.97 152,483.97 249826 3/04/10 PKR GT2H1K 116.902 85.070 1,792.45 1,792.45
PUR 3/03/10 60 OIL + GAS DEVELOPMENT 119,200.00 528.28 13,990,255.07 13,990,255.07 249826 3/05/10 PKR GT2H3O 116.991 85.000 164,591.24 164,591.24
PUR 3/03/10 60 OIL + GAS DEVELOPMENT 5,400.00 25.03 634,680.12 634,680.12 249826 3/05/10 PKR GT2H3O 117.139 85.000 7,466.82 7,466.82
PUR 3/04/10 60 OIL + GAS DEVELOPMENT 4,900.00 21.67 572,196.55 572,196.55 249826 3/08/10 PKR GT2H1I 116.400 84.750 6,751.58 6,751.58
PUR 3/05/10 60 OIL + GAS DEVELOPMENT 3,300.00 14.72 388,104.68 388,104.68 249826 3/09/10 PKR GT2H1I 117.230 84.600 4,587.53 4,587.53
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: 75 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 OIL + GAS DEVELOPMENT 1,400.00 6.28 165,717.90 165,717.90 249826 3/10/10 PKR GT2HSC 117.990 84.680 1,956.99 1,956.99
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
PUR 3/17/10 60 OIL + GAS DEVELOPMENT 7,500.00 35.55 932,804.99 932,804.99 249826 3/19/10 PKR GT2IFO 123.975 84.220 11,075.81 11,075.81
PUR 3/19/10 60 OIL + GAS DEVELOPMENT 1,400.00 6.66 175,349.73 175,349.73 249826 3/24/10 PKR GT2J0W 124.849 84.270 2,080.81 2,080.81
PUR 3/22/10 60 OIL + GAS DEVELOPMENT 5,300.00 25.61 672,592.90 672,592.90 249826 3/25/10 PKR GT2J0W 126.497 84.280 7,980.46 7,980.46 ------158,000.00 708.21 18,657,115.21 18,657,115.21 219,736.43 219,736.43 11 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
------1,495,858.00 7,572.887,186,600,287.49 7,186,600,287.49 14,204,149.53 14,204,149.53 60 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------1,495,858.00 7,572.887,186,600,287.49 7,186,600,287.49 14,204,149.53 14,204,149.53 60 "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: 76 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/22/10 60 MASSMART ZAR0.01 536.00 4.45 49,143.58 40,496.38 8,647.20 239844 3/01/10 ZAR GT2G6E 91.750 7.731 6,356.53 5,223.69 1,132.84
SALE 2/22/10 60 MASSMART ZAR0.01 3,795.00 18.06 347,164.37 286,723.44 60,440.93 239844 3/01/10 ZAR GT2G8K 91.516 7.731 44,904.33 36,984.87 7,919.46
SALE 2/23/10 60 MASSMART ZAR0.01 298.00 1.41 27,107.10 22,514.78 4,592.32 239844 3/02/10 ZAR GT2G6G 91.000 7.732 3,505.97 2,904.21 601.76
SALE 2/25/10 60 MASSMART ZAR0.01 5,622.00 26.19 510,149.32 424,758.68 85,390.64 239844 3/04/10 ZAR GT2G6G 90.778 7.833 65,129.05 54,790.24 10,338.81
SALE 2/26/10 60 MASSMART ZAR0.01 1,791.00 8.50 162,617.19 135,315.33 27,301.86 239844 3/05/10 ZAR GT2G6G 90.833 7.660 21,230.78 17,454.52 3,776.26
SALE 3/01/10 60 MASSMART ZAR0.01 8,579.00 41.50 792,722.97 648,168.75 144,554.22 239844 3/08/10 ZAR GT2H1I 92.440 7.643 103,712.04 83,608.23 20,103.81
SALE 3/01/10 60 MASSMART ZAR0.01 10,048.00 84.60 923,092.14 759,156.03 163,936.11 239844 3/08/10 ZAR GT2H1K 91.933 7.644 120,768.25 97,924.64 22,843.61
SALE 3/01/10 60 MASSMART ZAR0.01 19,379.00 478.39 1,797,344.90 1,464,140.60 333,204.30 239844 3/08/10 ZAR GT2H1K 92.936 7.644 235,146.84 188,861.63 46,285.21
SALE 3/02/10 60 MASSMART ZAR0.01 28,495.00 728.39 2,730,974.99 2,152,881.28 578,093.71 239844 3/09/10 ZAR GT2H1K 96.034 7.589 359,869.15 277,703.30 82,165.85
SALE 3/02/10 60 MASSMART ZAR0.01 4,376.00 38.23 414,203.26 330,619.70 83,583.56 239844 3/09/10 ZAR GT2H1K 94.720 7.589 54,580.86 42,647.12 11,933.74
SALE 3/02/10 60 MASSMART ZAR0.01 8,700.00 44.33 840,681.28 657,310.65 183,370.63 239844 3/09/10 ZAR GT2H1I 96.669 7.589 110,779.21 84,787.46 25,991.75
SALE 3/03/10 60 MASSMART ZAR0.01 4,105.00 37.88 405,187.55 310,144.86 95,042.69 239844 3/10/10 ZAR GT2H3O 98.775 7.494 54,070.43 40,006.04 14,064.39
SALE 3/03/10 60 MASSMART ZAR0.01 2,348.00 12.43 232,684.79 177,398.32 55,286.47 239844 3/10/10 ZAR GT2H3Q 99.139 7.494 31,050.72 22,882.87 8,167.85
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/04/10 60 KUMBA IRON ORE LTD 830.00 16.08 298,660.22 210,897.59 87,762.63 239842 3/11/10 ZAR GT2H1K 359.976 7.471 39,975.94 27,374.62 12,601.32
SALE 3/05/10 60 KUMBA IRON ORE LTD 1,970.00 38.25 707,106.97 500,564.17 206,542.80 239842 3/12/10 ZAR GT2H1I 359.082 7.434 95,123.09 64,973.51 30,149.58
SALE 3/05/10 60 SANLAM LTD 3,217.00 4.39 81,532.80 60,660.52 20,872.28 239837 3/12/10 ZAR GT2H1I 25.355 7.434 10,968.14 7,756.71 3,211.43
SALE 3/08/10 60 KUMBA IRON ORE LTD 604.00 11.54 213,188.96 153,472.47 59,716.49 239842 3/15/10 ZAR GT2HUK 353.103 7.390 28,848.69 19,920.81 8,927.88
SALE 3/08/10 60 SANLAM LTD 7,719.00 10.58 195,455.64 145,551.30 49,904.34 239837 3/15/10 ZAR GT2HUI 25.332 7.390 26,449.02 18,611.76 7,837.26
SALE 3/09/10 60 KUMBA IRON ORE LTD 2,262.00 43.37 801,090.88 574,759.47 226,331.41 239842 3/16/10 ZAR GT2HUK 354.293 7.391 108,391.75 74,604.10 33,787.65
SALE 3/09/10 60 SANLAM LTD 9,028.00 12.36 228,356.74 170,234.12 58,122.62 239837 3/16/10 ZAR GT2HSC 25.304 7.391 30,897.85 21,767.97 9,129.88
SALE 3/10/10 60 KUMBA IRON ORE LTD 1,780.00 34.11 630,460.63 452,286.41 178,174.22 239842 3/17/10 ZAR GT2HSE 354.333 7.397 85,233.09 58,707.03 26,526.06
SALE 3/10/10 60 SANLAM LTD 12,752.00 17.49 323,368.44 240,454.75 82,913.69 239837 3/17/10 ZAR GT2HUK 25.368 7.397 43,716.75 30,747.13 12,969.62
SALE 3/11/10 60 KUMBA IRON ORE LTD 1,185.00 22.58 419,646.17 301,100.78 118,545.39 239842 3/18/10 ZAR GT2HSE 354.274 7.438 56,415.43 39,083.05 17,332.38
SALE 3/11/10 60 SANLAM LTD 42,507.00 286.87 1,064,791.85 801,522.13 263,269.72 239837 3/18/10 ZAR GT2HSE 25.100 7.439 143,146.04 102,491.24 40,654.80
SALE 3/12/10 60 KUMBA IRON ORE LTD 1,066.00 20.47 378,215.22 270,863.66 107,351.56 239842 3/19/10 ZAR GT2HSE 354.940 7.394 51,150.26 35,158.25 15,992.01
SALE 3/12/10 60 SANLAM LTD 48,883.00 332.08 1,225,275.30 921,749.50 303,525.80 239837 3/19/10 ZAR GT2HSC 25.116 7.394 165,707.62 117,864.81 47,842.81
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/15/10 60 SANLAM LTD 10,627.00 71.95 266,204.22 200,385.25 65,818.97 239837 3/23/10 ZAR GT2IFO 25.100 7.415 35,900.77 25,623.41 10,277.36
SALE 3/17/10 60 KUMBA IRON ORE LTD 885.00 17.18 312,604.26 224,872.74 87,731.52 239842 3/25/10 ZAR GT2IFO 353.366 7.280 42,937.20 29,188.61 13,748.59
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/17/10 60 SANLAM LTD 36,131.00 249.41 906,112.81 681,294.75 224,818.06 239837 3/25/10 ZAR GT2IFQ 25.129 7.280 124,457.50 87,117.68 37,339.82
SALE 3/18/10 60 SANLAM LTD 85,014.00 588.89 2,145,491.94 1,603,044.25 542,447.69 239837 3/26/10 ZAR GT2IFQ 25.287 7.301 293,854.70 204,982.49 88,872.21
SALE 3/18/10 60 SANLAM LTD 48,682.00 67.57 1,232,913.79 917,959.40 314,954.39 239837 3/26/10 ZAR GT2IFQ 25.336 7.301 168,864.54 117,380.17 51,484.37 ------413,214.00 3,369.53 20,663,550.28 15,841,302.06 4,822,248.22 2,763,142.54 2,039,132.17 724,010.37 31 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/01/10 60 FERTILIZANTES FOSFATAD 200.00 3.42 3,628.72 3,305.64 323.08 247577 3/04/10 BRL GT2H3Q 18.174 1.800 2,016.18 1,791.02 225.16
SALE 3/02/10 60 FERTILIZANTES FOSFATAD 600.00 11,062.36 9,916.91 1,145.45 247577 3/05/10 BRL GT2H3O 18.437 1.782 6,208.88 5,373.05 835.83
SALE 3/03/10 60 FERTILIZANTES FOSFATAD 1,600.00 25.09 29,685.63 26,445.10 3,240.53 247577 3/08/10 BRL GT2H3Q 18.581 1.778 16,696.08 14,328.14 2,367.94
SALE 3/05/10 60 AES TIETE SA PFD 300.00 5,682.55 4,685.11 997.44 240053 3/10/10 BRL GT2H1I 18.942 1.778 3,196.75 2,697.14 499.61
SALE 3/05/10 60 FERTILIZANTES FOSFATAD 100.00 1.56 1,838.83 1,652.82 186.01 247577 3/10/10 BRL GT2H1K 18.416 1.778 1,034.45 895.51 138.94
SALE 3/09/10 60 AES TIETE SA PFD 900.00 16.22 17,122.00 14,055.34 3,066.66 240053 3/12/10 BRL GT2HSE 19.057 1.793 9,552.02 8,091.43 1,460.59
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: 79 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 AES TIETE SA PFD 9,100.00 241.79 172,931.60 142,115.10 30,816.50 240053 3/12/10 BRL GT2HUK 19.051 1.793 96,475.09 81,813.32 14,661.77
SALE 3/09/10 60 FERTILIZANTES FOSFATAD 1,400.00 25.95 25,156.57 23,139.46 2,017.11 247577 3/12/10 BRL GT2HSC 18.002 1.792 14,034.35 12,537.12 1,497.23
SALE 3/10/10 60 AES TIETE SA PFD 1,100.00 33.83 20,950.22 17,178.75 3,771.47 240053 3/15/10 BRL GT2HSE 19.100 1.767 11,856.38 9,889.52 1,966.86
SALE 3/10/10 60 AES TIETE SA PFD 4,300.00 116.73 82,302.99 67,153.29 15,149.70 240053 3/15/10 BRL GT2HUK 19.188 1.767 46,577.81 38,659.04 7,918.77
SALE 3/10/10 60 FERTILIZANTES FOSFATAD 6,500.00 155.06 116,563.51 107,433.20 9,130.31 247577 3/15/10 BRL GT2HUI 17.975 1.767 65,966.90 58,208.07 7,758.83
SALE 3/11/10 60 AES TIETE SA PFD 1,600.00 43.65 30,812.22 24,987.27 5,824.95 240053 3/16/10 BRL GT2HUK 19.306 1.769 17,418.86 14,384.76 3,034.10
SALE 3/11/10 60 AES TIETE SA PFD 6,000.00 163.93 115,696.63 93,702.26 21,994.37 240053 3/16/10 BRL GT2HSC 19.331 1.769 65,405.98 53,942.84 11,463.14
SALE 3/12/10 60 AES TIETE SA PFD 5,100.00 137.96 97,190.89 79,646.92 17,543.97 240053 3/17/10 BRL GT2HUI 19.105 1.766 55,043.83 45,851.42 9,192.41
SALE 3/12/10 60 FERTILIZANTES FOSFATAD 50,200.00 1,199.52 901,082.83 829,714.90 71,367.93 247577 3/17/10 BRL GT2HSE 17.992 1.766 510,326.12 449,545.38 60,780.74
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 3/15/10 60 AES TIETE SA PFD 4,400.00 118.62 83,610.45 68,714.99 14,895.46 240053 3/18/10 BRL GT2II4 19.050 1.766 47,331.14 39,558.09 7,773.05
SALE 3/15/10 60 FERTILIZANTES FOSFATAD 1,600.00 39.18 29,450.78 26,445.10 3,005.68 247577 3/18/10 BRL GT2IFO 18.450 1.766 16,671.83 14,328.14 2,343.69
SALE 3/18/10 60 AES TIETE SA PFD 8,600.00 235.71 168,301.59 134,306.58 33,995.01 240053 3/23/10 BRL GT2IFQ 19.619 1.789 94,049.51 77,318.08 16,731.43
SALE 3/23/10 60 AES TIETE SA PFD 5,600.00 156.69 111,440.70 87,455.45 23,985.25 240053 3/26/10 BRL GT2J0W 19.950 1.782 62,519.33 50,346.66 12,172.67
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/23/10 60 AES TIETE SA PFD 1,100.00 30.78 21,890.14 17,178.75 4,711.39 240053 3/26/10 BRL GT2J30 19.950 1.783 12,280.58 9,889.52 2,391.06
SALE 3/24/10 60 AES TIETE SA PFD 2,100.00 58.43 41,685.52 32,795.79 8,889.73 240053 3/29/10 BRL GT2J30 19.900 1.788 23,314.05 18,879.99 4,434.06
SALE 3/26/10 60 AES TIETE SA PFD 900.00 24.60 17,866.93 14,055.34 3,811.59 240053 3/31/10 BRL GT2J30 19.902 1.821 9,813.76 8,091.43 1,722.33 ------113,300.00 2,828.72 2,105,953.66 1,826,084.07 279,869.59 1,187,789.88 1,016,419.67 171,370.21 22 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 3/08/10 60 PHILIPPINE LONG DIST - 800.00 46,623.40 47,810.00 - 1,186.60 240079 3/11/10 USD 58.279 1.000 46,623.40 47,810.00 - 1,186.60
SALE 3/09/10 60 PHILIPPINE LONG DIST - 1,000.00 58,137.76 59,762.49 - 1,624.73 240079 3/12/10 USD 58.138 1.000 58,137.76 59,762.49 - 1,624.73
SALE 3/10/10 60 PHILIPPINE LONG DIST - 500.00 29,156.12 29,881.25 - 725.13 240079 3/15/10 USD 58.312 1.000 29,156.12 29,881.25 - 725.13
SALE 3/11/10 60 PHILIPPINE LONG DIST - 800.00 46,967.96 47,810.00 - 842.04 240079 3/16/10 USD 58.710 1.000 46,967.96 47,810.00 - 842.04
SALE 3/17/10 60 PHILIPPINE LONG DIST - 1,200.00 67,198.78 71,714.99 - 4,516.21 240079 3/22/10 USD 55.999 1.000 67,198.78 71,714.99 - 4,516.21
SALE 3/18/10 60 PHILIPPINE LONG DIST - 1,000.00 56,180.28 59,762.49 - 3,582.21 240079 3/23/10 USD 56.180 1.000 56,180.28 59,762.49 - 3,582.21
SALE 3/23/10 60 PHILIPPINE LONG DIST - 500.00 27,629.64 29,881.25 - 2,251.61 240079 3/26/10 USD 55.259 1.000 27,629.64 29,881.25 - 2,251.61
SALE 3/25/10 60 PHILIPPINE LONG DIST - 300.00 16,765.16 17,928.75 - 1,163.59 240079 3/30/10 USD 55.884 1.000 16,765.16 17,928.75 - 1,163.59 ------6,100.00 348,659.10 364,551.22 - 15,892.12 348,659.10 364,551.22 - 15,892.12 8 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 CELLCOM ISRAEL LTD 1,200.00 40,470.44 34,727.96 5,742.48 247007 3/01/10 USD 33.725 1.000 40,470.44 34,727.96 5,742.48
SALE 2/24/10 60 DELEK AUTOMOTIVE SYSTE 2,506.00 92.73 116,179.41 93,319.48 22,859.93 240256 3/01/10 ILS GT2G8K 46.500 3.770 30,817.64 25,767.38 5,050.26
SALE 2/24/10 60 DELEK AUTOMOTIVE SYSTE 4,136.00 153.05 191,747.03 154,018.10 37,728.93 240256 3/01/10 ILS GT2G6E 46.500 3.770 50,862.63 42,527.49 8,335.14
SALE 2/24/10 60 DELEK AUTOMOTIVE SYSTE 1,154.00 17.04 53,456.91 42,973.13 10,483.78 240256 3/01/10 ILS GT2G8K 46.379 3.770 14,179.93 11,865.74 2,314.19
SALE 2/25/10 60 CELLCOM ISRAEL LTD 1,600.00 54,110.67 46,303.94 7,806.73 247007 3/02/10 USD 33.819 1.000 54,110.67 46,303.94 7,806.73
SALE 2/25/10 60 DELEK AUTOMOTIVE SYSTE 4,136.00 150.26 189,685.23 154,018.10 35,667.13 240256 3/02/10 ILS GT2G6E 46.000 3.798 49,936.88 42,527.49 7,409.39
SALE 2/26/10 60 CELLCOM ISRAEL LTD 100.00 3,396.41 2,894.00 502.41 247007 3/03/10 USD 33.964 1.000 3,396.41 2,894.00 502.41
SALE 3/01/10 60 CELLCOM ISRAEL LTD 1,900.00 64,937.56 54,985.93 9,951.63 247007 3/04/10 USD 34.178 1.000 64,937.56 54,985.93 9,951.63
SALE 3/01/10 60 CELLCOM ISRAEL LTD 2,100.00 72,505.77 60,773.93 11,731.84 247007 3/04/10 USD 34.527 1.000 72,505.77 60,773.93 11,731.84
SALE 3/01/10 60 DELEK AUTOMOTIVE SYSTE 33.00 .48 1,524.26 1,228.87 295.39 240256 3/03/10 ILS GT2H1I 46.245 3.793 401.89 339.32 62.57
SALE 3/01/10 60 DELEK AUTOMOTIVE SYSTE 1,654.00 60.25 75,938.20 61,592.34 14,345.86 240256 3/03/10 ILS GT2H1I 46.050 3.793 20,022.20 17,006.88 3,015.32
SALE 3/02/10 60 CELLCOM ISRAEL LTD 1,400.00 47,269.28 40,515.95 6,753.33 247007 3/05/10 USD 33.764 1.000 47,269.28 40,515.95 6,753.33
SALE 3/02/10 60 CELLCOM ISRAEL LTD 1,500.00 51,214.14 43,409.95 7,804.19 247007 3/05/10 USD 34.143 1.000 51,214.14 43,409.95 7,804.19
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/02/10 60 DELEK AUTOMOTIVE SYSTE 622.00 9.15 28,838.90 23,162.30 5,676.60 240256 3/04/10 ILS GT2H1I 46.420 3.785 7,618.66 6,395.58 1,223.08
SALE 3/03/10 60 CELLCOM ISRAEL LTD 7,800.00 269,929.60 225,731.73 44,197.87
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
247007 3/08/10 USD 34.606 1.000 269,929.60 225,731.73 44,197.87
SALE 3/03/10 60 DELEK AUTOMOTIVE SYSTE 71,161.00 2,621.63 3,281,322.66 2,649,923.09 631,399.57 240256 3/08/10 ILS GT2H1K 46.250 3.766 871,255.55 731,696.98 139,558.57
SALE 3/04/10 60 CELLCOM ISRAEL LTD 2,100.00 72,634.29 60,773.93 11,860.36 247007 3/09/10 USD 34.588 1.000 72,634.29 60,773.93 11,860.36
SALE 3/04/10 60 DELEK AUTOMOTIVE SYSTE 290.00 4.30 13,503.15 10,799.14 2,704.01 240256 3/08/10 ILS GT2H3Q 46.619 3.776 3,575.95 2,981.86 594.09
SALE 3/05/10 60 CELLCOM ISRAEL LTD 1,000.00 34,932.85 28,939.97 5,992.88 247007 3/10/10 USD 34.933 1.000 34,932.85 28,939.97 5,992.88
SALE 3/08/10 60 CELLCOM ISRAEL LTD 1,300.00 46,384.58 37,621.95 8,762.63 247007 3/11/10 USD 35.680 1.000 46,384.58 37,621.95 8,762.63
SALE 3/09/10 60 CELLCOM ISRAEL LTD 1,200.00 42,812.33 34,727.96 8,084.37 247007 3/12/10 USD 35.677 1.000 42,812.33 34,727.96 8,084.37
SALE 3/09/10 60 DELEK AUTOMOTIVE SYSTE 2,482.00 90.92 113,582.03 92,425.75 21,156.28 240256 3/11/10 ILS GT2HUK 45.900 3.759 30,216.83 25,520.61 4,696.22
SALE 3/10/10 60 CELLCOM ISRAEL LTD 900.00 31,976.68 26,045.97 5,930.71 247007 3/15/10 USD 35.530 1.000 31,976.68 26,045.97 5,930.71
SALE 3/10/10 60 DELEK AUTOMOTIVE SYSTE 671.00 12.43 30,979.09 24,986.98 5,992.11 240256 3/15/10 ILS GT2HSC 46.238 3.744 8,275.43 6,899.41 1,376.02
SALE 3/11/10 60 CELLCOM ISRAEL LTD 1,000.00 35,040.85 28,939.97 6,100.88 247007 3/16/10 USD 35.041 1.000 35,040.85 28,939.97 6,100.88
SALE 3/12/10 60 CELLCOM ISRAEL LTD 800.00 27,379.65 23,151.97 4,227.68 247007 3/17/10 USD 34.225 1.000 27,379.65 23,151.97 4,227.68
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/12/10 60 CELLCOM ISRAEL LTD 700.00 24,029.71 20,257.98 3,771.73 247007 3/17/10 USD 34.328 1.000 24,029.71 20,257.98 3,771.73
SALE 3/15/10 60 DELEK AUTOMOTIVE SYSTE 262.00 3.82 11,846.20 9,756.47 2,089.73 240256 3/17/10 ILS GT2IFO 45.269 3.728 3,177.88 2,693.96 483.92
SALE 3/15/10 60 DELEK AUTOMOTIVE SYSTE 3,313.00 120.38 149,133.20 123,370.88 25,762.32 240256 3/17/10 ILS GT2IFO 45.150 3.728 40,006.76 34,065.18 5,941.58
SALE 3/17/10 60 CELLCOM ISRAEL LTD 400.00 13,920.26 11,575.99 2,344.27 247007 3/22/10 USD 34.801 1.000 13,920.26 11,575.99 2,344.27
SALE 3/24/10 60 CELLCOM ISRAEL LTD 1,500.00 50,988.85 43,409.95 7,578.90 247007 3/29/10 USD 33.993 1.000 50,988.85 43,409.95 7,578.90
SALE 3/24/10 60 DELEK AUTOMOTIVE SYSTE 1,070.00 38.85 48,432.27 39,845.11 8,587.16 240256 3/29/10 ILS GT2J30 45.400 3.751 12,911.48 11,002.03 1,909.45
SALE 3/24/10 60 DELEK AUTOMOTIVE SYSTE 1,798.00 26.17 81,706.51 66,954.68 14,751.83 240256 3/29/10 ILS GT2J0Y 45.498 3.751 21,782.01 18,487.53 3,294.48
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SALE 3/25/10 60 CELLCOM ISRAEL LTD 100.00 3,394.89 2,894.00 500.89 247007 3/30/10 USD 33.949 1.000 3,394.89 2,894.00 500.89
SALE 3/25/10 60 DELEK AUTOMOTIVE SYSTE 1,102.00 16.10 50,016.55 41,036.74 8,979.81 240256 3/31/10 ILS GT2J0W 45.442 3.733 13,398.49 11,331.07 2,067.42
SALE 3/25/10 60 DELEK AUTOMOTIVE SYSTE 1,768.00 64.36 79,850.13 65,837.52 14,012.61 240256 3/29/10 ILS GT2J0Y 45.300 3.733 21,390.34 18,179.06 3,211.28
SALE 3/26/10 60 CELLCOM ISRAEL LTD 400.00 13,452.62 11,575.99 1,876.63 247007 3/31/10 USD 33.632 1.000 13,452.62 11,575.99 1,876.63 ------127,158.00 3,481.92 5,518,523.16 4,494,507.70 1,024,015.46 2,200,611.98 1,848,546.59 352,065.39 37 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/04/10 60 MOBILE TELESYSTEMS OJS 1,000.00 53,767.41 55,006.36 -1,238.95 240075 3/09/10 USD 53.767 1.000 53,767.41 55,006.36 - 1,238.95
SALE 3/04/10 60 MOBILE TELESYSTEMS OJS 14,200.00 763,342.53 781,090.38 -17,747.85 240075 3/09/10 USD 53.757 1.000 763,342.53 781,090.38 - 17,747.85
SALE 3/05/10 60 MOBILE TELESYSTEMS OJS 3,500.00 189,910.03 192,522.28 -2,612.25 240075 3/10/10 USD 54.260 1.000 189,910.03 192,522.28 - 2,612.25
SALE 3/05/10 60 MOBILE TELESYSTEMS OJS 9,700.00 526,721.73 533,561.74 -6,840.01 240075 3/10/10 USD 54.301 1.000 526,721.73 533,561.74 - 6,840.01
SALE 3/08/10 60 MOBILE TELESYSTEMS OJS 3,000.00 162,662.73 165,019.09 -2,356.36 240075 3/11/10 USD 54.221 1.000 162,662.73 165,019.09 - 2,356.36
SALE 3/09/10 60 MOBILE TELESYSTEMS OJS 4,200.00 229,606.04 231,026.73 -1,420.69 240075 3/12/10 USD 54.668 1.000 229,606.04 231,026.73 - 1,420.69
SALE 3/10/10 60 MOBILE TELESYSTEMS OJS 2,100.00 115,635.03 115,513.37 121.66 240075 3/15/10 USD 55.064 1.000 115,635.03 115,513.37 121.66 ------37,700.00 2,041,645.50 2,073,739.95 - 32,094.45 2,041,645.50 2,073,739.95 - 32,094.45 7 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 3/04/10 60 INFOSYS TECHNOLOGIES L 9,400.00 543,643.97 363,901.81 179,742.16 247492 3/09/10 USD 57.834 1.000 543,643.97 363,901.81 179,742.16 ------9,400.00 543,643.97 363,901.81 179,742.16 543,643.97 363,901.81 179,742.16 1 TRANSACTION IN COUNTRY: INDIA (9980)
------706,872.00 9,680.17 31,221,975.67 24,964,086.81 6,257,888.86 9,085,492.97 7,706,291.41 1,379,201.56 106 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------706,872.00 9,680.17 31,221,975.67 24,964,086.81 6,257,888.86 9,085,492.97 7,706,291.41 1,379,201.56 106 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
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------2,202,730.00 17,253.057,217,822,263.16 7,211,564,374.30 6,257,888.86
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: 85 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------23,289,642.50 21,910,440.94 1,379,201.56 166 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: 86 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
EM COMMON STOCK (2225) ------
PUR 3/24/10 60 CHINA COAL ENERGY H 305,000.00 865.91 3,561,922.13 3,561,922.13 249996 3/26/10 HKD 833730 11.656 7.761 458,963.27 458,963.27
PUR 3/25/10 60 CHINA COAL ENERGY H 123,000.00 342.81 1,409,977.31 1,409,977.31 249996 3/29/10 HKD 833734 11.442 7.761 181,677.04 181,677.04 ------428,000.00 1,208.72 4,971,899.44 4,971,899.44 640,640.31 640,640.31 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 3/16/10 60 CITIC PACIFIC LTD 650,000.00 4,848.42 12,214,271.19 12,214,271.19 251278 3/18/10 HKD 833614 18.733 7.760 1,573,902.61 1,573,902.61
PUR 3/17/10 60 CITIC PACIFIC LTD 639,000.00 2,480.64 12,127,216.41 12,127,216.41 251278 3/19/10 HKD 833626 18.948 7.761 1,562,543.99 1,562,543.99 ------1,289,000.00 7,329.06 24,341,487.60 24,341,487.60 3,136,446.60 3,136,446.60 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 3/29/10 60 POSCO 1,910.00 632.981,027,044,430.00 1,027,044,430.00 239562 3/31/10 KRW 833801 537343. 1135.00 904,884.96 904,884.96
PUR 3/29/10 60 SAMSUNG ELECTRONICS CO 1,322.00 666.041,080,694,960.00 1,080,694,960.00 239564 3/31/10 KRW 833801 816897. 1135.00 952,154.15 952,154.15 ------3,232.00 1,299.022,107,739,390.00 2,107,739,390.00 1,857,039.11 1,857,039.11 2 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/23/10 60 INDO TAMBANGRAYA MEGAH 185,000.00 427.115,835,864,992.00 5,835,864,992.00 251016 3/01/10 IDR 833321 31523.7 9285.00 628,526.12 628,526.12
PUR 3/01/10 60 BUMI SERPONG DAMAI PT 10,071,000.00 6,163,152,891.00 6,163,152,891.00
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251087 3/04/10 IDR 833368 611.970 9250.00 666,286.80 666,286.80
PUR 3/02/10 60 BUMI SERPONG DAMAI PT 7,493,000.00 4,579,745,053.00 4,579,745,053.00 251087 3/05/10 IDR 833421 611.203 9285.00 493,241.26 493,241.26
PUR 3/17/10 60 BUMI SERPONG DAMAI PT 176,000.00 38.39 105,949,536.00 105,949,536.00 251087 3/22/10 IDR 833625 600.000 9105.00 11,636.41 11,636.41
PUR 3/22/10 60 BUMI SERPONG DAMAI PT 801,500.00 174.63 482,491,779.00 482,491,779.00 251087 3/25/10 IDR 833641 600.000 9115.00 52,933.82 52,933.82
PUR 3/23/10 60 BUMI SERPONG DAMAI PT 1,516,500.00 330.60 912,911,769.00 912,911,769.00 251087 3/26/10 IDR 833704 600.000 9110.00 100,209.85 100,209.85 ------20,243,000.00 970.73 18080116020.00 18080116020.00 1,952,834.26 1,952,834.26 6 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 3/16/10 60 NASPERS LTD ZAR 0.02 15,929.00 3,384.27 5,009,607.69 5,009,607.69 244867 3/24/10 ZAR 833626 312.931 7.365 680,237.31 680,237.31 ------15,929.00 3,384.27 5,009,607.69 5,009,607.69 680,237.31 680,237.31 1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 3/17/10 60 KASIKORNBANK PCL-NVDR 196,400.00 1,642.13 17,876,324.32 17,876,324.32 239801 3/22/10 THB 833626 90.750 32.290 553,617.97 553,617.97 ------196,400.00 1,642.13 17,876,324.32 17,876,324.32 553,617.97 553,617.97 1 TRANSACTION 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: 88 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 BANCO BRADESCO SA PREF 74,200.00 3,788.38 2,304,041.83 2,304,041.83 248882 3/01/10 BRL 833358 30.959 1.819 1,266,583.38 1,266,583.38
PUR 3/16/10 60 MAGNESITA REFRATARIOS 203,100.00 4,813.33 2,835,348.27 2,835,348.27 251280 3/19/10 BRL 833626 13.919 1.762 1,609,256.07 1,609,256.07
PUR 3/16/10 60 OGX PETROLEO E GAS PAR 78,722.00 2,274.90 1,340,054.31 1,340,054.31 241566 3/19/10 BRL 833626 16.972 1.762 760,573.42 760,573.42
PUR 3/26/10 60 OGX PETROLEO E GAS PAR 82,498.00 2,248.60 1,368,717.97 1,368,717.97 241566 3/31/10 BRL 833801 16.541 1.821 751,795.00 751,795.00
PUR 3/26/10 60 OGX PETROLEO E GAS PAR 82,498.00 2,248.64 1,368,718.05 1,368,718.05 241566 3/31/10 BRL 833801 16.541 1.821 751,795.04 751,795.04
PUR 3/26/10 60 OGX PETROLEO E GAS PAR 82,498.00 2,248.60 1,368,717.97 1,368,717.97 241566 3/31/10 BRL 833801 16.541 1.821 751,795.00 751,795.00 ------603,516.00 17,622.45 10,585,598.40 10,585,598.40 5,891,797.91 5,891,797.91 6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/26/10 60 PERFECT WORLD CO LTD A 14,212.00 1,086.37 544,271.85 544,271.85 248244 3/03/10 USD 833397 38.220 1.000 544,271.85 544,271.85 ------14,212.00 1,086.37 544,271.85 544,271.85 544,271.85 544,271.85 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 2/24/10 60 SEVERSTAL JT STK CO NP 13,546.00 331.19 165,926.98 165,926.98 247489 3/01/10 USD 833346 12.225 1.000 165,926.98 165,926.98
PUR 3/08/10 60 MECHEL GROUP OAO RUB 1 63,300.00 3,354.24 1,680,475.08 1,680,475.08 251185 3/11/10 USD 833522 26.495 1.000 1,680,475.08 1,680,475.08 ------76,846.00 3,685.43 1,846,402.06 1,846,402.06 1,846,402.06 1,846,402.06 2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------22,870,135.00 38,228.18 20253031001.36 20253031001.36
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
17,103,287.38 17,103,287.38
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: 89 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------23 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------22,870,135.00 38,228.18 20253031001.36 20253031001.36 17,103,287.38 17,103,287.38 23 "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: 90 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/17/10 60 OTP BANK PLC 10,027.00 1,223.94 66,253,467.69 27,180,160.03 39,073,307.66 246373 3/22/10 HUF 833650 6630.71 190.124 348,474.30 123,058.80 225,415.50 ------10,027.00 1,223.94 66,253,467.69 27,180,160.03 39,073,307.66 348,474.30 123,058.80 225,415.50 1 TRANSACTION IN COUNTRY: HUNGARY (2800)
SALE 3/16/10 60 ZIJIN MINING GROUP CO 1,537,399.00 3,899.64 9,763,583.46 11,269,346.17 -1,505,762.71 240854 3/18/10 HKD 833614 6.370 7.761 1,258,112.68 1,446,937.53 -188,824.85
SALE 3/16/10 60 ZIJIN MINING GROUP CO 417,603.00 1,060.12 2,653,992.09 3,061,087.44 -407,095.35 240854 3/18/10 HKD 833626 6.375 7.761 341,987.25 393,030.99 - 51,043.74 ------1,955,002.00 4,959.76 12,417,575.55 14,330,433.61 -1,912,858.06 1,600,099.93 1,839,968.52 - 239,868.59 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 3/24/10 60 CHINA MOBILE LTD 146,000.00 4,382.26 10,972,141.74 16,608,024.50 -5,635,882.76 239773 3/26/10 HKD 833730 75.385 7.761 1,413,790.04 2,132,189.82 -718,399.78 ------146,000.00 4,382.26 10,972,141.74 16,608,024.50 -5,635,882.76 1,413,790.04 2,132,189.82 - 718,399.78 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 3/02/10 60 SAMSUNG ELECTRONICS CO 1,397.00 3,415.861,059,183,468.00 819,732,694.08 239,450,773.92 239564 3/04/10 KRW 833397 761000. 1151.55 919,789.39 724,913.39 194,876.00
SALE 3/17/10 60 HYUNDAI MIPO DOCKYARD 11,227.00 7,828.071,626,957,806.00 1,590,243,288.00 36,714,518.00 247092 3/19/10 KRW 833626 145701. 1128.40 1,441,827.19 1,267,159.23 174,667.96 ------12,624.00 11,243.932,686,141,274.00 2,409,975,982.08 276,165,291.92 2,361,616.58 1,992,072.62 369,543.96 2 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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-
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(L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------
SALE 2/25/10 60 BROOKFIELD INCORPORACO 53,568.00 788.47 480,863.27 400,311.88 80,551.39 249225 3/02/10 BRL 833362 9.004 1.835 262,036.55 272,488.32 - 10,451.77
SALE 2/26/10 60 BROOKFIELD INCORPORACO 135,432.00 2,104.52 1,264,866.78 1,012,078.83 252,787.95 249225 3/03/10 BRL 833397 9.368 1.808 699,401.04 688,912.00 10,489.04
SALE 3/16/10 60 BROOKFIELD INCORPORACO 46,480.00 675.97 395,808.63 347,343.49 48,465.14 249225 3/19/10 BRL 833626 8.541 1.762 224,648.75 236,433.26 - 11,784.51
SALE 3/16/10 60 VALE SA - PREF A 40,300.00 3,221.67 1,886,650.54 1,737,953.54 148,697.00 239762 3/19/10 BRL 833626 46.956 1.762 1,070,804.55 990,735.58 80,068.97
SALE 3/17/10 60 BROOKFIELD INCORPORACO 4,501.00 65.02 38,143.72 33,635.82 4,507.90 249225 3/22/10 BRL 833663 8.500 1.765 21,607.50 22,895.57 - 1,288.07
SALE 3/17/10 60 BROOKFIELD INCORPORACO 8,592.00 124.13 72,820.61 64,207.73 8,612.88 249225 3/22/10 BRL 833640 8.501 1.765 41,251.12 43,705.56 - 2,454.44
SALE 3/18/10 60 BROOKFIELD INCORPORACO 32,527.00 463.50 275,650.06 243,073.19 32,576.87 249225 3/23/10 BRL 833659 8.500 1.790 154,037.47 165,457.50 - 11,420.03 ------321,400.00 7,443.28 4,414,803.61 3,838,604.48 576,199.13 2,473,786.98 2,420,627.79 53,159.19 7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/26/10 60 SUNTECH PWR HLDGS CO L 85,233.00 2,249.03 1,115,164.12 1,098,457.58 16,706.54 247231 3/03/10 USD 833397 13.110 1.000 1,115,164.12 1,098,457.58 16,706.54
SALE 3/24/10 60 SHUI ON LAND LTD U 1,860,500.00 2,860.71 7,162,677.50 9,775,950.81 -2,613,273.31 247233 3/26/10 HKD 833730 3.862 7.761 922,930.30 1,261,372.27 - 338,441.97
SALE 3/25/10 60 SHUI ON LAND LTD U 1,142,800.00 1,736.62 4,348,132.72 6,004,814.08 -1,656,681.36 247233 3/29/10 HKD 833734 3.817 7.761 560,261.40 774,789.69 - 214,528.29 ------3,088,533.00 6,846.36 12,625,974.34 16,879,222.47 -4,253,248.13 2,598,355.82 3,134,619.54 - 536,263.72 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: 92 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/08/10 60 SEVERSTAL JT STK CO NP 78,809.00 2,208.23 1,101,905.86 521,662.90 580,242.96 247489 3/11/10 USD 833522 14.010 1.000 1,101,905.86 521,662.90 580,242.96
SALE 3/17/10 60 SEVERSTAL JT STK CO NP 23,950.00 649.68 324,191.36 158,532.99 165,658.37 247489 3/22/10 USD 833650 13.563 1.000 324,191.36 158,532.99 165,658.37
SALE 3/23/10 60 FEDERAL GRID CO UNIFIE 148,284,182.00 3,501.29 1,747,141.76 1,088,868.20 658,273.56 246369 3/30/10 USD 833714 .012 1.000 1,747,141.76 1,088,868.20 658,273.56 ------148,386,941.00 6,359.20 3,173,238.98 1,769,064.09 1,404,174.89 3,173,238.98 1,769,064.09 1,404,174.89 3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
------153,920,527.00 42,458.732,795,998,475.91 2,490,581,491.26 305,416,984.65 13,969,362.63 13,411,601.18 557,761.45 19 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------153,920,527.00 42,458.732,795,998,475.91 2,490,581,491.26 305,416,984.65 13,969,362.63 13,411,601.18 557,761.45
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19 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
------176,790,662.00 80,686.91 23049029477.27 22743612492.62 305,416,984.65 31,072,650.01 30,514,888.56 557,761.45 42 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: 93 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 PACIFIC RUBIALES ENERG 1,600.00 15.20 26,704.16 26,704.16 250383 3/01/10 CAD TID893 16.680 1.053 25,369.71 25,369.71
PUR 2/24/10 60 PACIFIC RUBIALES ENERG 43,800.00 832.22 720,619.50 720,619.50 250383 3/01/10 CAD TID893 16.433 1.053 684,609.06 684,609.06
PUR 2/25/10 60 PACIFIC RUBIALES ENERG 15,100.00 283.38 251,819.68 251,819.68 250383 3/02/10 CAD TID893 16.657 1.066 236,295.09 236,295.09 ------60,500.00 1,130.80 999,143.34 999,143.34 946,273.86 946,273.86 3 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 3/16/10 60 EVRAZ GROUP S A NPV GD 35,603.00 1,424.12 1,310,436.06 1,310,436.06 251277 3/19/10 USD TID903 36.767 1.000 1,310,436.06 1,310,436.06
PUR 3/17/10 60 EVRAZ GROUP S A NPV GD 14,280.00 571.20 536,610.98 536,610.98 251277 3/22/10 USD TID904 37.538 1.000 536,610.98 536,610.98
PUR 3/26/10 60 EVRAZ GROUP S A NPV GD 21,695.00 867.80 869,539.94 869,539.94 251277 3/31/10 USD TID909 40.040 1.000 869,539.94 869,539.94 ------71,578.00 2,863.12 2,716,586.98 2,716,586.98 2,716,586.98 2,716,586.98 3 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
PUR 2/24/10 60 TAIWAN SEMICONDUCT ADS 97,800.00 978.00 969,021.96 969,021.96 242791 3/01/10 USD TID893 9.898 1.000 969,021.96 969,021.96 ------97,800.00 978.00 969,021.96 969,021.96 969,021.96 969,021.96 1 TRANSACTION IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/29/10 60 CHINA MERCHANTS BK - H 239,330.00 2,407,659.80 2,407,659.80 249678 3/29/10 HKD PSS110 10.060 7.764 310,117.57 310,117.57
PUR 3/29/10 60 CHINA MERCHANTS BK - H 239,330.00 2,407,659.80 2,407,659.80 249678 3/29/10 HKD WFY10- 10.060 7.764 310,117.57 310,117.57 ------478,660.00 4,815,319.60 4,815,319.60 620,235.14 620,235.14 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 3/03/10 60 CHINA MOBILE HONG KONG 24,000.00 960.00 1,176,532.80 1,176,532.80 239458 3/08/10 USD TID896 48.982 1.000 1,176,532.80 1,176,532.80 ------24,000.00 960.00 1,176,532.80 1,176,532.80
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1,176,532.80 1,176,532.80 1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 2/24/10 60 SK TELECOM CO LTD KRW 22,100.00 884.00 373,269.00 373,269.00 250889 3/01/10 USD TID892 16.850 1.000 373,269.00 373,269.00
PUR 2/24/10 60 SK TELECOM CO LTD KRW 9,000.00 180.00 153,814.50 153,814.50 250889 3/01/10 USD TID893 17.071 1.000 153,814.50 153,814.50
PUR 2/24/10 60 SK TELECOM CO LTD KRW 10,200.00 408.00 173,991.60 173,991.60 250889 3/01/10 USD TID893 17.018 1.000 173,991.60 173,991.60
PUR 2/24/10 60 SK TELECOM CO LTD KRW 3,700.00 148.00 62,863.00 62,863.00 250889 3/01/10 USD TID893 16.950 1.000 62,863.00 62,863.00
PUR 2/25/10 60 SK TELECOM CO LTD KRW 27,400.00 1,096.00 460,046.00 460,046.00 250889 3/02/10 USD TID893 16.750 1.000 460,046.00 460,046.00
PUR 3/23/10 60 SHINHAN FINANCIAL GROU 11,980.00 1,130.79 515,477,202.00 515,477,202.00 248414 3/25/10 KRW TID907 42920.8 1136.80 453,445.81 453,445.81
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/24/10 60 SHINHAN FINANCIAL GROU 10,080.00 955.42 435,842,031.00 435,842,031.00 248414 3/26/10 KRW TID907 43130.4 1137.60 383,124.15 383,124.15
PUR 3/29/10 60 SHINHAN FINANCIAL GROU 21,300.00 2,054.50 935,077,860.00 935,077,860.00 248414 3/31/10 KRW TID909 43790.8 1135.00 823,857.15 823,857.15 ------115,760.00 6,856.711,887,621,077.10 1,887,621,077.10 2,884,411.21 2,884,411.21 8 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 2/24/10 60 FOSCHINI LTD 21,990.00 772.72 1,338,345.48 1,338,345.48 250316 3/03/10 ZAR TID893 60.589 7.759 172,489.43 172,489.43
PUR 2/25/10 60 FOSCHINI LTD 13,969.00 489.71 856,242.37 856,242.37 250316 3/04/10 ZAR TID893 61.021 7.833 109,313.58 109,313.58
PUR 2/25/10 60 FOSCHINI LTD 74,422.00 2,608.08 4,560,170.84 4,560,170.84 250316 3/04/10 ZAR TID893 61.000 7.833 582,181.67 582,181.67
PUR 3/01/10 60 AFRICAN BANK INVESTMEN 72,092.00 1,333.52 2,275,258.55 2,275,258.55 251085 3/08/10 ZAR TID895 31.419 7.644 297,672.34 297,672.34
PUR 3/02/10 60 AFRICAN BANK INVESTMEN 56,264.00 1,080.36 1,830,122.63 1,830,122.63 251085 3/09/10 ZAR TID895 32.382 7.589 241,161.00 241,161.00
PUR 3/03/10 60 AFRICAN BANK INVESTMEN 48,687.00 975.39 1,631,590.35 1,631,590.35 251085 3/10/10 ZAR TID896 33.362 7.494 217,728.27 217,728.27
PUR 3/04/10 60 AFRICAN BANK INVESTMEN 43,272.00 870.76 1,452,162.39 1,452,162.39 251085 3/11/10 ZAR TID897 33.409 7.471 194,373.23 194,373.23
PUR 3/05/10 60 AFRICAN BANK INVESTMEN 53,096.00 1,068.86 1,773,599.83 1,773,599.83 251085 3/12/10 ZAR TID897 33.254 7.434 238,592.31 238,592.31
PUR 3/08/10 60 AFRICAN BANK INVESTMEN 33,216.00 683.07 1,126,782.02 1,126,782.02 251085 3/15/10 ZAR TID898 33.771 7.390 152,475.95 152,475.95
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 AFRICAN BANK INVESTMEN 54,570.00 1,105.12 1,823,198.58 1,823,198.58 251085 3/16/10 ZAR TID898 33.261 7.391 246,688.21 246,688.21
PUR 3/10/10 60 AFRICAN BANK INVESTMEN 48,815.00 1,010.39 1,668,311.40 1,668,311.40 251085 3/17/10 ZAR TID900 34.023 7.397 225,541.97 225,541.97
PUR 3/11/10 60 AFRICAN BANK INVESTMEN 106,927.00 2,213.29 3,675,035.03 3,675,035.03 251085 3/18/10 ZAR TID901 34.216 7.438 494,055.93 494,055.93
PUR 3/23/10 60 AFRICAN BANK INVESTMEN 71,103.00 1,562.15 2,554,349.44 2,554,349.44
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251085 3/30/10 ZAR TID907 35.764 7.325 348,707.13 348,707.13
PUR 3/24/10 60 AFRICAN BANK INVESTMEN 152,323.00 3,322.57 5,461,300.13 5,461,300.13 251085 3/31/10 ZAR TID907 35.693 7.363 741,671.78 741,671.78 ------850,746.00 19,095.99 32,026,469.04 32,026,469.04 4,262,652.80 4,262,652.80 14 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 3/08/10 60 C.P.SEVEN ELEVEN THB 1 198,300.00 446.96 4,667,819.73 4,667,819.73 251183 3/11/10 THB TID898 23.466 32.690 142,790.45 142,790.45
PUR 3/09/10 60 C.P.SEVEN ELEVEN THB 1 198,300.00 449.03 4,689,482.40 4,689,482.40 251183 3/12/10 THB TID898 23.574 32.690 143,453.12 143,453.12
PUR 3/10/10 60 C.P.SEVEN ELEVEN THB 1 198,300.00 455.10 4,747,050.62 4,747,050.62 251183 3/15/10 THB TID900 23.864 32.650 145,392.06 145,392.06
PUR 3/11/10 60 C.P.SEVEN ELEVEN THB 1 75,500.00 173.46 1,809,919.06 1,809,919.06 251183 3/16/10 THB TID901 23.897 32.660 55,417.00 55,417.00
PUR 3/12/10 60 C.P.SEVEN ELEVEN THB 1 70,400.00 162.61 1,689,340.41 1,689,340.41 251183 3/17/10 THB TID902 23.921 32.520 51,947.74 51,947.74
PUR 3/15/10 60 C.P.SEVEN ELEVEN THB 1 69,700.00 162.19 1,687,093.10 1,687,093.10 251183 3/18/10 THB TID903 24.129 32.560 51,814.90 51,814.90
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/16/10 60 C.P.SEVEN ELEVEN THB 1 179,200.00 425.94 4,411,538.15 4,411,538.15 251183 3/19/10 THB TID903 24.541 32.420 136,074.59 136,074.59
PUR 3/17/10 60 C.P.SEVEN ELEVEN THB 1 34,000.00 81.33 839,026.30 839,026.30 251183 3/22/10 THB TID904 24.600 32.290 25,984.09 25,984.09
PUR 3/18/10 60 C.P.SEVEN ELEVEN THB 1 129,700.00 306.84 3,198,848.55 3,198,848.55 251183 3/23/10 THB TID905 24.587 32.270 99,127.63 99,127.63
PUR 3/19/10 60 C.P.SEVEN ELEVEN THB 1 313,800.00 753.96 7,860,135.84 7,860,135.84 251183 3/24/10 THB TID905 24.971 32.270 243,574.09 243,574.09
PUR 3/22/10 60 C.P.SEVEN ELEVEN THB 1 228,900.00 572.37 5,981,818.86 5,981,818.86 251183 3/25/10 THB TID906 26.052 32.350 184,909.39 184,909.39
PUR 3/23/10 60 C.P.SEVEN ELEVEN THB 1 210,200.00 526.26 5,493,154.87 5,493,154.87 251183 3/26/10 THB TID907 26.052 32.310 170,014.08 170,014.08
PUR 3/24/10 60 C.P.SEVEN ELEVEN THB 1 123,100.00 312.23 3,264,153.85 3,264,153.85 251183 3/29/10 THB TID907 26.434 32.360 100,870.02 100,870.02
PUR 3/25/10 60 C.P.SEVEN ELEVEN THB 1 63,600.00 161.62 1,690,633.17 1,690,633.17 251183 3/30/10 THB TID908 26.500 32.380 52,212.27 52,212.27
PUR 3/26/10 60 C.P.SEVEN ELEVEN THB 1 189,700.00 490.85 5,137,803.50 5,137,803.50 251183 3/31/10 THB TID908 27.000 32.400 158,574.18 158,574.18 ------2,282,700.00 5,480.75 57,167,818.41 57,167,818.41 1,762,155.61 1,762,155.61 15 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 3/25/10 60 ENERSIS S NPV ADR 38,100.00 1,524.00 763,409.70 763,409.70 250314 3/30/10 USD TID908 19.997 1.000 763,409.70 763,409.70 ------38,100.00 1,524.00 763,409.70 763,409.70 763,409.70 763,409.70 1 TRANSACTION IN COUNTRY: CHILE (7000)
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
PUR 2/24/10 60 DIGI COM BHD MYR1 31,800.00 647.68 717,703.40 717,703.40 250837 3/02/10 MYR TID892 22.500 3.402 210,965.14 210,965.14
PUR 2/25/10 60 AXIATA GROUP BHD 534,000.00 1,697.30 1,997,168.70 1,997,168.70 250996 3/03/10 MYR TID893 3.729 3.403 586,884.72 586,884.72
PUR 2/25/10 60 CIMB GROUP(fmrly BUMIP 103,500.00 1,014.65 1,351,022.85 1,351,022.85 250997 3/03/10 MYR TID893 13.020 3.403 397,009.36 397,009.36
PUR 2/25/10 60 DIGI COM BHD MYR1 22,900.00 482.72 516,890.41 516,890.41 250837 3/03/10 MYR TID893 22.500 3.403 151,892.57 151,892.57
PUR 3/01/10 60 AXIATA GROUP BHD 630,200.00 2,093.55 2,464,356.22 2,464,356.22 250996 3/04/10 MYR TID894 3.899 3.382 728,668.31 728,668.31
PUR 3/01/10 60 CIMB GROUP(fmrly BUMIP 271,000.00 2,711.56 3,644,852.30 3,644,852.30 250997 3/04/10 MYR TID894 13.416 3.382 1,077,720.96 1,077,720.96
PUR 3/01/10 60 DIGI COM BHD MYR1 30,700.00 632.54 694,731.26 694,731.26 250837 3/04/10 MYR TID894 22.560 3.382 205,420.24 205,420.24
PUR 3/02/10 60 AXIATA GROUP BHD 803,100.00 2,613.99 3,096,604.61 3,096,604.61 250996 3/05/10 MYR TID895 3.845 3.384 915,072.28 915,072.28
PUR 3/02/10 60 CIMB GROUP(fmrly BUMIP 388,000.00 3,968.69 5,353,590.44 5,353,590.44 250997 3/05/10 MYR TID895 13.763 3.384 1,582,030.27 1,582,030.27
PUR 3/03/10 60 AXIATA GROUP BHD 460,300.00 1,539.79 1,787,010.40 1,787,010.40 250996 3/08/10 MYR TID896 3.871 3.370 530,270.15 530,270.15
PUR 3/08/10 60 CIMB GROUP(fmrly BUMIP 194,700.00 588.89 2,731,037.86 2,731,037.86 250997 3/11/10 MYR TID898 14.017 3.340 817,676.01 817,676.01 ------3,470,200.00 17,991.36 24,354,968.45 24,354,968.45 7,203,610.01 7,203,610.01 11 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: 99 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/05/10 60 TEVA PHARMACEUTICAL SP 20,100.00 201.00 1,227,273.84 1,227,273.84 239858 3/10/10 USD TID897 61.048 1.000 1,227,273.84 1,227,273.84 ------20,100.00 201.00 1,227,273.84 1,227,273.84 1,227,273.84 1,227,273.84 1 TRANSACTION IN COUNTRY: ISRAEL (9600)
PUR 3/26/10 60 JSC MMC NORILSK NICKEL 50,489.00 2,019.56 877,534.16 877,534.16 250633 3/31/10 USD TID909 17.341 1.000 877,534.16 877,534.16 ------50,489.00 2,019.56 877,534.16 877,534.16 877,534.16 877,534.16 1 TRANSACTION IN COUNTRY: RUSSIA (9800)
------7,560,633.00 59,101.292,014,715,155.38 2,014,715,155.38 25,409,698.07 25,409,698.07 61 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------7,560,633.00 59,101.292,014,715,155.38 2,014,715,155.38 25,409,698.07 25,409,698.07 61 "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: 100 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 2/24/10 60 AQUARIUS PLATINUM LTD 17,054.00 66.93 60,409.70 72,731.35 - 12,321.65 250380 3/01/10 UKP TID893 3.545 .647 93,339.07 116,611.96 - 23,272.89
SALE 2/24/10 60 AQUARIUS PLATINUM LTD 43,979.00 290.32 155,559.33 187,560.21 -32,000.88 250380 3/01/10 UKP TID893 3.541 .647 240,354.83 300,719.89 - 60,365.06 ------61,033.00 357.25 215,969.03 260,291.56 - 44,322.53 333,693.90 417,331.85 - 83,637.95 2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 3/23/10 60 PACIFIC RUBIALES ENERG 45,000.00 1,769.04 893,133.00 691,637.48 201,495.52 250383 3/26/10 CAD TID907 19.887 1.018 877,771.99 662,833.19 214,938.80
SALE 3/24/10 60 PACIFIC RUBIALES ENERG 9,300.00 362.43 179,710.41 142,938.41 36,772.00 250383 3/29/10 CAD TID907 19.364 1.026 175,088.08 136,985.52 38,102.56 ------54,300.00 2,131.47 1,072,843.41 834,575.89 238,267.52 1,052,860.07 799,818.71 253,041.36 2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 3/05/10 60 SIMCERE PHARMACEUTICAL 3,000.00 60.35 27,112.75 34,718.94 -7,606.19 239470 3/10/10 USD TID897 9.058 1.000 27,112.75 34,718.94 - 7,606.19
SALE 3/09/10 60 SIMCERE PHARMACEUTICAL 6,600.00 264.80 62,381.08 76,381.66 -14,000.58 239470 3/12/10 USD TID899 9.492 1.000 62,381.08 76,381.66 - 14,000.58
SALE 3/10/10 60 SIMCERE PHARMACEUTICAL 2,900.00 29.34 26,276.56 33,561.64 -7,285.08 239470 3/15/10 USD TID901 9.071 1.000 26,276.56 33,561.64 - 7,285.08
SALE 3/19/10 60 SIMCERE PHARMACEUTICAL 2,800.00 28.33 25,174.19 32,404.34 -7,230.15 239470 3/24/10 USD TID906 9.001 1.000 25,174.19 32,404.34 - 7,230.15
SALE 3/22/10 60 SIMCERE PHARMACEUTICAL 2,800.00 28.33 25,493.95 32,404.34 -6,910.39 239470 3/25/10 USD TID907 9.115 1.000 25,493.95 32,404.34 - 6,910.39
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: 101 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/24/10 60 SIMCERE PHARMACEUTICAL 3,000.00 120.34 26,579.66 34,718.93 -8,139.27 239470 3/29/10 USD TID908 8.900 1.000 26,579.66 34,718.93 - 8,139.27
SALE 3/24/10 60 SIMCERE PHARMACEUTICAL 2,800.00 28.33 25,171.67 32,404.34 -7,232.67 239470 3/29/10 USD TID908 9.000 1.000 25,171.67 32,404.34 - 7,232.67
SALE 3/29/10 60 ANGANG NEW STEEL - H 268,000.00 1,495.93 3,746,952.02 4,586,200.56 -839,248.54 250177 3/31/10 HKD TID909 14.025 7.764 482,624.52 591,604.99 - 108,980.47 ------291,900.00 2,055.75 3,965,141.88 4,862,794.75 - 897,652.87 700,814.38 868,199.18 - 167,384.80 8 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 3/03/10 60 COSCO PACIFIC LTD HKD 30,000.00 147.04 367,936.63 372,347.42 - 4,410.79 248138 3/05/10 HKD TID896 12.303 7.762 47,401.69 48,043.24 - 641.55
SALE 3/03/10 60 COSCO PACIFIC LTD HKD 28,000.00 136.69 342,300.19 347,524.26 - 5,224.07 248138 3/05/10 HKD TID896 12.263 7.762 44,098.92 44,840.35 - 741.43
SALE 3/04/10 60 COSCO PACIFIC LTD HKD 108,000.00 529.76 1,326,750.01 1,340,450.72 -13,700.71 248138 3/08/10 HKD TID896 12.323 7.763 170,911.27 172,955.65 - 2,044.38
SALE 3/05/10 60 COSCO PACIFIC LTD HKD 74,000.00 364.76 913,488.33 918,456.97 -
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4,968.64 248138 3/09/10 HKD TID897 12.383 7.762 117,679.66 118,506.65 - 826.99
SALE 3/29/10 60 COSCO PACIFIC LTD HKD 158,000.00 754.55 1,889,873.32 1,961,029.75 -71,156.43 248138 3/31/10 HKD TID909 11.998 7.764 243,424.31 253,027.71 - 9,603.40 ------398,000.00 1,932.80 4,840,348.48 4,939,809.12 - 99,460.64 623,515.85 637,373.60 - 13,857.75 5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 3/16/10 60 DOOSAN INFRACORE CO LT 35,670.00 3,325.53 680,990,471.00 674,154,207.04 6,836,263.96 248682 3/18/10 KRW TID903 19196.9 1132.50 601,316.09 566,197.59 35,118.50
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/17/10 60 DOOSAN INFRACORE CO LT 23,540.00 2,222.28 453,422,837.00 444,900,197.19 8,522,639.81 248682 3/19/10 KRW TID904 19368.3 1128.40 401,828.11 373,655.49 28,172.62
SALE 3/23/10 60 DOOSAN INFRACORE CO LT 21,810.00 2,076.98 426,930,984.00 412,203,623.65 14,727,360.35 248682 3/25/10 KRW TID907 19683.2 1136.80 375,555.05 346,194.83 29,360.22
SALE 3/24/10 60 DOOSAN INFRACORE CO LT 32,510.00 3,110.53 639,832,293.00 614,430,986.01 25,401,306.99 248682 3/26/10 KRW TID907 19789.9 1137.60 562,440.48 516,038.23 46,402.25
SALE 3/25/10 60 DOOSAN INFRACORE CO LT 20,110.00 1,881.36 388,592,863.00 380,074,042.72 8,518,820.28 248682 3/29/10 KRW TID908 19430.2 1142.30 340,184.60 319,210.36 20,974.24
SALE 3/26/10 60 DOOSAN INFRACORE CO LT 92,190.00 8,923.271,836,958,248.00 1,742,368,274.39 94,589,973.61 248682 3/30/10 KRW TID908 20035.9 1138.50 1,613,489.90 1,463,351.73 150,138.17 ------225,830.00 21,539.954,426,727,696.00 4,268,131,331.00 158,596,365.00 3,894,814.23 3,584,648.23 310,166.00 6 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/25/10 60 ORASCOM CONSTRUCTION I 2,135.00 376.97 515,233.39 598,491.85 -83,258.46 240471 3/01/10 EGP TID893 242.296 5.489 93,866.53 110,221.76 - 16,355.23
SALE 3/01/10 60 ORASCOM CONSTRUCTION I 4,901.00 855.11 1,168,086.33 1,373,868.17 -205,781.84 240471 3/02/10 EGP TID895 239.293 5.486 212,921.31 253,019.60 - 40,098.29
SALE 3/02/10 60 ORASCOM CONSTRUCTION I 4,895.00 849.89 1,159,695.68 1,372,186.22 -212,490.54 240471 3/03/10 EGP TID895 237.866 5.480 211,623.30 252,709.84 - 41,086.54
SALE 3/03/10 60 ORASCOM CONSTRUCTION I 4,450.00 784.99 1,070,766.33 1,247,442.02 -176,675.69 240471 3/04/10 EGP TID896 241.588 5.478 195,463.09 229,736.22 - 34,273.13
SALE 3/04/10 60 ORASCOM CONSTRUCTION I 1,495.00 264.12 360,664.47 419,084.45 -58,419.98 240471 3/08/10 EGP TID897 242.216 5.484 65,766.68 77,181.04 - 11,414.36
SALE 3/08/10 60 ORASCOM CONSTRUCTION I 6,721.00 1,204.57 1,643,360.63 1,884,057.94 -240,697.31 240471 3/09/10 EGP TID898 245.493 5.479 299,938.06 346,979.13 - 47,041.07
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 3/09/10 60 ORASCOM CONSTRUCTION I 4,273.00 754.02 1,028,123.96 1,197,824.66 -169,700.70 240471 3/10/10 EGP TID898 241.576 5.476 187,750.91 220,598.40 - 32,847.49 ------28,870.00 5,089.67 6,945,930.79 8,092,955.31 -1,147,024.52
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1,267,329.88 1,490,445.99 - 223,116.11 7 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 2/22/10 60 IMPALA PLATINUM HOLDIN 35,092.00 1,774.34 6,845,157.53 7,688,346.68 -843,189.15 240708 3/01/10 ZAR TID891 195.454 7.731 885,393.93 964,799.06 - 79,405.13
SALE 2/23/10 60 IMPALA PLATINUM HOLDIN 7,198.00 358.48 1,383,061.43 1,577,018.11 -193,956.68 240708 3/02/10 ZAR TID892 192.530 7.732 178,881.93 197,897.63 - 19,015.70
SALE 3/03/10 60 IMPALA PLATINUM HOLDIN 66,474.00 3,306.79 12,365,268.88 14,563,865.18 -2,198,596.30 240708 3/10/10 ZAR TID896 186.389 7.494 1,650,088.59 1,827,597.54 -177,508.95 ------108,764.00 5,439.61 20,593,487.84 23,829,229.97 -3,235,742.13 2,714,364.45 2,990,294.23 - 275,929.78 3 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/23/10 60 KASIKORNBANK PCL-FOREI 78,900.00 764.99 7,846,860.10 6,945,837.67 901,022.43 248680 3/26/10 THB TID907 99.767 32.310 242,861.66 207,716.00 35,145.66
SALE 3/24/10 60 KASIKORNBANK PCL-FOREI 11,400.00 112.70 1,157,790.79 1,003,581.11 154,209.68 248680 3/29/10 THB TID907 101.881 32.360 35,778.45 30,012.20 5,766.25
SALE 3/25/10 60 KASIKORNBANK PCL-FOREI 48,600.00 492.05 5,058,092.25 4,278,424.72 779,667.53 248680 3/30/10 THB TID908 104.404 32.380 156,210.38 127,946.74 28,263.64
SALE 3/26/10 60 KASIKORNBANK PCL-FOREI 24,900.00 246.16 2,531,983.89 2,192,032.42 339,951.47 248680 3/31/10 THB TID908 102.006 32.400 78,147.65 65,552.96 12,594.69 ------163,800.00 1,615.90 16,594,727.03 14,419,875.92 2,174,851.11 512,998.14 431,227.90 81,770.24 4 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: 104 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/26/10 60 CYRELA BRAZIL REALTY 51,700.00 1,373.27 1,152,261.36 619,864.62 532,396.74 243869 3/03/10 BRL TID894 22.335 1.809 637,136.50 299,964.19 337,172.31
SALE 3/01/10 60 CYRELA BRAZIL REALTY 18,300.00 578.50 416,270.18 219,410.49 196,859.69 243869 3/04/10 BRL TID895 22.804 1.800 231,286.91 106,176.88 125,110.03
SALE 3/01/10 60 CYRELA BRAZIL REALTY 12,600.00 397.72 286,181.15 151,069.52 135,111.63 243869 3/04/10 BRL TID895 22.770 1.800 159,007.20 73,105.39 85,901.81
SALE 3/02/10 60 CYRELA BRAZIL REALTY 51,500.00 1,658.88 1,181,662.83 617,466.69 564,196.14 243869 3/05/10 BRL TID895 23.002 1.782 663,222.11 298,803.78 364,418.33
SALE 3/03/10 60 CYRELA BRAZIL REALTY 52,000.00 1,681.35 1,192,786.96 623,461.51 569,325.45 243869 3/08/10 BRL TID896 22.996 1.778 670,858.81 301,704.79 369,154.02
SALE 3/05/10 60 CYRELA BRAZIL REALTY 23,700.00 645.83 532,633.49 284,154.57 248,478.92 243869 3/10/10 BRL TID897 22.522 1.778 299,636.30 137,507.76 162,128.54
SALE 3/08/10 60 CYRELA BRAZIL REALTY 33,100.00 874.93 725,679.87 396,857.23 328,822.64 243869 3/11/10 BRL TID898 21.971 1.788 405,929.33 192,046.70 213,882.63
SALE 3/09/10 60 CYRELA BRAZIL REALTY 104,600.00 3,204.18 2,296,261.92 1,254,116.82 1,042,145.10 243869 3/12/10 BRL TID900 22.008 1.792 1,281,038.73 606,890.80 674,147.93
SALE 3/10/10 60 CYRELA BRAZIL REALTY 8,400.00 262.85 185,693.82 100,713.01 84,980.81 243869 3/15/10 BRL TID900 22.162 1.767 105,089.88 48,736.93 56,352.95 ------355,900.00 10,677.51 7,969,431.58 4,267,114.46 3,702,317.12 4,453,205.77 2,064,937.22 2,388,268.55 9 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/23/10 60 GENTING BHD MYR 0.1 265,700.00 1,273.72 1,676,898.83 1,409,624.75 267,274.08 246226 3/01/10 MYR TID892 6.328 3.390 494,660.42 400,261.56 94,398.86
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
SALE 2/23/10 60 GENTING BHD MYR 0.1 46,300.00 300.88 291,827.52 245,636.53 46,190.99 246226 3/01/10 MYR TID892 6.325 3.390 86,084.81 69,748.25 16,336.56
S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 2/24/10 60 GENTING BHD MYR 0.1 75,700.00 380.09 479,598.75 401,613.07 77,985.68 246226 3/02/10 MYR TID892 6.353 3.402 140,975.53 114,037.63 26,937.90
SALE 2/24/10 60 GENTING BHD MYR 0.1 60,500.00 374.84 382,730.38 320,972.14 61,758.24 246226 3/02/10 MYR TID892 6.347 3.402 112,501.58 91,139.72 21,361.86
SALE 2/25/10 60 GENTING BHD MYR 0.1 106,400.00 522.89 673,498.84 564,486.54 109,012.30 246226 3/03/10 MYR TID893 6.347 3.403 197,913.26 160,285.40 37,627.86
SALE 3/01/10 60 GENTING BHD MYR 0.1 139,100.00 674.10 873,187.77 737,970.65 135,217.12 246226 3/04/10 MYR TID894 6.294 3.382 258,186.80 209,546.04 48,640.76
SALE 3/02/10 60 GENTING BHD MYR 0.1 349,500.00 1,646.84 2,187,399.80 1,854,210.95 333,188.85 246226 3/05/10 MYR TID895 6.275 3.384 646,394.74 526,501.37 119,893.37
SALE 3/02/10 60 GENTING BHD MYR 0.1 286,200.00 1,547.18 1,793,216.51 1,518,383.90 274,832.61 246226 3/05/10 MYR TID895 6.284 3.384 529,910.32 431,143.61 98,766.71
SALE 3/03/10 60 GENTING BHD MYR 0.1 158,900.00 768.40 996,891.50 843,016.08 153,875.42 246226 3/08/10 MYR TID896 6.290 3.370 295,813.50 239,373.58 56,439.92
SALE 3/03/10 60 GENTING BHD MYR 0.1 451,500.00 2,418.82 2,831,648.11 2,395,354.05 436,294.06 246226 3/08/10 MYR TID896 6.290 3.370 840,251.66 680,158.42 160,093.24
SALE 3/04/10 60 GENTING BHD MYR 0.1 128,500.00 731.55 806,186.27 681,734.21 124,452.06 246226 3/09/10 MYR TID896 6.293 3.368 239,330.94 193,577.76 45,753.18
SALE 3/05/10 60 GENTING BHD MYR 0.1 221,100.00 1,231.67 1,403,315.39 1,173,007.27 230,308.12 246226 3/10/10 MYR TID897 6.366 3.362 417,404.93 333,074.26 84,330.67 ------2,289,400.00 11,870.98 14,396,399.67 12,146,010.14 2,250,389.53 4,259,428.49 3,448,847.60 810,580.89 12 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
------3,977,797.00 62,710.894,503,321,975.71 4,341,783,988.12 161,537,987.59 19,813,025.16 16,733,124.51 3,079,900.65 58 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
------3,977,797.00 62,710.894,503,321,975.71 4,341,783,988.12 161,537,987.59 19,813,025.16 16,733,124.51 3,079,900.65 58 "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: 106 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/10 THROUGH 3/31/10 ** 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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM] Global Report
------11,538,430.00 121,812.186,518,037,131.09 6,356,499,143.50 161,537,987.59 45,222,723.23 42,142,822.58 3,079,900.65 119 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
------978,917,339.76 2208563.96 67828608833.16 453,424.66 63340180482.03 4488428351.12 1,883,813,141.60 619,650.15 1,801,755,690.87 82,057,450.73
1034 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****
file:///M|/OPI/Reports_to_the_Legislature/securities_765_global.htm[8/4/2010 11:21:41 AM]