State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D as of Sept. 30, 2011

Portfolio Holdings for State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D holds 52 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Eafe Index Fund 41.3 $1.1B 24M 47.75
Ishares Msci Emerging Markets 23.1 $641M 18M 35.07
Vanguard Msci Emerging Markets msci emr mkt etf 22.4 $622M 17M 35.89
Ishares Inc Msci Taiwan 1.5 $42M 3.5M 11.81
Vale S A 0.7 $20M 895k 22.80
America Movil Adr Series L spon adr l 0.7 $20M 907k 22.08
Telekomunikasi Indonesia Tbk P 0.7 $20M 599k 33.07
Philippine Long Distance Telep adr rep h 0.6 $18M 357k 49.53
Companhia De Bebidas Das Amers Spon Adr p 0.6 $16M 504k 30.65
Fomento Economico Mexicano Sab Spon Adr units 0.6 $16M 240k 64.82
Taiwan Semiconductor-sp 0.6 $15M 1.3M 11.43
Morgan Stanley India 0.5 $12M 737k 16.79
Vale Sa Sp Pref Adr adr repstg p 0.4 $12M 552k 21.00
Teva Pharmaceutical Inds 0.4 $12M 309k 37.22
Ishares Tr put 0.4 $11M 3.0M 3.80
Anglogold Ashanti 0.4 $11M 263k 41.36
Ypf S.a. Sponsored Adr spon adr cl d 0.4 $11M 312k 34.21
Icici Bk 0.3 $9.3M 267k 34.72
Mobile Telesystems Ojsc 0.3 $9.3M 755k 12.30
Cia Energetica De Minas Gerais 0.3 $8.2M 553k 14.84
Infosys Technologies 0.3 $8.0M 156k 51.07
Companhia Siderurgica Nacional 0.3 $7.5M 943k 7.94
Telecomunicacoes De Sao Paulo spon adr p 0.3 $7.1M 270k 26.45
D Dr Reddys Labs 0.2 $6.5M 220k 29.80
Enersis Sa 0.2 $6.3M 371k 16.91
Grupo Televisa Sa De Cv sp adr rep ord 0.2 $6.0M 327k 18.39
Banco Santander Brasil Ads ads rep 1 unit 0.2 $5.3M 722k 7.32
Netease 0.2 $5.1M 134k 38.16
Itau Unibanco Hldng Pref Adr spon adr rep p 0.2 $5.0M 322k 15.52
Credicorp 0.2 $4.8M 52k 92.19
Hdfc Bank Ltd Adr adr reps 3 0.2 $4.5M 153k 29.15
Baidu Inc Spon Adr spon adr rep a 0.1 $4.0M 38k 106.90
Sociedad Quimica Y Minera De C adr rep 0.1 $3.8M 79k 47.82
Banco Santander Chile 0.1 $3.0M 41k 73.48
Compania De Minas Buenaventura 0.1 $2.9M 77k 37.74
Sohu 0.1 $2.4M 51k 48.21
Tam Sa 0.1 $2.4M 151k 15.58
Desarrolladora Homex S A De Cv 0.1 $2.2M 159k 13.50
Gol Linhas Aereas Intel Adr sp adr rep p 0.1 $2.0M 355k 5.56
Chunghwa Telecom Ltd-adr-w/i 0.1 $1.7M 53k 33.00
Empresa Nacional De Electricid 0.1 $1.7M 39k 43.33
Cosan Ltd shs a 0.1 $1.8M 187k 9.47
Southern Copper Corp 0.1 $1.3M 52k 24.99
Wuxi Pharmatech Inc Adr spons 0.1 $1.5M 127k 11.64
Ctrip Com Intl Ltd american dep 0.0 $1.1M 34k 32.15
Transocean Ltd reg 0.0 $1.2M 25k 47.73
Mechel 0.0 $849k 83k 10.19
Banco Macro Sa Adr spon adr b 0.0 $814k 41k 20.02
Central European Media Ent A cl a 0.0 $885k 113k 7.81
Simcere Pharmaceutical 0.0 $918k 93k 9.93
Cemex Sab Spons Adr Part Cer 0.0 $604k 191k 3.16
Mechel Pref Spon Adr spon adr p 0.0 $529k 132k 4.00