State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D as of Dec. 31, 2011

Portfolio Holdings for State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D holds 51 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Eafe Index Fund 42.5 $1.6B 33M 49.53
Ishares Msci Emerging Markets 24.7 $951M 25M 37.94
Vanguard Msci Emerging Markets msci emr mkt etf 22.5 $865M 23M 38.21
Ishares Inc Msci Taiwan 1.1 $41M 3.5M 11.71
Taiwan Semiconductor-sp 0.7 $26M 2.0M 12.91
Teva Pharmaceutical Inds 0.6 $23M 581k 40.36
Philippine Long Distance Telep adr rep h 0.5 $21M 357k 57.62
Companhia De Bebidas Das Amers Spon Adr p 0.5 $18M 485k 36.09
Vale S A 0.4 $17M 787k 21.45
Itau Unibanco Hldng Pref Adr spon adr rep p 0.4 $16M 843k 18.56
Telekomunikasi Indonesia Tbk P 0.4 $16M 503k 30.74
America Movil Adr Series L spon adr l 0.4 $15M 670k 22.60
Mobile Telesystems Ojsc 0.3 $11M 755k 14.68
Fomento Economico Mexicano Sab Spon Adr units 0.3 $9.9M 142k 69.71
Cia Energetica De Minas Gerais 0.3 $9.8M 553k 17.79
Vale Sa Sp Pref Adr adr repstg p 0.2 $9.6M 466k 20.60
Ypf S.a. Sponsored Adr spon adr cl d 0.2 $9.3M 269k 34.68
Grupo Televisa Sa De Cv sp adr rep ord 0.2 $9.0M 429k 21.06
Infosys Technologies 0.2 $9.0M 175k 51.38
Transocean Ltd reg 0.2 $8.3M 217k 38.39
Delphi Automotive 0.2 $8.6M 400k 21.54
Companhia Siderurgica Nacional 0.2 $7.7M 943k 8.18
Anglogold Ashanti 0.2 $7.8M 183k 42.45
Enersis Sa 0.2 $7.4M 421k 17.63
Banco Santander Brasil Ads ads rep 1 unit 0.2 $7.4M 913k 8.14
Cnooc 0.2 $7.0M 40k 174.69
Baidu Inc Spon Adr spon adr rep a 0.2 $6.9M 59k 116.49
D Dr Reddys Labs 0.2 $6.5M 220k 29.43
Netease 0.2 $6.0M 134k 44.85
Telefonica Brasil 0.2 $6.3M 231k 27.33
Credicorp 0.1 $5.9M 54k 109.49
Icici Bk 0.1 $5.5M 209k 26.43
Morgan Stanley India 0.1 $5.0M 357k 14.01
Banco Santander Chile 0.1 $4.1M 54k 75.70
Hdfc Bank Ltd Adr adr reps 3 0.1 $4.0M 153k 26.28
Gol Linhas Aereas Intel Adr sp adr rep p 0.1 $3.7M 551k 6.63
Compania De Minas Buenaventura 0.1 $3.0M 77k 38.34
Sohu 0.1 $2.9M 59k 50.00
Empresa Nacional De Electricid 0.1 $2.9M 65k 44.36
Tam Sa 0.1 $3.2M 166k 19.35
Ishares Tr put 0.1 $3.1M 3.0M 1.03
Desarrolladora Homex S A De Cv 0.1 $2.1M 123k 16.87
Chunghwa Telecom Ltd-adr-w/i 0.1 $1.8M 53k 33.29
Ecopetrol Sa 0.1 $2.1M 47k 44.52
Cosan Ltd shs a 0.1 $2.0M 187k 10.96
Southern Copper Corp 0.0 $1.6M 52k 30.17
Cemex Sab Spons Adr Part Cer 0.0 $1.0M 191k 5.39
Mechel 0.0 $708k 83k 8.50
Banco Macro Sa Adr spon adr b 0.0 $793k 41k 19.50
Central European Media Ent A cl a 0.0 $219k 34k 6.53
Mechel Pref Spon Adr spon adr p 0.0 $463k 132k 3.50