State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D as of March 31, 2012

Portfolio Holdings for State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D holds 55 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Eafe Index Fund 39.2 $1.5B 27M 54.90
Vanguard Msci Emerging Markets msci emr mkt etf 33.0 $1.2B 29M 43.47
Ishares Msci Emerging Markets 13.8 $524M 12M 42.94
Vanguard Msci Eafe Etf msci eafe etf 1.8 $68M 2.0M 34.03
Ishares Inc Msci Taiwan 1.3 $49M 3.7M 13.43
Taiwan Semiconductor-sp 0.7 $26M 1.7M 15.28
Teva Pharmaceutical Inds 0.7 $26M 581k 45.06
Vale S A 0.7 $25M 1.1M 23.33
Companhia De Bebidas Das Amers Spon Adr p 0.6 $21M 518k 41.32
Philippine Long Distance Telep adr rep h 0.5 $20M 320k 62.19
Mobile Telesystems Ojsc 0.4 $16M 871k 18.34
Telekomunikasi Indonesia Tbk P 0.4 $16M 529k 30.36
Cia Energetica De Minas Gerais 0.4 $15M 624k 23.78
Itau Unibanco Hldng Pref Adr spon adr rep p 0.4 $15M 762k 19.19
Infosys Technologies 0.4 $15M 254k 57.03
America Movil Adr Series L spon adr l 0.4 $15M 585k 24.83
China Mobile 0.4 $14M 254k 55.08
Cnooc 0.3 $12M 59k 204.28
Companhia Siderurgica Nacional 0.3 $11M 1.1M 9.46
Grupo Televisa Sa De Cv sp adr rep ord 0.3 $11M 497k 21.08
Cemex Sab Spons Adr Part Cer 0.3 $11M 1.4M 7.76
Netease 0.2 $9.5M 163k 58.10
Transocean Ltd reg 0.2 $9.0M 164k 54.70
Ypf S.a. Sponsored Adr spon adr cl d 0.2 $8.9M 312k 28.41
Fomento Economico Mexicano Sab Spon Adr units 0.2 $8.2M 99k 82.27
Banco Santander Brasil Ads ads rep 1 unit 0.2 $8.4M 913k 9.17
Icici Bk 0.2 $7.3M 209k 34.87
D Dr Reddys Labs 0.2 $7.2M 209k 34.56
Morgan Stanley India 0.2 $6.7M 405k 16.56
Hdfc Bank Ltd Adr adr reps 3 0.2 $6.9M 201k 34.10
D Tata Mtrs 0.2 $6.4M 238k 26.97
Anglogold Ashanti 0.1 $5.8M 158k 36.92
Vale Sa Sp Pref Adr adr repstg p 0.1 $5.7M 250k 22.69
Banco Santander Chile 0.1 $4.7M 54k 86.09
Ecopetrol Sa 0.1 $4.5M 74k 61.09
Credicorp 0.1 $4.2M 32k 131.83
Sociedad Quimica Y Minera De C adr rep 0.1 $4.0M 69k 58.66
Tam Sa 0.1 $4.2M 166k 25.13
Telefonica Brasil 0.1 $4.2M 136k 30.63
Gol Linhas Aereas Intel Adr sp adr rep p 0.1 $3.8M 569k 6.73
Empresa Nacional De Electricid 0.1 $3.5M 65k 53.97
Compania De Minas Buenaventura 0.1 $3.1M 77k 40.31
Gerdau S A 0.1 $3.1M 319k 9.63
United Microelectron-sp 0.1 $2.4M 971k 2.45
Cosan Ltd shs a 0.1 $2.2M 151k 14.85
Bancolombia Sa 0.1 $1.7M 27k 64.66
Baidu Inc Spon Adr spon adr rep a 0.1 $1.7M 12k 145.79
Melco Crown Entmt 0.1 $1.8M 135k 13.61
Chunghwa Telecom Ltd-adr-w/i 0.0 $1.6M 53k 30.76
Ctc Media 0.0 $1.5M 127k 11.63
Desarrolladora Homex S A De Cv 0.0 $593k 32k 18.77
Mechel 0.0 $748k 83k 8.98
Yandex Nv A shs class a 0.0 $677k 25k 26.87
Mechel Pref Spon Adr spon adr p 0.0 $472k 132k 3.57
Ishares Tr put 0.0 $175k 2.5M 0.07