State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D as of June 30, 2012

Portfolio Holdings for State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D holds 54 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Msci Emerging Markets msci emr mkt etf 44.2 $1.8B 45M 39.95
Ishares Msci Eafe Index Fund 31.9 $1.3B 26M 49.96
Ishares Msci Emerging Markets 11.8 $478M 12M 39.19
Vanguard Msci Eafe Etf msci eafe etf 1.6 $63M 2.0M 31.57
Taiwan Semiconductor-sp 0.9 $37M 2.7M 13.96
Ishares Inc Msci Taiwan 0.9 $36M 3.0M 12.23
Companhia De Bebidas Das Amers Spon Adr p 0.6 $25M 645k 38.33
Vale S A 0.6 $25M 1.2M 19.85
Teva Pharmaceutical Inds 0.6 $23M 581k 39.44
Philippine Long Distance Telep adr rep h 0.5 $21M 328k 63.60
Telekomunikasi Indonesia Tbk P 0.5 $19M 542k 34.83
Mobile Telesystems Ojsc 0.4 $18M 1.0M 17.20
America Movil Adr Series L spon adr l 0.4 $16M 596k 26.06
Infosys Technologies 0.4 $15M 336k 45.06
China Mobile 0.4 $15M 266k 54.67
Fomento Economico Mexicano Sab Spon Adr units 0.3 $14M 154k 89.25
Cnooc 0.3 $11M 57k 201.26
Grupo Televisa Sa De Cv sp adr rep ord 0.3 $11M 508k 21.48
Netease 0.2 $9.9M 169k 58.85
Morgan Stanley India 0.2 $8.8M 567k 15.51
Cemex Sab Spons Adr Part Cer 0.2 $7.7M 1.1M 6.73
Transocean Ltd reg 0.2 $7.3M 164k 44.73
Banco Santander Brasil Ads ads rep 1 unit 0.2 $7.1M 920k 7.75
Icici Bk 0.2 $6.8M 209k 32.41
Cia Energetica De Minas Gerais 0.2 $7.0M 382k 18.42
Companhia Siderurgica Nacional 0.2 $6.5M 1.1M 5.67
D Dr Reddys Labs 0.1 $6.2M 209k 29.68
Credicorp 0.1 $5.5M 44k 125.89
Hdfc Bank Ltd Adr adr reps 3 0.1 $5.0M 153k 32.60
Vale Sa Sp Pref Adr adr repstg p 0.1 $4.5M 228k 19.51
Yandex Nv A shs class a 0.1 $4.6M 240k 19.05
Banco Santander Chile 0.1 $4.2M 54k 77.49
Ypf S.a. Sponsored Adr spon adr cl d 0.1 $3.9M 312k 12.35
D Tata Mtrs 0.1 $3.8M 171k 21.96
Anglogold Ashanti 0.1 $3.6M 105k 34.34
Sociedad Quimica Y Minera De C adr rep 0.1 $3.8M 69k 55.67
Chunghwa Telecom Ltd-adr-w/i 0.1 $3.4M 108k 31.43
Empresa Nacional De Electricid 0.1 $3.3M 65k 51.03
Compania De Minas Buenaventura 0.1 $2.9M 77k 37.98
Gerdau S A 0.1 $2.8M 319k 8.76
Gol Linhas Aereas Intel Adr sp adr rep p 0.1 $2.9M 669k 4.41
Telefonica Brasil 0.1 $2.9M 119k 24.74
Cosan Ltd shs a 0.1 $2.4M 192k 12.69
United Microelectron-sp 0.1 $2.1M 971k 2.17
Baidu Inc Spon Adr spon adr rep a 0.1 $2.0M 18k 114.95
Turkcell Iletisim Hizmet As 0.1 $1.9M 151k 12.55
Bancolombia Sa 0.0 $1.7M 27k 61.84
Embraer S A sp adr rep 4 0.0 $1.7M 62k 26.53
Ecopetrol Sa 0.0 $1.1M 21k 55.80
Protalix Biotherapeutics 0.0 $1.4M 240k 5.73
Ctc Media 0.0 $605k 75k 8.06
Research In Motion 0.0 $244k 33k 7.39
Ishares Tr put 0.0 $260k 1.0M 0.26
Desarrolladora Homex S A De Cv 0.0 $34k 2.2k 15.45