State of New Jersey Common Pension Fund D

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

Portfolio Holdings for State of New Jersey Common Pension Fund D

State of New Jersey Common Pension Fund D holds 49 positions in its portfolio as reported in the September 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 56.3 $2.3B 54M 41.75
Ishares Msci Eafe Index Fund 18.1 $731M 14M 53.00
Ishares Msci Emerging Markets 12.5 $504M 12M 41.32
Vanguard Msci Eafe Etf msci eafe etf 1.7 $69M 2.1M 32.87
Taiwan Semiconductor-sp 1.3 $52M 3.3M 15.82
Ishares Inc Msci Taiwan 0.9 $37M 2.8M 13.36
Companhia De Bebidas Das Amers Spon Adr p 0.7 $27M 711k 38.27
Vale S A 0.5 $22M 1.2M 17.90
Telekomunikasi Indonesia Tbk P 0.5 $21M 547k 38.93
Philippine Long Distance Telep adr rep h 0.5 $21M 320k 66.01
China Mobile 0.5 $19M 335k 55.36
Cemex Sab Spons Adr Part Cer 0.4 $17M 2.0M 8.33
Ishares Inc msci brazil 0.4 $16M 300k 54.05
Mobile Telesystems Ojsc 0.4 $16M 897k 17.52
America Movil Adr Series L spon adr l 0.4 $15M 599k 25.44
Cnooc 0.3 $14M 69k 202.72
Transocean Ltd reg 0.3 $13M 299k 44.89
Teva Pharmaceutical Inds 0.3 $12M 281k 41.41
Grupo Televisa Sa De Cv sp adr rep ord 0.3 $12M 505k 23.51
Fomento Economico Mexicano Sab Spon Adr units 0.3 $11M 117k 91.98
D Dr Reddys Labs 0.2 $9.3M 303k 30.86
Icici Bk 0.2 $8.5M 212k 40.14
Sociedad Quimica Y Minera De C adr rep 0.2 $7.7M 125k 61.64
Infosys Technologies 0.2 $7.8M 161k 48.54
Netease 0.2 $7.5M 133k 56.14
Turkcell Iletisim Hizmet As 0.2 $7.8M 515k 15.14
Morgan Stanley India 0.2 $6.5M 370k 17.47
Yandex Nv A shs class a 0.1 $6.2M 258k 24.11
Hdfc Bank Ltd Adr adr reps 3 0.1 $5.7M 153k 37.58
Banco Santander Brasil Ads ads rep 1 unit 0.1 $5.0M 684k 7.37
Companhia Siderurgica Nacional 0.1 $4.9M 874k 5.63
D Tata Mtrs 0.1 $4.4M 171k 25.68
Cosan Ltd shs a 0.1 $4.3M 268k 15.86
Gol Linhas Aereas Intel Adr sp adr rep p 0.1 $4.6M 805k 5.74
Credicorp 0.1 $4.0M 32k 125.27
Banco Santander Chile 0.1 $4.0M 54k 73.25
Vale Sa Sp Pref Adr adr repstg p 0.1 $4.0M 228k 17.36
Ypf S.a. Sponsored Adr spon adr cl d 0.1 $4.1M 312k 13.00
Chunghwa Telecom Ltd-adr-w/i 0.1 $3.4M 108k 31.75
Gerdau S A 0.1 $3.8M 402k 9.51
Empresa Nacional De Electricid 0.1 $3.1M 65k 47.96
Compania De Minas Buenaventura 0.1 $3.0M 77k 38.96
Ctrip Com Intl Ltd american dep 0.1 $2.8M 165k 16.88
Ecopetrol Sa 0.1 $2.4M 41k 58.93
United Microelectron-sp 0.1 $2.0M 971k 2.05
Cia Energetica De Minas Gerais 0.1 $1.8M 152k 12.12
Protalix Biotherapeutics 0.0 $1.2M 240k 5.18
Siliconware Precision Industri 0.0 $675k 123k 5.51
Anglogold Ashanti 0.0 $463k 13k 35.05