State of New Jersey Common Pension Fund E

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

Portfolio Holdings for State of New Jersey Common Pension Fund E

State of New Jersey Common Pension Fund E holds 35 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
Powershares Db Commodity Index unit ben int 41.1 $183M 7.1M 25.73
Spdr Gold Trust gold 17.5 $78M 493k 158.08
Rlj Lodging Trust 15.4 $68M 5.4M 12.77
Market Vectors Agribusiness Et agribus etf 9.7 $43M 1.0M 43.23
Market Vectors Etf Tr gold miner etf 4.8 $22M 390k 55.19
Ishares Gold Trust ishares 2.0 $8.7M 550k 15.83
Spdr Gold Trust put 0.8 $3.7M 600k 6.22
Prologis 0.6 $2.8M 115k 24.25
Home Properties In 0.5 $2.1M 36k 56.77
Brookfield Pptys Corp 0.5 $2.0M 144k 13.77
Brookfield Asset Mgmt Inc cl a ltd vt sh 0.4 $1.9M 70k 27.56
Douglas Emmett 0.4 $1.9M 108k 17.10
Boston Properties 0.4 $1.8M 20k 89.10
Simon Ppty Group 0.4 $1.8M 16k 110.00
Intercontinental Hotels Group 0.4 $1.6M 100k 16.08
Amer Cmps Comm Ord 0.4 $1.6M 43k 37.21
Colonial Propertie 0.3 $1.5M 85k 18.16
Equity Lifestyle P 0.3 $1.6M 25k 62.72
Forest City Enterprises Cl A cl a 0.3 $1.5M 143k 10.66
Health Care Reit 0.3 $1.4M 30k 46.80
Starwood Hotels&resorts Wrldwd 0.3 $1.4M 35k 38.83
Entertainment Properties Trust 0.3 $1.4M 35k 38.97
Public Storage 0.3 $1.3M 12k 111.33
Alexandria R E Equ 0.3 $1.3M 22k 61.37
Sovran Self Stor 0.3 $1.3M 35k 37.17
American Assets Trust 0.3 $1.3M 70k 17.96
Essex Property Tru 0.3 $1.2M 10k 120.00
Dupont Fabros Technology 0.2 $902k 46k 19.69
Chesapeake Lodging Trust sh ben int 0.2 $845k 70k 12.07
Tanger Factory Out 0.2 $780k 30k 26.00
Ventas 0.2 $741k 15k 49.40
Ddr 0.2 $741k 68k 10.90
Associated Estates 0.2 $696k 45k 15.47
Whitestone Reit B cl b sbi 0.1 $557k 50k 11.14
Cogdell Spencer 0.1 $452k 120k 3.77