State of New Jersey Common Pension Fund E

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

Portfolio Holdings for State of New Jersey Common Pension Fund E

State of New Jersey Common Pension Fund E holds 37 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
Powershares Db Commodity Index unit ben int 43.2 $236M 8.8M 26.84
Rlj Lodging Trust 16.1 $88M 5.2M 16.83
Spdr Gold Trust gold 6.8 $37M 243k 151.99
Bp 6.3 $35M 809k 42.74
Market Vectors Agribusiness Et agribus etf 5.8 $32M 669k 47.15
Conocophillips 4.5 $25M 340k 72.87
Market Vectors Etf Tr gold miner etf 3.7 $20M 390k 51.43
Ishares Gold Trust ishares 3.1 $17M 1.1M 15.23
Sector Spdr Tr sbi int-energy 1.8 $9.8M 142k 69.13
Prologis 0.7 $3.6M 125k 28.59
Brookfield Pptys Corp 0.6 $3.2M 206k 15.64
Health Care Reit 0.4 $2.2M 40k 54.52
Howard Hughes Corp/the 0.4 $2.2M 50k 44.18
Ddr 0.4 $2.1M 173k 12.17
Home Properties In 0.4 $2.1M 36k 57.57
Boston Properties 0.4 $2.0M 20k 99.60
Simon Ppty Group 0.4 $2.0M 15k 128.92
Douglas Emmett 0.4 $2.0M 108k 18.24
Brookfield Asset Mgmt Inc cl a ltd vt sh 0.3 $1.9M 70k 27.49
Chesapeake Lodging Trust sh ben int 0.3 $1.9M 120k 15.46
Intercontinental Hotels Group 0.3 $1.8M 100k 17.99
Alexandria R E Equ 0.3 $1.8M 27k 68.97
Amer Cmps Comm Ord 0.3 $1.8M 43k 41.95
Starwood Hotels&resorts Wrldwd 0.3 $1.7M 35k 47.97
Public Storage 0.3 $1.6M 12k 134.50
Equity Lifestyle P 0.3 $1.7M 25k 66.68
Sovran Self Stor 0.3 $1.5M 35k 42.66
Essex Property Tru 0.3 $1.4M 10k 140.50
American Assets Trust 0.3 $1.4M 70k 20.51
Colonial Propertie 0.2 $1.4M 65k 20.86
Entertainment Properties Trust 0.2 $1.2M 28k 43.73
Forest City Enterprises Cl A cl a 0.2 $1.2M 103k 11.82
Dupont Fabros Technology 0.2 $1.1M 46k 24.21
Associated Estates 0.2 $1.1M 70k 15.96
Whitestone Reit B cl b sbi 0.1 $714k 60k 11.90
Ventas 0.1 $551k 10k 55.10
Cogdell Spencer 0.1 $510k 120k 4.25