State of New Jersey Common Pension Fund E

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

Portfolio Holdings for State of New Jersey Common Pension Fund E

State of New Jersey Common Pension Fund E holds 48 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
Ishares Gold Trust ishares 31.2 $165M 9.5M 17.27
Powershares Db Commodity Index unit ben int 27.2 $143M 5.0M 28.68
Spdr Gold Trust gold 17.6 $93M 540k 172.02
Market Vectors Etf Tr gold miner etf 4.0 $21M 390k 53.71
Rlj Lodging Trust 2.0 $11M 560k 18.91
Market Vectors Agribusiness Et agribus etf 1.5 $8.1M 157k 51.79
Prologis 1.1 $5.8M 165k 35.03
American Assets Trust 0.9 $5.0M 185k 26.79
Brookfield Asset Mgmt Inc cl a ltd vt sh 0.9 $4.8M 140k 34.51
Starwood Hotels&resorts Wrldwd 0.8 $4.3M 75k 57.96
Ares Commercial Real Estate 0.8 $4.1M 242k 17.06
Simon Ppty Group 0.7 $3.6M 24k 151.82
Brookfield Pptys Corp 0.7 $3.4M 206k 16.56
Ddr 0.6 $3.3M 217k 15.36
Chesapeake Lodging Trust sh ben int 0.6 $3.0M 150k 19.87
Cubesmart 0.6 $2.9M 225k 12.87
Boston Properties 0.5 $2.8M 26k 110.63
Equity Lifestyle P 0.5 $2.7M 40k 68.12
Brookfield Asset Mgmt Inc cl a ltd vt sh 0.5 $2.4M 70k 34.51
Targa Resources 0.4 $2.3M 45k 50.34
Hcp 0.4 $2.2M 50k 44.48
Associated Estates 0.4 $2.0M 135k 15.16
Alexandria R E Equ 0.4 $1.9M 27k 73.50
Amer Cmps Comm Ord 0.4 $1.9M 43k 43.88
Douglas Emmett 0.4 $1.9M 83k 23.07
Avalonbay Communit 0.3 $1.8M 14k 136.00
Post Properties In 0.3 $1.8M 38k 47.95
Agree Realty Corp 0.3 $1.8M 70k 25.49
Hyatt Hotels Corp Cl A 0.3 $1.8M 44k 40.16
Whitestone Reit B cl b sbi 0.3 $1.8M 135k 13.20
Forest City Enterprises Cl A cl a 0.3 $1.6M 103k 15.85
Sabra Health Care Reit 0.3 $1.6M 80k 20.01
Sovran Self Stor 0.3 $1.4M 25k 57.84
Stag Industrial 0.3 $1.4M 85k 16.26
Ellington Financial 0.3 $1.4M 60k 22.82
Dupont Fabros Technology 0.2 $1.2M 46k 25.24
General Growth Ppt 0.2 $1.2M 60k 19.48
Select Income Reit 0.2 $1.1M 45k 24.62
First Potomac Real 0.2 $1.0M 80k 12.88
Umh Properties 0.2 $1.1M 90k 11.97
Entertainment Properties Trust 0.2 $977k 22k 44.41
Brandywine Rlty Tr sh ben int 0.2 $975k 80k 12.19
Public Storage 0.2 $835k 6.0k 139.17
American Realty Capital Trus 0.2 $821k 70k 11.73
Parkway Properties 0.1 $286k 21k 13.35
Healthcare Trust Of America cl a 0.1 $245k 25k 9.80
Brookfield Asset Manage Cl A put 0.0 $175k 100k 1.75
Powershares Db Commodity Index put 0.0 $10k 200k 0.05