0001483066-11-000007.txt : 20111021 0001483066-11-000007.hdr.sgml : 20111021 20111021112223 ACCESSION NUMBER: 0001483066-11-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111021 DATE AS OF CHANGE: 20111021 EFFECTIVENESS DATE: 20111021 FILER: COMPANY DATA: COMPANY CONFORMED NAME: State of New Jersey Common Pension Fund E CENTRAL INDEX KEY: 0001483260 IRS NUMBER: 030565041 STATE OF INCORPORATION: NJ FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13669 FILM NUMBER: 111151640 BUSINESS ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 BUSINESS PHONE: 609 292 5106 MAIL ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 13F-HR 1 efund-0930_2011.txt STATE OF NEW JERSEY COMMON PENSION FUND E 1 Fund E 13F-September 2011.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2011 Check here if Amendment ; Amendment Number: This Amendment (Check only one.): [ ]is a restatement. [ ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: New Jersey Division of Investment Address: 50 W State St 9th Floor PO Box 290 Trenton, NJ 08625-0290 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Timothy M. Walsh Title: Director Phone: 609-292-5106 Signature, Place, and Date of Signing: Timothy M. Walsh Trenton, NJ October 21, 2011 Report Type (Check only one.): X 13F HOLDINGS REPORT. 13F NOTICE. 13F COMBINATION REPORT. List of Other Managers reporting for this manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information table Entry Total: 35 Form 13F Information Table Value Total: 444517 x 1000 List of other included managers none No. 13F File Number Name Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None --------------------------------------------------------------------------------------------------------------------------------- ALEXANDRIA REAL ESTATE EQUIT COM 01527110 1318 21475 SH SOLE 21475 AMERICAN ASSETS TRUST INC COM 02401310 1257 70000 SH SOLE 70000 AMERICAN CAMPUS COMMUNITIES COM 02483510 1600 43000 SH SOLE 43000 ASSOCIATED ESTATES REALTY CP COM 04560410 696 45000 SH SOLE 45000 BOSTON PROPERTIES INC COM 10112110 1782 20000 SH SOLE 20000 BROOKFIELD ASSET MANAGE CL A CL A LTD VT SH 11258510 1922 69746 SH SOLE 69746 BROOKFIELD OFFICE PROPERTIES COM 11290010 1980 143758 SH SOLE 143758 CHESAPEAKE LODGING TRUST SH BEN INT 16524010 845 70000 SH SOLE 70000 COGDELL SPENCER INC COM 19238U10 452 120000 SH SOLE 120000 COLONIAL PROPERTIES TRUST COM SH BEN INT 19587210 1544 85000 SH SOLE 85000 DDR CORP COM 23317H10 741 68000 SH SOLE 68000 DOUGLAS EMMETT INC COM 25960P10 1852 108303 SH SOLE 108303 DUPONT FABROS TECHNOLOGY COM 26613Q10 902 45800 SH SOLE 45800 ENTERTAINMENT PROPERTIES TR COM SH BEN INT 29380T10 1364 35000 SH SOLE 35000 EQUITY LIFESTYLE PROPERTIES COM 29472R10 1568 25000 SH SOLE 25000 ESSEX PROPERTY TRUST INC COM 29717810 1200 10000 SH SOLE 10000 FOREST CITY ENTERPRISES CL A CL A 34555010 1519 142480 SH SOLE 142480 HEALTH CARE REIT INC COM 42217K10 1404 30000 SH SOLE 30000 HOME PROPERTIES INC COM 43730610 2054 36184 SH SOLE 36184 INTERCONTINENTAL HOTELS ADR SPONS ADR NEW 45857P30 1608 100000 SH SOLE 100000 ISHARES GOLD TRUST ISHARES 46428510 8707 550000 SH SOLE 550000 MARKET VECTORS AGRIBUSINESS ET AGRIBUS ETF 57060U60 43230 1000000 SH SOLE 1000000 MARKET VECTORS GOLD MINERS ETF GOLD MINER ETF 57060U10 21524 390000 SH SOLE 390000 POWERSHARES DB COMMODITY INDEX UNIT BEN INT 73935S10 182812 7105000 SH SOLE 7105000 PROLOGIS INC COM 74340W10 2789 115000 SH SOLE 115000 PUBLIC STORAGE COM 74460D10 1336 12000 SH SOLE 12000 RLJ LODGING TRUST COM 74965L10 68376 5354432 SH SOLE 5354432 SIMON PROPERTY GROUP INC COM 82880610 1760 16000 SH SOLE 16000 SOVRAN SELF STORAGE INC COM 84610H10 1301 35000 SH SOLE 35000 SPDR GOLD SHARES GOLD SHS PUT 78463V95 3735 600000 SH PUT SOLE 600000 STARWOOD HOTELS + RESORTS COM 85590A40 1359 35000 SH SOLE 35000 TANGER FACTORY OUTLET CENTER COM 87546510 780 30000 SH SOLE 30000 VENTAS INC COM 92276F10 741 15000 SH SOLE 15000 WHITESTONE REIT B CL B SBI 96608420 557 50000 SH SOLE 50000 SPDR GOLD SHARES GOLD SHS 78463V10 77902 492800 SH SOLE 492800