IFI Data Investments Report

Investor Type: Public PENSION Fund Fiscal Year: Jun 30 Fund Name
Manager/Advisor:
AG Garden Partners, L.P. AG Diversified Credit Strategies Fund, L.P. Total for Angelo, Gordon & Co., L.P. (2 detail funds)

Investor:

State of New Jersey Pension Fund

Adress: 50 West State Street, Trenton, NJ 08608-0290,
USA Web Page: http://nj.gov/treasury/doinvest/

2007
123.509 123.509 109.963 109.963

2008
146.910 127.695 274.605 104.900 104.900 78.440 78.440

2009
126.613 126.613 86.774 86.774 80.610 80.610 73.544 73.544

2010
153.484 153.484 93.432 93.432 84.537 84.537 78.616 78.616

Angelo, Gordon & Co., L.P.

Manager/Advisor:

Arden Asset Management LLC

Arden Institutional Advisers, L.P. Total for Arden Asset Management LLC (1 detail fund)

Manager/Advisor:
Ascend Partners Fund II, LP

Ascend Capital

Total for Ascend Capital (1 detail fund)

Manager/Advisor:

Asian Century Quest

Asian Century Quest (QP) Fund, L.P. Total for Asian Century Quest (1 detail fund)

Manager/Advisor:
Barclays Global Investment

Barclays Global Investors (BGI)

109.161 109.161 99.712 99.712 355.408 355.408 100.000 100.000 200.000 75.044 75.044 105.439 102.422 207.861 74.623 99.494 174.117 87.068 87.068 108.859 108.859 149.960 149.960 108.067 108.067 138.959 138.959 68.722 68.722 68.153 99.820 99.820 107.178 107.178 115.900 115.900 55.518 55.518 86.721 136.815 136.815 123.240 123.240 138.558 138.558 73.029 73.029 Page 1 of 3 66.661 82.737 149.398 68.153 74.088 88.997 163.085 86.721 44.595 44.595

Total for Barclays Global Investors (BGI) (1 detail fund)

Manager/Advisor:

Black River Asset Management

Black River Global Multi-Strategy Leveraged Fund Ltd Total for Black River Asset Management (1 detail fund)

Manager/Advisor:

BlackRock Investment Management (UK) Limited

BlackRock Credit Investors LP Total for BlackRock Investment Management (UK) Limited

Manager/Advisor:

Blackstone Alternative Asset Management

Blackstone Emerging Markets Fund I L.P. Blackstone Pacific Opportunities Fund LP Total for Blackstone Alternative Asset Management (2 deta

Manager/Advisor:

Canyon Capital Advisors LLC

Canyon Value Realization Fund, LP Canyon Special Opportunities Fund (Cayman) Ltd Total for Canyon Capital Advisors LLC (2 detail funds)

Manager/Advisor:

Centerbridge Partners, L.P.

Centerbridge Credit Partners, L.P. Total for Centerbridge Partners, L.P. (1 detail fund)

Manager/Advisor:

Davidson Kempner Capital

Davidson Kempner Institutional Partners Total for Davidson Kempner Capital (1 detail fund)

Manager/Advisor:

Farallon Capital Management

Farallon Capital Institutional Partners, L.P. Total for Farallon Capital Management (1 detail fund)

Manager/Advisor:

Glenview Capital Management

Glenview Institutional Partners LP Total for Glenview Capital Management (1 detail fund) 16 June, 2011 State of New Jersey Pension Fund

Fund Name
Manager/Advisor:
GoldenTree Partners GoldenTree Credit Opportunities, L.P. Total for GoldenTree Asset Management (2 detail funds)

2007
108.317 108.317 284.892 284.892 77.360 77.360

2008
102.290 97.165 199.455 371.933 371.933 81.612 81.612

2009
39.906 39.906 322.999 322.999 3.279 3.279 59.994 59.994

2010
16.253 16.253 838.907 838.907

GoldenTree Asset Management

Manager/Advisor:

Goldman Sachs Hedge Fund Strategies, LLC

Goldman Sachs Multi-Strategy Portfolio (NJ), LLC Total for Goldman Sachs Hedge Fund Strategies, LLC (1 det

Manager/Advisor:
Intrepid Capital Fund QP, L.P.

INTREPID FUND MANAGEMENT

Total for INTREPID FUND MANAGEMENT (1 detail fund)

Manager/Advisor:

Ironbound Capital Management LP

55.809 55.809 139.471 139.471 18.043 18.043 70.208 70.208 100.045 100.045 187.627 187.627 70.909 70.909 120.798 120.798 19.895 19.895 95.374 95.374 75.000 75.000 107.689 51.755 159.444 94.896 45.953 140.848 145.962 0.000 145.962

Ironbound Partners Overseas Ltd. Total for Ironbound Capital Management LP (1 detail fund)

Manager/Advisor:
King Street Capital LP

King Street Capital Management

105.971 105.971 114.539 114.539 21.614 21.614 77.164 77.164 124.171 124.171 37.340 37.340 82.606 82.606 76.805 76.805 171.223 171.223 78.133 78.133 175.520 175.520 71.673 71.673 70.015 70.015 71.009 71.009 168.555 168.555 58.314 58.314 69.022 69.022 5.186 5.186

Total for King Street Capital Management (1 detail fund)

Manager/Advisor:

Knight Vinke Asset Management LLC

Knight Vinke Institutional Partners II, L.P. Total for Knight Vinke Asset Management LLC (1 detail fun

Manager/Advisor:
Level Global LP

Level Global Investors, L.P.

Total for Level Global Investors, L.P. (1 detail fund)

Manager/Advisor:

Marathon Asset Management

Marathon Special Opportunity Fund LP Total for Marathon Asset Management (1 detail fund)

Manager/Advisor:
OZ Domestic Partners II, LP

Och-Ziff Capital Management Group, LLC

Total for Och-Ziff Capital Management Group, LLC (1 detail

Manager/Advisor:
OMEGA OVERSEAS Partners

Omega Advisors

Total for Omega Advisors (1 detail fund)

Manager/Advisor:

Pacific Investment Management Company (PIMCO)

PIMCO DISTRESSED MORTGAGE Fund Total for Pacific Investment Management Company (PIMC

Manager/Advisor:
PENDRAGON (LANCELOT II)

Pendragon Capital

Total for Pendragon Capital (1 detail fund)

Manager/Advisor:
Pershing Square, L.P.

Pershing Square Capital Management

Total for Pershing Square Capital Management (1 detail fu

Manager/Advisor:
Protg Partners LP (FOF)

Protg Partners, LLC

Protg Partners QP Fund Ltd (FOF) Total for Protg Partners, LLC (2 detail funds)

16 June, 2011

State of New Jersey Pension Fund

Page 2 of 3

Fund Name
Manager/Advisor:
RC Woodley Park, LP Rock Creek Partners Fund I Total for Rock Creek Group, LP (The) (2 detail funds)

2007
165.281 11.546 176.827 103.896 103.896 172.249 172.249 110.156 110.156

2008
222.738 8.353 231.091 100.500 100.500 178.846 178.846 116.743 116.743

2009
221.764 9.487 231.251 61.108 61.108 153.944 153.944 99.823 99.823

2010
486.348 255.591 741.939 6.820 6.820 172.615 172.615 120.438 120.438

Rock Creek Group, LP (The)

Manager/Advisor:
Satellite Fund II, L.P.

Satellite Asset Management LP

Total for Satellite Asset Management LP (1 detail fund)

Manager/Advisor:
ARCHIPELAGO Partners LP

Wellington Management Company, LLP

Total for Wellington Management Company, LLP (1 detail f

Manager/Advisor:
York Capital Management LP

York Capital Management

Total for York Capital Management (1 detail fund)

Grand Total for State of New Jersey Pension Fund

Total (37 Funds)

2,340.519

3,739.013

2,743.254

4,052.630

16 June, 2011

State of New Jersey Pension Fund

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