STATE OF NEW JERSEY COMMON PENSION FUND D Information

50 WEST STATE STREET 9TH FLOOR, TRENTON, New Jersey, 08625, (609) 292-5106

Report Date: 03/31/2014

Position Statistics

Total Positions 59
New Positions 13
Increased Positions 37
Decreased Positions 13
Positions with Activity 50
Sold Out Positions 3
Total Mkt Value (in $ millions) 3,375

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 0.91%
Capital Goods 1.09%
Conglomerates 0.21%
Consumer Cyclical 0.13%
Consumer/Non-Cyclical 0.5%
Energy 1.56%
Financial 74.52%
Healthcare 1.25%
Services 5.8%
Technology 6.67%
Transportation 0.86%
Utilities 0.28%

59 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES MSCI EMG MKT ETF 1,440,268 -107,061 (6.92) 32,600,000
ISHARES MSCI EAFE ETF 585,428 New 8,586,500
ISHARES INC CORE MSCI EMKT 172,756 34,288 24.76 3,275,000
ISHARES MSCI STH KOR ETF 136,542 34,136 33.33 2,100,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 122,440 8,603 7.56 5,461,208
VANGUARD INTL EQUITY INDEX FD FTSE EMR MKT ETF 119,149 -475,932 (79.98) 2,697,500
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 84,980 New 2,000,000
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 38,369 2,995 8.47 841,800
CEMEX SAB DE CV SPON ADR NEW 36,844 1,908 5.46 2,743,441
YPF SOCIEDAD ANONIMA SPON ADR CL D 35,517 13,606 62.10 956,043
AMERICA MOVIL SAB DE CV SPON ADR L SHS 33,484 16,459 96.68 1,466,647
MOBILE TELESYSTEMS OJSC SPONSORED ADR 32,971 832 2.59 1,704,800
INFOSYS LTD SPONSORED ADR 32,939 11,194 51.48 598,559
TEVA PHARMACEUTICAL INDS LTD ADR 32,769 New 608,300
CHINA MOBILE LIMITED SPONSORED ADR 31,973 787 2.52 649,854
AMBEV SA SPONSORED ADR 31,963 1,517 4.98 4,489,139
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 29,174 833 2.94 420,500
BAIDU INC SPON ADR REP A 26,631 740 2.86 144,000
CREDICORP LTD COM 24,279 -1,618 (6.25) 157,269
VALE S A ADR 23,313 1,487 6.81 1,671,157