STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 973
New Positions 56
Increased Positions 258
Decreased Positions 229
Positions with Activity 487
Sold Out Positions 32
Total Mkt Value (in $ millions) 25,915

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

Sector Weighting

Basic Materials 3.49%
Capital Goods 5.5%
Conglomerates 0.13%
Consumer Cyclical 2.53%
Consumer/Non-Cyclical 7.88%
Energy 4.91%
Financial 23.08%
Healthcare 11.41%
Services 17.61%
Technology 17.64%
Transportation 2.08%
Utilities 2.31%

487 Activity Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EMG MKT ETF 1,038,998 -179,148 (14.71) 26,330,400
APPLE INC COM 949,025 -740 (0.08) 7,700,000
MICROSOFT CORP COM 442,476 14,340 3.35 10,800,000
DISNEY WALT CO COM DISNEY 411,372 116,028 39.29 3,900,000
WELLS FARGO & CO NEW COM 385,064 -27,060 (6.57) 7,115,000
GOOGLE INC CL C 371,775 2,193 .59 678,000
EXXON MOBIL CORP COM 327,216 -90,684 (21.7) 3,915,000
JOHNSON & JOHNSON COM 319,583 10,034 3.24 3,185,000
GENERAL ELECTRIC CO COM 309,507 -6,215 (1.97) 12,450,000
MERCK & CO INC NEW COM 308,385 17,325 5.95 5,340,000
ISHARES TR MSCI EAFE ETF 296,387 -172,621 (36.81) 4,550,000
GILEAD SCIENCES INC COM 267,650 19,190 7.72 2,650,000
PROCTER & GAMBLE CO COM 248,489 -4,116 (1.63) 3,018,945
HOME DEPOT INC COM 247,389 -11,386 (4.4) 2,172,750
CITIGROUP INC COM NEW 224,859 30,600 15.75 4,409,000
FACEBOOK INC CL A 216,580 4,165 1.96 2,600,000
PHILIP MORRIS INTL INC COM 191,284 -3,840 (1.97) 2,491,000
COCA COLA CO COM 188,777 20,040 11.88 4,710,000
ISHARES INC CORE MSCI EMKT 181,384 25,265 16.18 3,805,000
PEPSICO INC COM 180,827 95,950 113.05 1,884,600