STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 977
New Positions 34
Increased Positions 231
Decreased Positions 265
Positions with Activity 496
Sold Out Positions 42
Total Mkt Value (in $ millions) 25,720

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

Sector Weighting

Basic Materials 3.31%
Capital Goods 4.77%
Conglomerates 0.11%
Consumer Cyclical 2.67%
Consumer/Non-Cyclical 7.34%
Energy 4.18%
Financial 24.3%
Healthcare 11.75%
Services 17.08%
Technology 18.14%
Transportation 2.23%
Utilities 2.31%

496 Activity Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 971,059 -2,529 (0.26) 7,680,000
ISHARES TR MSCI EMG MKT ETF 962,676 -84,747 (8.09) 24,200,000
MICROSOFT CORP COM 523,920 44,400 9.26 11,800,000
DISNEY WALT CO COM DISNEY 511,617 63,234 14.10 4,450,000
WELLS FARGO & CO NEW COM 389,236 -14,469 (3.58) 6,860,000
GOOGLE INC CL C 351,725 -3,140 (0.89) 672,000
JPMORGAN CHASE & CO COM 346,918 6,752 1.99 5,138,000
GENERAL ELECTRIC CO COM 330,733 -2,678 (0.8) 12,350,000
JOHNSON & JOHNSON COM 315,500 1,969 .63 3,205,000
MERCK & CO INC NEW COM 305,939 -2,018 (0.66) 5,305,000
PFIZER INC COM 290,894 -6,674 (2.24) 8,717,236
GILEAD SCIENCES INC COM 281,848 -23,008 (7.55) 2,450,000
EXXON MOBIL CORP COM 268,542 -56,951 (17.5) 3,230,000
FACEBOOK INC CL A 257,491 30,550 13.46 2,950,000
CITIGROUP INC COM NEW 249,663 5,537 2.27 4,509,000
ISHARES TR MSCI EAFE ETF 243,124 -47,985 (16.48) 3,800,000
PROCTER & GAMBLE CO COM 236,508 -4,796 (1.99) 2,958,945
HOME DEPOT INC COM 236,359 -5,881 (2.43) 2,120,000
BANK AMER CORP COM 207,732 6,812 3.39 12,198,000
LILLY ELI & CO COM 200,060 431 .22 2,322,496