STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 919
New Positions 863
Increased Positions 875
Decreased Positions 19
Positions with Activity 894
Sold Out Positions 6
Total Mkt Value (in $ millions) 25,621

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

Sector Weighting

Basic Materials 3.54%
Capital Goods 5.45%
Conglomerates 0.15%
Consumer Cyclical 2.3%
Consumer/Non-Cyclical 7.4%
Energy 7.05%
Financial 24.01%
Healthcare 10.82%
Services 16.49%
Technology 16.22%
Transportation 2.41%
Utilities 2.44%

19 DECREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EMG MKT ETF 1,384,027 -54,937 (3.82) 31,355,400
ISHARES TR MSCI EAFE ETF 501,923 -66,160 (11.65) 7,586,500
CEMEX SAB DE CV SPON ADR NEW 34,662 -1,497 (4.14) 2,629,875
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 32,999 -6,970 (17.44) 695,000
YPF SOCIEDAD ANONIMA SPON ADR CL D 32,246 -3,654 (10.18) 858,743
INFOSYS LTD SPONSORED ADR 23,476 -12,270 (34.33) 393,101
AMBEV SA SPONSORED ADR 17,989 -13,256 (42.43) 2,584,600
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 15,566 -1,678 (9.73) 159,767
COPA HOLDINGS SA CL A 14,384 -1,313 (8.36) 123,343
HDFC BANK LTD ADR REPS 3 SHS 12,056 -9,656 (44.47) 248,779
QIHOO 360 TECHNOLOGY CO LTD ADS 11,937 -3,738 (23.85) 153,097
BANCOLOMBIA S A SPON ADR PREF 10,300 -2,435 (19.12) 173,464
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 9,865 -2,427 (19.74) 1,609,331
58 COM INC SPON ADR REP A -1,458 Sold Out 0
GLOBAL X FDS FTSE GREECE 20 -12,758 Sold Out 0
ISHARES MSCI TURKEY ETF -5,384 Sold Out 0
MERCADOLIBRE INC COM -3,176 Sold Out 0
SK TELECOM LTD SPONSORED ADR -1,404 Sold Out 0
VANGUARD INTL EQUITY INDEX FD FTSE EMR MKT ETF -120,389 Sold Out 0