STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 956
New Positions 37
Increased Positions 247
Decreased Positions 206
Positions with Activity 453
Sold Out Positions 31
Total Mkt Value (in $ millions) 26,043

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

Sector Weighting

Basic Materials 3.25%
Capital Goods 5.51%
Conglomerates 0.14%
Consumer Cyclical 2.7%
Consumer/Non-Cyclical 7.85%
Energy 6.39%
Financial 23.75%
Healthcare 10.84%
Services 16.38%
Technology 16.58%
Transportation 2.07%
Utilities 2.65%

206 DECREASED Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EMG MKT ETF 1,269,700 -19,948 (1.55) 30,870,400
APPLE INC COM 896,285 -37,219 (3.99) 7,706,000
MICROSOFT CORP COM 508,915 -12,175 (2.34) 10,450,000
ISHARES TR MSCI EAFE ETF 455,256 -24,438 (5.1) 7,200,000
MERCK & CO INC NEW COM 299,275 -8,907 (2.89) 5,040,000
PROCTER & GAMBLE CO COM 271,510 -13,271 (4.66) 3,068,945
GILEAD SCIENCES INC COM 247,451 -2,012 (0.81) 2,460,000
CHEVRON CORP NEW COM 225,822 -11,731 (4.94) 1,925,000
HOME DEPOT INC COM 221,752 -9,172 (3.97) 2,272,750
FACEBOOK INC CL A 187,680 -11,040 (5.56) 2,550,000
LILLY ELI & CO COM 173,513 -6,680 (3.71) 2,597,496
AMAZON COM INC COM 140,480 -3,305 (2.3) 425,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 139,891 -1,457 (1.03) 960,000
ALTRIA GROUP INC COM 130,474 -24,415 (15.76) 2,672,000
VERIZON COMMUNICATIONS INC COM 126,654 -70,266 (35.68) 2,523,500
GOLDMAN SACHS GROUP INC COM 111,478 -3,795 (3.29) 587,500
ISHARES MSCI STH KOR ETF 110,600 -7,000 (5.95) 1,975,000
METLIFE INC COM 107,024 -1,096 (1.01) 1,953,000
KANSAS CITY SOUTHERN COM NEW 105,409 -23,138 (18) 848,700
ISHARES GOLD TRUST ISHARES 104,040 -17,340 (14.29) 9,000,000