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 957
New Positions 38
Increased Positions 248
Decreased Positions 208
Positions with Activity 456
Sold Out Positions 32
Total Mkt Value (in $ millions) 26,151

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

Sector Weighting

Basic Materials 3.21%
Capital Goods 5.23%
Conglomerates 0.15%
Consumer Cyclical 2.69%
Consumer/Non-Cyclical 8.01%
Energy 5.85%
Financial 23.82%
Healthcare 10.8%
Services 16.7%
Technology 16.78%
Transportation 2.12%
Utilities 2.7%

208 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 1,204,563 -18,925 (1.55) 30,870,400
APPLE INC COM 867,233 -36,013 (3.99) 7,706,000
MICROSOFT CORP COM 506,303 -12,113 (2.34) 10,450,000
ISHARES TR MSCI EAFE ETF 444,960 -23,886 (5.1) 7,200,000
MERCK & CO INC NEW COM 288,338 -8,582 (2.89) 5,040,000
PROCTER & GAMBLE CO COM 286,302 -13,994 (4.66) 3,068,945
HOME DEPOT INC COM 235,821 -9,753 (3.97) 2,272,750
GILEAD SCIENCES INC COM 220,047 -1,789 (0.81) 2,460,000
CHEVRON CORP NEW COM 219,354 -11,395 (4.94) 1,925,000
FACEBOOK INC CL A 205,556 -12,092 (5.56) 2,550,000
LILLY ELI & CO COM 181,149 -6,974 (3.71) 2,597,496
BERKSHIRE HATHAWAY INC DEL CL B NEW 145,680 -1,518 (1.03) 960,000
ALTRIA GROUP INC COM 135,016 -25,265 (15.76) 2,672,000
AMAZON COM INC COM 130,171 -3,063 (2.3) 425,000
VERIZON COMMUNICATIONS INC COM 120,295 -66,738 (35.68) 2,523,500
GOLDMAN SACHS GROUP INC COM 114,856 -3,910 (3.29) 587,500
ISHARES MSCI STH KOR ETF 109,218 -6,913 (5.95) 1,975,000
METLIFE INC COM 107,435 -1,100 (1.01) 1,953,000
KANSAS CITY SOUTHERN COM NEW 104,645 -22,971 (18) 848,700
ISHARES GOLD TRUST ISHARES 102,240 -17,040 (14.29) 9,000,000