STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 03/31/2016

Position Statistics

Total Positions 1,033
New Positions 55
Increased Positions 269
Decreased Positions 362
Positions with Activity 631
Sold Out Positions 80
Total Mkt Value (in $ millions) 22,202

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

Sector Weighting

Basic Materials 2.63%
Capital Goods 4.87%
Conglomerates 0.16%
Consumer Cyclical 2.44%
Consumer/Non-Cyclical 7.29%
Energy 4.38%
Financial 19.46%
Healthcare 11.33%
Services 20.01%
Technology 18.01%
Transportation 2.41%
Utilities 2.72%

362 DECREASED Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 699,300 -19,217 (2.67) 7,460,000
MICROSOFT CORP COM 496,970 -11,704 (2.3) 9,965,300
DISNEY WALT CO COM DISNEY 464,670 -30,978 (6.25) 4,500,000
FACEBOOK INC CL A 352,740 -58,790 (14.29) 3,000,000
JOHNSON & JOHNSON COM 325,032 -23,537 (6.75) 2,900,000
JPMORGAN CHASE & CO COM 296,724 -12,640 (4.09) 4,695,000
HOME DEPOT INC COM 267,646 -13,255 (4.72) 1,999,000
EXXON MOBIL CORP COM 237,796 -50,388 (17.49) 2,690,000
MERCK & CO INC NEW COM 223,747 -49,356 (18.07) 4,080,000
PFIZER INC COM 221,847 -17,663 (7.38) 6,782,236
PROCTER & GAMBLE CO COM 216,640 -8,012 (3.57) 2,703,945
GILEAD SCIENCES INC COM 181,713 -3,087 (1.67) 2,060,000
PHILIP MORRIS INTL INC COM 168,865 -9,812 (5.49) 1,721,000
CITIGROUP INC COM NEW 165,729 -1,388 (0.83) 3,581,000
LILLY ELI & CO COM 162,956 -755 (0.46) 2,157,496
COMCAST CORP NEW CL A 151,900 -54,684 (26.47) 2,500,000
CISCO SYS INC COM 143,635 -14,432 (9.13) 5,225,000
ABBVIE INC COM 130,296 -12,200 (8.56) 2,136,000
ALTRIA GROUP INC COM 126,800 -6,271 (4.71) 2,022,000
UNITED TECHNOLOGIES CORP COM 107,501 -1,044 (0.96) 1,030,000